| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,387.8 |
1,393.4 |
5.6 |
0.4% |
1,418.0 |
| High |
1,399.0 |
1,397.0 |
-2.0 |
-0.1% |
1,436.7 |
| Low |
1,385.5 |
1,377.7 |
-7.8 |
-0.6% |
1,377.0 |
| Close |
1,397.1 |
1,389.1 |
-8.0 |
-0.6% |
1,389.1 |
| Range |
13.5 |
19.3 |
5.8 |
43.0% |
59.7 |
| ATR |
22.9 |
22.7 |
-0.3 |
-1.1% |
0.0 |
| Volume |
2,996 |
1,506 |
-1,490 |
-49.7% |
12,303 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.8 |
1,436.8 |
1,399.7 |
|
| R3 |
1,426.5 |
1,417.5 |
1,394.4 |
|
| R2 |
1,407.2 |
1,407.2 |
1,392.6 |
|
| R1 |
1,398.2 |
1,398.2 |
1,390.9 |
1,393.1 |
| PP |
1,387.9 |
1,387.9 |
1,387.9 |
1,385.4 |
| S1 |
1,378.9 |
1,378.9 |
1,387.3 |
1,373.8 |
| S2 |
1,368.6 |
1,368.6 |
1,385.6 |
|
| S3 |
1,349.3 |
1,359.6 |
1,383.8 |
|
| S4 |
1,330.0 |
1,340.3 |
1,378.5 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.0 |
1,544.3 |
1,421.9 |
|
| R3 |
1,520.3 |
1,484.6 |
1,405.5 |
|
| R2 |
1,460.6 |
1,460.6 |
1,400.0 |
|
| R1 |
1,424.9 |
1,424.9 |
1,394.6 |
1,412.9 |
| PP |
1,400.9 |
1,400.9 |
1,400.9 |
1,395.0 |
| S1 |
1,365.2 |
1,365.2 |
1,383.6 |
1,353.2 |
| S2 |
1,341.2 |
1,341.2 |
1,378.2 |
|
| S3 |
1,281.5 |
1,305.5 |
1,372.7 |
|
| S4 |
1,221.8 |
1,245.8 |
1,356.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,436.7 |
1,377.0 |
59.7 |
4.3% |
23.6 |
1.7% |
20% |
False |
False |
2,460 |
| 10 |
1,436.7 |
1,358.9 |
77.8 |
5.6% |
22.0 |
1.6% |
39% |
False |
False |
2,929 |
| 20 |
1,436.7 |
1,334.9 |
101.8 |
7.3% |
22.1 |
1.6% |
53% |
False |
False |
2,987 |
| 40 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
22.6 |
1.6% |
58% |
False |
False |
2,644 |
| 60 |
1,436.7 |
1,278.2 |
158.5 |
11.4% |
19.5 |
1.4% |
70% |
False |
False |
2,085 |
| 80 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
15.4 |
1.1% |
78% |
False |
False |
1,635 |
| 100 |
1,436.7 |
1,166.2 |
270.5 |
19.5% |
13.4 |
1.0% |
82% |
False |
False |
1,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.0 |
|
2.618 |
1,447.5 |
|
1.618 |
1,428.2 |
|
1.000 |
1,416.3 |
|
0.618 |
1,408.9 |
|
HIGH |
1,397.0 |
|
0.618 |
1,389.6 |
|
0.500 |
1,387.4 |
|
0.382 |
1,385.1 |
|
LOW |
1,377.7 |
|
0.618 |
1,365.8 |
|
1.000 |
1,358.4 |
|
1.618 |
1,346.5 |
|
2.618 |
1,327.2 |
|
4.250 |
1,295.7 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.5 |
1,393.1 |
| PP |
1,387.9 |
1,391.7 |
| S1 |
1,387.4 |
1,390.4 |
|