| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,220.00 |
2,233.75 |
13.75 |
0.6% |
2,217.00 |
| High |
2,237.00 |
2,238.25 |
1.25 |
0.1% |
2,226.50 |
| Low |
2,219.25 |
2,230.25 |
11.00 |
0.5% |
2,196.00 |
| Close |
2,235.25 |
2,236.00 |
0.75 |
0.0% |
2,213.25 |
| Range |
17.75 |
8.00 |
-9.75 |
-54.9% |
30.50 |
| ATR |
26.71 |
25.37 |
-1.34 |
-5.0% |
0.00 |
| Volume |
103,147 |
89,776 |
-13,371 |
-13.0% |
1,236,301 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.75 |
2,255.50 |
2,240.50 |
|
| R3 |
2,250.75 |
2,247.50 |
2,238.25 |
|
| R2 |
2,242.75 |
2,242.75 |
2,237.50 |
|
| R1 |
2,239.50 |
2,239.50 |
2,236.75 |
2,241.00 |
| PP |
2,234.75 |
2,234.75 |
2,234.75 |
2,235.75 |
| S1 |
2,231.50 |
2,231.50 |
2,235.25 |
2,233.00 |
| S2 |
2,226.75 |
2,226.75 |
2,234.50 |
|
| S3 |
2,218.75 |
2,223.50 |
2,233.75 |
|
| S4 |
2,210.75 |
2,215.50 |
2,231.50 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.50 |
2,288.75 |
2,230.00 |
|
| R3 |
2,273.00 |
2,258.25 |
2,221.75 |
|
| R2 |
2,242.50 |
2,242.50 |
2,218.75 |
|
| R1 |
2,227.75 |
2,227.75 |
2,216.00 |
2,220.00 |
| PP |
2,212.00 |
2,212.00 |
2,212.00 |
2,208.00 |
| S1 |
2,197.25 |
2,197.25 |
2,210.50 |
2,189.50 |
| S2 |
2,181.50 |
2,181.50 |
2,207.75 |
|
| S3 |
2,151.00 |
2,166.75 |
2,204.75 |
|
| S4 |
2,120.50 |
2,136.25 |
2,196.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,238.25 |
2,197.25 |
41.00 |
1.8% |
18.50 |
0.8% |
95% |
True |
False |
153,485 |
| 10 |
2,238.25 |
2,192.50 |
45.75 |
2.0% |
19.75 |
0.9% |
95% |
True |
False |
193,897 |
| 20 |
2,238.25 |
2,107.75 |
130.50 |
5.8% |
27.00 |
1.2% |
98% |
True |
False |
98,836 |
| 40 |
2,238.25 |
2,082.25 |
156.00 |
7.0% |
28.25 |
1.3% |
99% |
True |
False |
49,535 |
| 60 |
2,238.25 |
1,958.50 |
279.75 |
12.5% |
29.50 |
1.3% |
99% |
True |
False |
33,087 |
| 80 |
2,238.25 |
1,752.75 |
485.50 |
21.7% |
27.25 |
1.2% |
100% |
True |
False |
24,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.25 |
|
2.618 |
2,259.25 |
|
1.618 |
2,251.25 |
|
1.000 |
2,246.25 |
|
0.618 |
2,243.25 |
|
HIGH |
2,238.25 |
|
0.618 |
2,235.25 |
|
0.500 |
2,234.25 |
|
0.382 |
2,233.25 |
|
LOW |
2,230.25 |
|
0.618 |
2,225.25 |
|
1.000 |
2,222.25 |
|
1.618 |
2,217.25 |
|
2.618 |
2,209.25 |
|
4.250 |
2,196.25 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,235.50 |
2,231.25 |
| PP |
2,234.75 |
2,226.50 |
| S1 |
2,234.25 |
2,222.00 |
|