| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,065.0 |
7,094.0 |
29.0 |
0.4% |
7,035.0 |
| High |
7,105.5 |
7,102.0 |
-3.5 |
0.0% |
7,062.0 |
| Low |
7,059.0 |
7,084.0 |
25.0 |
0.4% |
6,982.5 |
| Close |
7,088.5 |
7,094.0 |
5.5 |
0.1% |
7,009.5 |
| Range |
46.5 |
18.0 |
-28.5 |
-61.3% |
79.5 |
| ATR |
79.1 |
74.7 |
-4.4 |
-5.5% |
0.0 |
| Volume |
65,975 |
43,449 |
-22,526 |
-34.1% |
484,903 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,147.3 |
7,138.7 |
7,103.9 |
|
| R3 |
7,129.3 |
7,120.7 |
7,099.0 |
|
| R2 |
7,111.3 |
7,111.3 |
7,097.3 |
|
| R1 |
7,102.7 |
7,102.7 |
7,095.7 |
7,103.0 |
| PP |
7,093.3 |
7,093.3 |
7,093.3 |
7,093.5 |
| S1 |
7,084.7 |
7,084.7 |
7,092.4 |
7,085.0 |
| S2 |
7,075.3 |
7,075.3 |
7,090.7 |
|
| S3 |
7,057.3 |
7,066.7 |
7,089.1 |
|
| S4 |
7,039.3 |
7,048.7 |
7,084.1 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,256.5 |
7,212.5 |
7,053.2 |
|
| R3 |
7,177.0 |
7,133.0 |
7,031.4 |
|
| R2 |
7,097.5 |
7,097.5 |
7,024.1 |
|
| R1 |
7,053.5 |
7,053.5 |
7,016.8 |
7,035.8 |
| PP |
7,018.0 |
7,018.0 |
7,018.0 |
7,009.1 |
| S1 |
6,974.0 |
6,974.0 |
7,002.2 |
6,956.3 |
| S2 |
6,938.5 |
6,938.5 |
6,994.9 |
|
| S3 |
6,859.0 |
6,894.5 |
6,987.6 |
|
| S4 |
6,779.5 |
6,815.0 |
6,965.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,105.5 |
6,997.0 |
108.5 |
1.5% |
51.4 |
0.7% |
89% |
False |
False |
82,762 |
| 10 |
7,105.5 |
6,963.5 |
142.0 |
2.0% |
51.5 |
0.7% |
92% |
False |
False |
71,109 |
| 20 |
7,105.5 |
6,679.0 |
426.5 |
6.0% |
74.0 |
1.0% |
97% |
False |
False |
36,569 |
| 40 |
7,105.5 |
6,597.0 |
508.5 |
7.2% |
79.4 |
1.1% |
98% |
False |
False |
18,652 |
| 60 |
7,105.5 |
6,137.5 |
968.0 |
13.6% |
79.6 |
1.1% |
99% |
False |
False |
12,704 |
| 80 |
7,105.5 |
6,085.0 |
1,020.5 |
14.4% |
79.4 |
1.1% |
99% |
False |
False |
10,063 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
79.2 |
1.1% |
99% |
False |
False |
8,097 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
78.3 |
1.1% |
99% |
False |
False |
6,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,178.5 |
|
2.618 |
7,149.1 |
|
1.618 |
7,131.1 |
|
1.000 |
7,120.0 |
|
0.618 |
7,113.1 |
|
HIGH |
7,102.0 |
|
0.618 |
7,095.1 |
|
0.500 |
7,093.0 |
|
0.382 |
7,090.9 |
|
LOW |
7,084.0 |
|
0.618 |
7,072.9 |
|
1.000 |
7,066.0 |
|
1.618 |
7,054.9 |
|
2.618 |
7,036.9 |
|
4.250 |
7,007.5 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,093.7 |
7,080.8 |
| PP |
7,093.3 |
7,067.5 |
| S1 |
7,093.0 |
7,054.3 |
|