| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,232.00 |
1,238.50 |
6.50 |
0.5% |
1,237.50 |
| High |
1,239.75 |
1,241.00 |
1.25 |
0.1% |
1,242.25 |
| Low |
1,227.50 |
1,234.50 |
7.00 |
0.6% |
1,227.50 |
| Close |
1,238.50 |
1,238.50 |
0.00 |
0.0% |
1,238.50 |
| Range |
12.25 |
6.50 |
-5.75 |
-46.9% |
14.75 |
| ATR |
14.59 |
14.01 |
-0.58 |
-4.0% |
0.00 |
| Volume |
1,708,936 |
1,338,470 |
-370,466 |
-21.7% |
8,979,280 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.50 |
1,254.50 |
1,242.00 |
|
| R3 |
1,251.00 |
1,248.00 |
1,240.25 |
|
| R2 |
1,244.50 |
1,244.50 |
1,239.75 |
|
| R1 |
1,241.50 |
1,241.50 |
1,239.00 |
1,241.75 |
| PP |
1,238.00 |
1,238.00 |
1,238.00 |
1,238.00 |
| S1 |
1,235.00 |
1,235.00 |
1,238.00 |
1,235.25 |
| S2 |
1,231.50 |
1,231.50 |
1,237.25 |
|
| S3 |
1,225.00 |
1,228.50 |
1,236.75 |
|
| S4 |
1,218.50 |
1,222.00 |
1,235.00 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.25 |
1,274.25 |
1,246.50 |
|
| R3 |
1,265.50 |
1,259.50 |
1,242.50 |
|
| R2 |
1,250.75 |
1,250.75 |
1,241.25 |
|
| R1 |
1,244.75 |
1,244.75 |
1,239.75 |
1,247.75 |
| PP |
1,236.00 |
1,236.00 |
1,236.00 |
1,237.50 |
| S1 |
1,230.00 |
1,230.00 |
1,237.25 |
1,233.00 |
| S2 |
1,221.25 |
1,221.25 |
1,235.75 |
|
| S3 |
1,206.50 |
1,215.25 |
1,234.50 |
|
| S4 |
1,191.75 |
1,200.50 |
1,230.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,242.25 |
1,227.50 |
14.75 |
1.2% |
9.75 |
0.8% |
75% |
False |
False |
1,795,856 |
| 10 |
1,242.25 |
1,211.50 |
30.75 |
2.5% |
10.75 |
0.9% |
88% |
False |
False |
1,199,851 |
| 20 |
1,242.25 |
1,167.25 |
75.00 |
6.1% |
15.25 |
1.2% |
95% |
False |
False |
605,812 |
| 40 |
1,242.25 |
1,163.00 |
79.25 |
6.4% |
14.75 |
1.2% |
95% |
False |
False |
304,081 |
| 60 |
1,242.25 |
1,113.75 |
128.50 |
10.4% |
15.50 |
1.2% |
97% |
False |
False |
203,087 |
| 80 |
1,242.25 |
1,028.25 |
214.00 |
17.3% |
15.75 |
1.3% |
98% |
False |
False |
152,396 |
| 100 |
1,242.25 |
1,028.25 |
214.00 |
17.3% |
15.50 |
1.3% |
98% |
False |
False |
121,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.50 |
|
2.618 |
1,258.00 |
|
1.618 |
1,251.50 |
|
1.000 |
1,247.50 |
|
0.618 |
1,245.00 |
|
HIGH |
1,241.00 |
|
0.618 |
1,238.50 |
|
0.500 |
1,237.75 |
|
0.382 |
1,237.00 |
|
LOW |
1,234.50 |
|
0.618 |
1,230.50 |
|
1.000 |
1,228.00 |
|
1.618 |
1,224.00 |
|
2.618 |
1,217.50 |
|
4.250 |
1,207.00 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,238.25 |
1,237.00 |
| PP |
1,238.00 |
1,235.75 |
| S1 |
1,237.75 |
1,234.25 |
|