| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,094.0 |
7,100.0 |
6.0 |
0.1% |
7,035.0 |
| High |
7,102.0 |
7,100.5 |
-1.5 |
0.0% |
7,062.0 |
| Low |
7,084.0 |
7,057.0 |
-27.0 |
-0.4% |
6,982.5 |
| Close |
7,094.0 |
7,073.5 |
-20.5 |
-0.3% |
7,009.5 |
| Range |
18.0 |
43.5 |
25.5 |
141.7% |
79.5 |
| ATR |
74.7 |
72.5 |
-2.2 |
-3.0% |
0.0 |
| Volume |
43,449 |
45,516 |
2,067 |
4.8% |
484,903 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,207.5 |
7,184.0 |
7,097.4 |
|
| R3 |
7,164.0 |
7,140.5 |
7,085.5 |
|
| R2 |
7,120.5 |
7,120.5 |
7,081.5 |
|
| R1 |
7,097.0 |
7,097.0 |
7,077.5 |
7,087.0 |
| PP |
7,077.0 |
7,077.0 |
7,077.0 |
7,072.0 |
| S1 |
7,053.5 |
7,053.5 |
7,069.5 |
7,043.5 |
| S2 |
7,033.5 |
7,033.5 |
7,065.5 |
|
| S3 |
6,990.0 |
7,010.0 |
7,061.5 |
|
| S4 |
6,946.5 |
6,966.5 |
7,049.6 |
|
|
| 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% |
51.2 |
0.7% |
71% |
False |
False |
71,962 |
| 10 |
7,105.5 |
6,982.5 |
123.0 |
1.7% |
47.9 |
0.7% |
74% |
False |
False |
74,841 |
| 20 |
7,105.5 |
6,679.0 |
426.5 |
6.0% |
73.3 |
1.0% |
92% |
False |
False |
38,819 |
| 40 |
7,105.5 |
6,597.0 |
508.5 |
7.2% |
79.0 |
1.1% |
94% |
False |
False |
19,770 |
| 60 |
7,105.5 |
6,137.5 |
968.0 |
13.7% |
78.1 |
1.1% |
97% |
False |
False |
13,393 |
| 80 |
7,105.5 |
6,085.0 |
1,020.5 |
14.4% |
79.6 |
1.1% |
97% |
False |
False |
10,629 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.6% |
79.7 |
1.1% |
97% |
False |
False |
8,549 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.6% |
78.5 |
1.1% |
97% |
False |
False |
7,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,285.4 |
|
2.618 |
7,214.4 |
|
1.618 |
7,170.9 |
|
1.000 |
7,144.0 |
|
0.618 |
7,127.4 |
|
HIGH |
7,100.5 |
|
0.618 |
7,083.9 |
|
0.500 |
7,078.8 |
|
0.382 |
7,073.6 |
|
LOW |
7,057.0 |
|
0.618 |
7,030.1 |
|
1.000 |
7,013.5 |
|
1.618 |
6,986.6 |
|
2.618 |
6,943.1 |
|
4.250 |
6,872.1 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,078.8 |
7,081.3 |
| PP |
7,077.0 |
7,078.7 |
| S1 |
7,075.3 |
7,076.1 |
|