| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,389.6 |
1,400.5 |
10.9 |
0.8% |
1,418.0 |
| High |
1,404.4 |
1,413.1 |
8.7 |
0.6% |
1,436.7 |
| Low |
1,386.0 |
1,398.0 |
12.0 |
0.9% |
1,377.0 |
| Close |
1,402.4 |
1,408.7 |
6.3 |
0.4% |
1,389.1 |
| Range |
18.4 |
15.1 |
-3.3 |
-17.9% |
59.7 |
| ATR |
22.4 |
21.8 |
-0.5 |
-2.3% |
0.0 |
| Volume |
2,152 |
2,532 |
380 |
17.7% |
12,303 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,451.9 |
1,445.4 |
1,417.0 |
|
| R3 |
1,436.8 |
1,430.3 |
1,412.9 |
|
| R2 |
1,421.7 |
1,421.7 |
1,411.5 |
|
| R1 |
1,415.2 |
1,415.2 |
1,410.1 |
1,418.5 |
| PP |
1,406.6 |
1,406.6 |
1,406.6 |
1,408.2 |
| S1 |
1,400.1 |
1,400.1 |
1,407.3 |
1,403.4 |
| S2 |
1,391.5 |
1,391.5 |
1,405.9 |
|
| S3 |
1,376.4 |
1,385.0 |
1,404.5 |
|
| S4 |
1,361.3 |
1,369.9 |
1,400.4 |
|
|
| 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 |
1,413.1 |
1,377.0 |
36.1 |
2.6% |
19.7 |
1.4% |
88% |
True |
False |
2,453 |
| 10 |
1,436.7 |
1,377.0 |
59.7 |
4.2% |
21.1 |
1.5% |
53% |
False |
False |
2,549 |
| 20 |
1,436.7 |
1,334.9 |
101.8 |
7.2% |
20.6 |
1.5% |
72% |
False |
False |
2,897 |
| 40 |
1,436.7 |
1,323.0 |
113.7 |
8.1% |
22.5 |
1.6% |
75% |
False |
False |
2,601 |
| 60 |
1,436.7 |
1,278.2 |
158.5 |
11.3% |
19.8 |
1.4% |
82% |
False |
False |
2,138 |
| 80 |
1,436.7 |
1,216.2 |
220.5 |
15.7% |
15.8 |
1.1% |
87% |
False |
False |
1,687 |
| 100 |
1,436.7 |
1,166.2 |
270.5 |
19.2% |
13.5 |
1.0% |
90% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.3 |
|
2.618 |
1,452.6 |
|
1.618 |
1,437.5 |
|
1.000 |
1,428.2 |
|
0.618 |
1,422.4 |
|
HIGH |
1,413.1 |
|
0.618 |
1,407.3 |
|
0.500 |
1,405.6 |
|
0.382 |
1,403.8 |
|
LOW |
1,398.0 |
|
0.618 |
1,388.7 |
|
1.000 |
1,382.9 |
|
1.618 |
1,373.6 |
|
2.618 |
1,358.5 |
|
4.250 |
1,333.8 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.7 |
1,404.3 |
| PP |
1,406.6 |
1,399.8 |
| S1 |
1,405.6 |
1,395.4 |
|