| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,389.8 |
1,386.4 |
-3.4 |
-0.2% |
1,418.6 |
| High |
1,394.8 |
1,402.0 |
7.2 |
0.5% |
1,434.1 |
| Low |
1,374.9 |
1,382.8 |
7.9 |
0.6% |
1,374.9 |
| Close |
1,386.9 |
1,400.1 |
13.2 |
1.0% |
1,386.9 |
| Range |
19.9 |
19.2 |
-0.7 |
-3.5% |
59.2 |
| ATR |
22.8 |
22.6 |
-0.3 |
-1.1% |
0.0 |
| Volume |
1,861 |
4,799 |
2,938 |
157.9% |
18,384 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,452.6 |
1,445.5 |
1,410.7 |
|
| R3 |
1,433.4 |
1,426.3 |
1,405.4 |
|
| R2 |
1,414.2 |
1,414.2 |
1,403.6 |
|
| R1 |
1,407.1 |
1,407.1 |
1,401.9 |
1,410.7 |
| PP |
1,395.0 |
1,395.0 |
1,395.0 |
1,396.7 |
| S1 |
1,387.9 |
1,387.9 |
1,398.3 |
1,391.5 |
| S2 |
1,375.8 |
1,375.8 |
1,396.6 |
|
| S3 |
1,356.6 |
1,368.7 |
1,394.8 |
|
| S4 |
1,337.4 |
1,349.5 |
1,389.5 |
|
|
| 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 |
4.2% |
23.4 |
1.7% |
43% |
False |
False |
4,048 |
| 10 |
1,434.1 |
1,366.5 |
67.6 |
4.8% |
22.0 |
1.6% |
50% |
False |
False |
4,032 |
| 20 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
21.1 |
1.5% |
66% |
False |
False |
4,535 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.2% |
22.8 |
1.6% |
70% |
False |
False |
3,383 |
| 60 |
1,434.1 |
1,277.4 |
156.7 |
11.2% |
19.7 |
1.4% |
78% |
False |
False |
2,594 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.4% |
16.2 |
1.2% |
84% |
False |
False |
2,044 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.3% |
14.0 |
1.0% |
87% |
False |
False |
1,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.6 |
|
2.618 |
1,452.3 |
|
1.618 |
1,433.1 |
|
1.000 |
1,421.2 |
|
0.618 |
1,413.9 |
|
HIGH |
1,402.0 |
|
0.618 |
1,394.7 |
|
0.500 |
1,392.4 |
|
0.382 |
1,390.1 |
|
LOW |
1,382.8 |
|
0.618 |
1,370.9 |
|
1.000 |
1,363.6 |
|
1.618 |
1,351.7 |
|
2.618 |
1,332.5 |
|
4.250 |
1,301.2 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,397.5 |
1,396.2 |
| PP |
1,395.0 |
1,392.3 |
| S1 |
1,392.4 |
1,388.5 |
|