| 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 |
1,388.6 |
1,389.8 |
1.2 |
0.1% |
1,418.6 |
| High |
1,397.1 |
1,394.8 |
-2.3 |
-0.2% |
1,434.1 |
| Low |
1,385.0 |
1,374.9 |
-10.1 |
-0.7% |
1,374.9 |
| Close |
1,394.9 |
1,386.9 |
-8.0 |
-0.6% |
1,386.9 |
| Range |
12.1 |
19.9 |
7.8 |
64.5% |
59.2 |
| ATR |
23.1 |
22.8 |
-0.2 |
-0.9% |
0.0 |
| Volume |
5,035 |
1,861 |
-3,174 |
-63.0% |
18,384 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.2 |
1,436.0 |
1,397.8 |
|
| R3 |
1,425.3 |
1,416.1 |
1,392.4 |
|
| R2 |
1,405.4 |
1,405.4 |
1,390.5 |
|
| R1 |
1,396.2 |
1,396.2 |
1,388.7 |
1,390.9 |
| PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,382.9 |
| S1 |
1,376.3 |
1,376.3 |
1,385.1 |
1,371.0 |
| S2 |
1,365.6 |
1,365.6 |
1,383.3 |
|
| S3 |
1,345.7 |
1,356.4 |
1,381.4 |
|
| S4 |
1,325.8 |
1,336.5 |
1,376.0 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.2 |
1,540.8 |
1,419.5 |
|
| R3 |
1,517.0 |
1,481.6 |
1,403.2 |
|
| R2 |
1,457.8 |
1,457.8 |
1,397.8 |
|
| R1 |
1,422.4 |
1,422.4 |
1,392.3 |
1,410.5 |
| PP |
1,398.6 |
1,398.6 |
1,398.6 |
1,392.7 |
| S1 |
1,363.2 |
1,363.2 |
1,381.5 |
1,351.3 |
| S2 |
1,339.4 |
1,339.4 |
1,376.0 |
|
| S3 |
1,280.2 |
1,304.0 |
1,370.6 |
|
| S4 |
1,221.0 |
1,244.8 |
1,354.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,434.1 |
1,374.9 |
59.2 |
4.3% |
23.2 |
1.7% |
20% |
False |
True |
3,676 |
| 10 |
1,434.1 |
1,357.1 |
77.0 |
5.6% |
21.7 |
1.6% |
39% |
False |
False |
4,691 |
| 20 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
22.5 |
1.6% |
53% |
False |
False |
4,401 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
22.8 |
1.6% |
59% |
False |
False |
3,368 |
| 60 |
1,434.1 |
1,277.3 |
156.8 |
11.3% |
19.5 |
1.4% |
70% |
False |
False |
2,537 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
16.1 |
1.2% |
78% |
False |
False |
1,986 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
13.9 |
1.0% |
83% |
False |
False |
1,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.4 |
|
2.618 |
1,446.9 |
|
1.618 |
1,427.0 |
|
1.000 |
1,414.7 |
|
0.618 |
1,407.1 |
|
HIGH |
1,394.8 |
|
0.618 |
1,387.2 |
|
0.500 |
1,384.9 |
|
0.382 |
1,382.5 |
|
LOW |
1,374.9 |
|
0.618 |
1,362.6 |
|
1.000 |
1,355.0 |
|
1.618 |
1,342.7 |
|
2.618 |
1,322.8 |
|
4.250 |
1,290.3 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.2 |
1,390.6 |
| PP |
1,385.5 |
1,389.3 |
| S1 |
1,384.9 |
1,388.1 |
|