| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,397.2 |
1,399.0 |
1.8 |
0.1% |
1,418.6 |
| High |
1,410.5 |
1,400.0 |
-10.5 |
-0.7% |
1,434.1 |
| Low |
1,394.7 |
1,381.2 |
-13.5 |
-1.0% |
1,374.9 |
| Close |
1,406.5 |
1,388.4 |
-18.1 |
-1.3% |
1,386.9 |
| Range |
15.8 |
18.8 |
3.0 |
19.0% |
59.2 |
| ATR |
22.1 |
22.3 |
0.2 |
1.0% |
0.0 |
| Volume |
3,517 |
2,017 |
-1,500 |
-42.6% |
18,384 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,446.3 |
1,436.1 |
1,398.7 |
|
| R3 |
1,427.5 |
1,417.3 |
1,393.6 |
|
| R2 |
1,408.7 |
1,408.7 |
1,391.8 |
|
| R1 |
1,398.5 |
1,398.5 |
1,390.1 |
1,394.2 |
| PP |
1,389.9 |
1,389.9 |
1,389.9 |
1,387.7 |
| S1 |
1,379.7 |
1,379.7 |
1,386.7 |
1,375.4 |
| S2 |
1,371.1 |
1,371.1 |
1,385.0 |
|
| S3 |
1,352.3 |
1,360.9 |
1,383.2 |
|
| S4 |
1,333.5 |
1,342.1 |
1,378.1 |
|
|
| 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 |
1,410.5 |
1,374.9 |
35.6 |
2.6% |
17.2 |
1.2% |
38% |
False |
False |
3,445 |
| 10 |
1,434.1 |
1,374.9 |
59.2 |
4.3% |
21.4 |
1.5% |
23% |
False |
False |
3,291 |
| 20 |
1,434.1 |
1,334.9 |
99.2 |
7.1% |
20.2 |
1.5% |
54% |
False |
False |
4,452 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
22.2 |
1.6% |
60% |
False |
False |
3,423 |
| 60 |
1,434.1 |
1,282.5 |
151.6 |
10.9% |
19.9 |
1.4% |
70% |
False |
False |
2,661 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
16.6 |
1.2% |
79% |
False |
False |
2,113 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
14.3 |
1.0% |
83% |
False |
False |
1,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.9 |
|
2.618 |
1,449.2 |
|
1.618 |
1,430.4 |
|
1.000 |
1,418.8 |
|
0.618 |
1,411.6 |
|
HIGH |
1,400.0 |
|
0.618 |
1,392.8 |
|
0.500 |
1,390.6 |
|
0.382 |
1,388.4 |
|
LOW |
1,381.2 |
|
0.618 |
1,369.6 |
|
1.000 |
1,362.4 |
|
1.618 |
1,350.8 |
|
2.618 |
1,332.0 |
|
4.250 |
1,301.3 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.6 |
1,395.9 |
| PP |
1,389.9 |
1,393.4 |
| S1 |
1,389.1 |
1,390.9 |
|