| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,214.75 |
2,201.75 |
-13.00 |
-0.6% |
2,187.50 |
| High |
2,223.50 |
2,224.75 |
1.25 |
0.1% |
2,216.75 |
| Low |
2,196.00 |
2,197.25 |
1.25 |
0.1% |
2,176.00 |
| Close |
2,201.25 |
2,219.25 |
18.00 |
0.8% |
2,215.00 |
| Range |
27.50 |
27.50 |
0.00 |
0.0% |
40.75 |
| ATR |
28.74 |
28.65 |
-0.09 |
-0.3% |
0.00 |
| Volume |
320,618 |
243,753 |
-76,865 |
-24.0% |
368,701 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.25 |
2,285.25 |
2,234.50 |
|
| R3 |
2,268.75 |
2,257.75 |
2,226.75 |
|
| R2 |
2,241.25 |
2,241.25 |
2,224.25 |
|
| R1 |
2,230.25 |
2,230.25 |
2,221.75 |
2,235.75 |
| PP |
2,213.75 |
2,213.75 |
2,213.75 |
2,216.50 |
| S1 |
2,202.75 |
2,202.75 |
2,216.75 |
2,208.25 |
| S2 |
2,186.25 |
2,186.25 |
2,214.25 |
|
| S3 |
2,158.75 |
2,175.25 |
2,211.75 |
|
| S4 |
2,131.25 |
2,147.75 |
2,204.00 |
|
|
| 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 |
2,196.00 |
29.50 |
1.3% |
22.25 |
1.0% |
79% |
False |
False |
255,444 |
| 10 |
2,225.50 |
2,166.50 |
59.00 |
2.7% |
22.50 |
1.0% |
89% |
False |
False |
144,894 |
| 20 |
2,225.50 |
2,099.00 |
126.50 |
5.7% |
31.25 |
1.4% |
95% |
False |
False |
72,691 |
| 40 |
2,225.50 |
2,064.75 |
160.75 |
7.2% |
29.50 |
1.3% |
96% |
False |
False |
36,471 |
| 60 |
2,225.50 |
1,958.50 |
267.00 |
12.0% |
30.75 |
1.4% |
98% |
False |
False |
24,369 |
| 80 |
2,225.50 |
1,744.25 |
481.25 |
21.7% |
27.00 |
1.2% |
99% |
False |
False |
18,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.50 |
|
2.618 |
2,296.75 |
|
1.618 |
2,269.25 |
|
1.000 |
2,252.25 |
|
0.618 |
2,241.75 |
|
HIGH |
2,224.75 |
|
0.618 |
2,214.25 |
|
0.500 |
2,211.00 |
|
0.382 |
2,207.75 |
|
LOW |
2,197.25 |
|
0.618 |
2,180.25 |
|
1.000 |
2,169.75 |
|
1.618 |
2,152.75 |
|
2.618 |
2,125.25 |
|
4.250 |
2,080.50 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,216.50 |
2,216.25 |
| PP |
2,213.75 |
2,213.25 |
| S1 |
2,211.00 |
2,210.50 |
|