| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,372.5 |
1,381.2 |
8.7 |
0.6% |
1,386.4 |
| High |
1,381.6 |
1,390.7 |
9.1 |
0.7% |
1,410.5 |
| Low |
1,367.5 |
1,378.8 |
11.3 |
0.8% |
1,364.7 |
| Close |
1,381.4 |
1,388.3 |
6.9 |
0.5% |
1,381.4 |
| Range |
14.1 |
11.9 |
-2.2 |
-15.6% |
45.8 |
| ATR |
21.9 |
21.2 |
-0.7 |
-3.3% |
0.0 |
| Volume |
10,270 |
1,751 |
-8,519 |
-83.0% |
31,334 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.6 |
1,416.9 |
1,394.8 |
|
| R3 |
1,409.7 |
1,405.0 |
1,391.6 |
|
| R2 |
1,397.8 |
1,397.8 |
1,390.5 |
|
| R1 |
1,393.1 |
1,393.1 |
1,389.4 |
1,395.5 |
| PP |
1,385.9 |
1,385.9 |
1,385.9 |
1,387.1 |
| S1 |
1,381.2 |
1,381.2 |
1,387.2 |
1,383.6 |
| S2 |
1,374.0 |
1,374.0 |
1,386.1 |
|
| S3 |
1,362.1 |
1,369.3 |
1,385.0 |
|
| S4 |
1,350.2 |
1,357.4 |
1,381.8 |
|
|
| 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% |
17.0 |
1.2% |
52% |
False |
False |
5,657 |
| 10 |
1,434.1 |
1,364.7 |
69.4 |
5.0% |
20.2 |
1.5% |
34% |
False |
False |
4,852 |
| 20 |
1,434.1 |
1,352.9 |
81.2 |
5.8% |
19.8 |
1.4% |
44% |
False |
False |
4,868 |
| 40 |
1,434.1 |
1,323.1 |
111.0 |
8.0% |
22.0 |
1.6% |
59% |
False |
False |
3,933 |
| 60 |
1,434.1 |
1,282.5 |
151.6 |
10.9% |
20.5 |
1.5% |
70% |
False |
False |
3,028 |
| 80 |
1,434.1 |
1,240.0 |
194.1 |
14.0% |
17.0 |
1.2% |
76% |
False |
False |
2,390 |
| 100 |
1,434.1 |
1,177.9 |
256.2 |
18.5% |
14.5 |
1.0% |
82% |
False |
False |
1,979 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
13.3 |
1.0% |
83% |
False |
False |
1,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.3 |
|
2.618 |
1,421.9 |
|
1.618 |
1,410.0 |
|
1.000 |
1,402.6 |
|
0.618 |
1,398.1 |
|
HIGH |
1,390.7 |
|
0.618 |
1,386.2 |
|
0.500 |
1,384.8 |
|
0.382 |
1,383.3 |
|
LOW |
1,378.8 |
|
0.618 |
1,371.4 |
|
1.000 |
1,366.9 |
|
1.618 |
1,359.5 |
|
2.618 |
1,347.6 |
|
4.250 |
1,328.2 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.1 |
1,384.8 |
| PP |
1,385.9 |
1,381.2 |
| S1 |
1,384.8 |
1,377.7 |
|