| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,381.2 |
1,387.7 |
6.5 |
0.5% |
1,386.4 |
| High |
1,390.7 |
1,395.0 |
4.3 |
0.3% |
1,410.5 |
| Low |
1,378.8 |
1,383.8 |
5.0 |
0.4% |
1,364.7 |
| Close |
1,388.3 |
1,391.0 |
2.7 |
0.2% |
1,381.4 |
| Range |
11.9 |
11.2 |
-0.7 |
-5.9% |
45.8 |
| ATR |
21.2 |
20.5 |
-0.7 |
-3.4% |
0.0 |
| Volume |
1,751 |
2,975 |
1,224 |
69.9% |
31,334 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.5 |
1,418.5 |
1,397.2 |
|
| R3 |
1,412.3 |
1,407.3 |
1,394.1 |
|
| R2 |
1,401.1 |
1,401.1 |
1,393.1 |
|
| R1 |
1,396.1 |
1,396.1 |
1,392.0 |
1,398.6 |
| PP |
1,389.9 |
1,389.9 |
1,389.9 |
1,391.2 |
| S1 |
1,384.9 |
1,384.9 |
1,390.0 |
1,387.4 |
| S2 |
1,378.7 |
1,378.7 |
1,388.9 |
|
| S3 |
1,367.5 |
1,373.7 |
1,387.9 |
|
| S4 |
1,356.3 |
1,362.5 |
1,384.8 |
|
|
| 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 |
1,400.0 |
1,364.7 |
35.3 |
2.5% |
16.1 |
1.2% |
75% |
False |
False |
5,548 |
| 10 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
17.9 |
1.3% |
57% |
False |
False |
4,694 |
| 20 |
1,434.1 |
1,354.9 |
79.2 |
5.7% |
19.5 |
1.4% |
46% |
False |
False |
4,942 |
| 40 |
1,434.1 |
1,323.1 |
111.0 |
8.0% |
22.0 |
1.6% |
61% |
False |
False |
3,989 |
| 60 |
1,434.1 |
1,282.5 |
151.6 |
10.9% |
20.7 |
1.5% |
72% |
False |
False |
3,075 |
| 80 |
1,434.1 |
1,240.0 |
194.1 |
14.0% |
17.1 |
1.2% |
78% |
False |
False |
2,417 |
| 100 |
1,434.1 |
1,188.3 |
245.8 |
17.7% |
14.5 |
1.0% |
82% |
False |
False |
1,996 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
13.2 |
1.0% |
84% |
False |
False |
1,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.6 |
|
2.618 |
1,424.3 |
|
1.618 |
1,413.1 |
|
1.000 |
1,406.2 |
|
0.618 |
1,401.9 |
|
HIGH |
1,395.0 |
|
0.618 |
1,390.7 |
|
0.500 |
1,389.4 |
|
0.382 |
1,388.1 |
|
LOW |
1,383.8 |
|
0.618 |
1,376.9 |
|
1.000 |
1,372.6 |
|
1.618 |
1,365.7 |
|
2.618 |
1,354.5 |
|
4.250 |
1,336.2 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.5 |
1,387.8 |
| PP |
1,389.9 |
1,384.5 |
| S1 |
1,389.4 |
1,381.3 |
|