| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,217.00 |
2,209.00 |
-8.00 |
-0.4% |
2,187.50 |
| High |
2,225.50 |
2,219.75 |
-5.75 |
-0.3% |
2,216.75 |
| Low |
2,205.50 |
2,204.25 |
-1.25 |
-0.1% |
2,176.00 |
| Close |
2,210.50 |
2,214.00 |
3.50 |
0.2% |
2,215.00 |
| Range |
20.00 |
15.50 |
-4.50 |
-22.5% |
40.75 |
| ATR |
29.86 |
28.83 |
-1.03 |
-3.4% |
0.00 |
| Volume |
257,758 |
255,779 |
-1,979 |
-0.8% |
368,701 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.25 |
2,252.00 |
2,222.50 |
|
| R3 |
2,243.75 |
2,236.50 |
2,218.25 |
|
| R2 |
2,228.25 |
2,228.25 |
2,216.75 |
|
| R1 |
2,221.00 |
2,221.00 |
2,215.50 |
2,224.50 |
| PP |
2,212.75 |
2,212.75 |
2,212.75 |
2,214.50 |
| S1 |
2,205.50 |
2,205.50 |
2,212.50 |
2,209.00 |
| S2 |
2,197.25 |
2,197.25 |
2,211.25 |
|
| S3 |
2,181.75 |
2,190.00 |
2,209.75 |
|
| S4 |
2,166.25 |
2,174.50 |
2,205.50 |
|
|
| 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 |
2,225.50 |
2,178.50 |
47.00 |
2.1% |
19.75 |
0.9% |
76% |
False |
False |
175,546 |
| 10 |
2,225.50 |
2,109.75 |
115.75 |
5.2% |
26.50 |
1.2% |
90% |
False |
False |
88,676 |
| 20 |
2,225.50 |
2,082.25 |
143.25 |
6.5% |
31.50 |
1.4% |
92% |
False |
False |
44,489 |
| 40 |
2,225.50 |
2,049.75 |
175.75 |
7.9% |
30.25 |
1.4% |
93% |
False |
False |
22,368 |
| 60 |
2,225.50 |
1,958.50 |
267.00 |
12.1% |
30.50 |
1.4% |
96% |
False |
False |
14,965 |
| 80 |
2,225.50 |
1,744.25 |
481.25 |
21.7% |
26.25 |
1.2% |
98% |
False |
False |
11,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.50 |
|
2.618 |
2,260.25 |
|
1.618 |
2,244.75 |
|
1.000 |
2,235.25 |
|
0.618 |
2,229.25 |
|
HIGH |
2,219.75 |
|
0.618 |
2,213.75 |
|
0.500 |
2,212.00 |
|
0.382 |
2,210.25 |
|
LOW |
2,204.25 |
|
0.618 |
2,194.75 |
|
1.000 |
2,188.75 |
|
1.618 |
2,179.25 |
|
2.618 |
2,163.75 |
|
4.250 |
2,138.50 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.25 |
2,213.00 |
| PP |
2,212.75 |
2,211.75 |
| S1 |
2,212.00 |
2,210.75 |
|