| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,384.5 |
1,372.5 |
-12.0 |
-0.9% |
1,386.4 |
| High |
1,389.1 |
1,381.6 |
-7.5 |
-0.5% |
1,410.5 |
| Low |
1,364.7 |
1,367.5 |
2.8 |
0.2% |
1,364.7 |
| Close |
1,373.2 |
1,381.4 |
8.2 |
0.6% |
1,381.4 |
| Range |
24.4 |
14.1 |
-10.3 |
-42.2% |
45.8 |
| ATR |
22.5 |
21.9 |
-0.6 |
-2.7% |
0.0 |
| Volume |
10,731 |
10,270 |
-461 |
-4.3% |
31,334 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.1 |
1,414.4 |
1,389.2 |
|
| R3 |
1,405.0 |
1,400.3 |
1,385.3 |
|
| R2 |
1,390.9 |
1,390.9 |
1,384.0 |
|
| R1 |
1,386.2 |
1,386.2 |
1,382.7 |
1,388.6 |
| PP |
1,376.8 |
1,376.8 |
1,376.8 |
1,378.0 |
| S1 |
1,372.1 |
1,372.1 |
1,380.1 |
1,374.5 |
| S2 |
1,362.7 |
1,362.7 |
1,378.8 |
|
| S3 |
1,348.6 |
1,358.0 |
1,377.5 |
|
| S4 |
1,334.5 |
1,343.9 |
1,373.6 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.9 |
1,498.0 |
1,406.6 |
|
| R3 |
1,477.1 |
1,452.2 |
1,394.0 |
|
| R2 |
1,431.3 |
1,431.3 |
1,389.8 |
|
| R1 |
1,406.4 |
1,406.4 |
1,385.6 |
1,396.0 |
| PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,380.3 |
| S1 |
1,360.6 |
1,360.6 |
1,377.2 |
1,350.2 |
| S2 |
1,339.7 |
1,339.7 |
1,373.0 |
|
| S3 |
1,293.9 |
1,314.8 |
1,368.8 |
|
| S4 |
1,248.1 |
1,269.0 |
1,356.2 |
|
|
| 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 |
1,364.7 |
45.8 |
3.3% |
18.5 |
1.3% |
36% |
False |
False |
6,266 |
| 10 |
1,434.1 |
1,364.7 |
69.4 |
5.0% |
20.8 |
1.5% |
24% |
False |
False |
4,971 |
| 20 |
1,434.1 |
1,345.0 |
89.1 |
6.4% |
20.3 |
1.5% |
41% |
False |
False |
5,221 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
22.1 |
1.6% |
54% |
False |
False |
3,907 |
| 60 |
1,434.1 |
1,282.5 |
151.6 |
11.0% |
20.4 |
1.5% |
65% |
False |
False |
3,000 |
| 80 |
1,434.1 |
1,240.0 |
194.1 |
14.1% |
16.8 |
1.2% |
73% |
False |
False |
2,373 |
| 100 |
1,434.1 |
1,174.1 |
260.0 |
18.8% |
14.3 |
1.0% |
80% |
False |
False |
1,963 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.6% |
13.2 |
1.0% |
81% |
False |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.5 |
|
2.618 |
1,418.5 |
|
1.618 |
1,404.4 |
|
1.000 |
1,395.7 |
|
0.618 |
1,390.3 |
|
HIGH |
1,381.6 |
|
0.618 |
1,376.2 |
|
0.500 |
1,374.6 |
|
0.382 |
1,372.9 |
|
LOW |
1,367.5 |
|
0.618 |
1,358.8 |
|
1.000 |
1,353.4 |
|
1.618 |
1,344.7 |
|
2.618 |
1,330.6 |
|
4.250 |
1,307.6 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,379.1 |
1,382.4 |
| PP |
1,376.8 |
1,382.0 |
| S1 |
1,374.6 |
1,381.7 |
|