| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,198.75 |
2,197.75 |
-1.00 |
0.0% |
2,187.50 |
| High |
2,213.25 |
2,216.75 |
3.50 |
0.2% |
2,216.75 |
| Low |
2,192.50 |
2,196.00 |
3.50 |
0.2% |
2,176.00 |
| Close |
2,199.75 |
2,215.00 |
15.25 |
0.7% |
2,215.00 |
| Range |
20.75 |
20.75 |
0.00 |
0.0% |
40.75 |
| ATR |
31.38 |
30.62 |
-0.76 |
-2.4% |
0.00 |
| Volume |
138,076 |
199,312 |
61,236 |
44.3% |
368,701 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.50 |
2,264.00 |
2,226.50 |
|
| R3 |
2,250.75 |
2,243.25 |
2,220.75 |
|
| R2 |
2,230.00 |
2,230.00 |
2,218.75 |
|
| R1 |
2,222.50 |
2,222.50 |
2,217.00 |
2,226.25 |
| PP |
2,209.25 |
2,209.25 |
2,209.25 |
2,211.00 |
| S1 |
2,201.75 |
2,201.75 |
2,213.00 |
2,205.50 |
| S2 |
2,188.50 |
2,188.50 |
2,211.25 |
|
| S3 |
2,167.75 |
2,181.00 |
2,209.25 |
|
| S4 |
2,147.00 |
2,160.25 |
2,203.50 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.75 |
2,310.75 |
2,237.50 |
|
| R3 |
2,284.00 |
2,270.00 |
2,226.25 |
|
| R2 |
2,243.25 |
2,243.25 |
2,222.50 |
|
| R1 |
2,229.25 |
2,229.25 |
2,218.75 |
2,236.25 |
| PP |
2,202.50 |
2,202.50 |
2,202.50 |
2,206.00 |
| S1 |
2,188.50 |
2,188.50 |
2,211.25 |
2,195.50 |
| S2 |
2,161.75 |
2,161.75 |
2,207.50 |
|
| S3 |
2,121.00 |
2,147.75 |
2,203.75 |
|
| S4 |
2,080.25 |
2,107.00 |
2,192.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,216.75 |
2,176.00 |
40.75 |
1.8% |
21.75 |
1.0% |
96% |
True |
False |
73,740 |
| 10 |
2,216.75 |
2,107.75 |
109.00 |
4.9% |
30.75 |
1.4% |
98% |
True |
False |
37,424 |
| 20 |
2,216.75 |
2,082.25 |
134.50 |
6.1% |
33.50 |
1.5% |
99% |
True |
False |
18,838 |
| 40 |
2,216.75 |
2,049.75 |
167.00 |
7.5% |
30.50 |
1.4% |
99% |
True |
False |
9,536 |
| 60 |
2,216.75 |
1,944.00 |
272.75 |
12.3% |
31.00 |
1.4% |
99% |
True |
False |
6,408 |
| 80 |
2,216.75 |
1,744.25 |
472.50 |
21.3% |
26.00 |
1.2% |
100% |
True |
False |
4,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.00 |
|
2.618 |
2,271.00 |
|
1.618 |
2,250.25 |
|
1.000 |
2,237.50 |
|
0.618 |
2,229.50 |
|
HIGH |
2,216.75 |
|
0.618 |
2,208.75 |
|
0.500 |
2,206.50 |
|
0.382 |
2,204.00 |
|
LOW |
2,196.00 |
|
0.618 |
2,183.25 |
|
1.000 |
2,175.25 |
|
1.618 |
2,162.50 |
|
2.618 |
2,141.75 |
|
4.250 |
2,107.75 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,212.00 |
2,209.25 |
| PP |
2,209.25 |
2,203.50 |
| S1 |
2,206.50 |
2,197.50 |
|