| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,400.5 |
1,401.2 |
0.7 |
0.0% |
1,418.0 |
| High |
1,413.1 |
1,402.1 |
-11.0 |
-0.8% |
1,436.7 |
| Low |
1,398.0 |
1,383.3 |
-14.7 |
-1.1% |
1,377.0 |
| Close |
1,408.7 |
1,390.6 |
-18.1 |
-1.3% |
1,389.1 |
| Range |
15.1 |
18.8 |
3.7 |
24.5% |
59.7 |
| ATR |
21.8 |
22.1 |
0.3 |
1.2% |
0.0 |
| Volume |
2,532 |
1,540 |
-992 |
-39.2% |
12,303 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.4 |
1,438.3 |
1,400.9 |
|
| R3 |
1,429.6 |
1,419.5 |
1,395.8 |
|
| R2 |
1,410.8 |
1,410.8 |
1,394.0 |
|
| R1 |
1,400.7 |
1,400.7 |
1,392.3 |
1,396.4 |
| PP |
1,392.0 |
1,392.0 |
1,392.0 |
1,389.8 |
| S1 |
1,381.9 |
1,381.9 |
1,388.9 |
1,377.6 |
| S2 |
1,373.2 |
1,373.2 |
1,387.2 |
|
| S3 |
1,354.4 |
1,363.1 |
1,385.4 |
|
| S4 |
1,335.6 |
1,344.3 |
1,380.3 |
|
|
| 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 |
1,377.7 |
35.4 |
2.5% |
17.0 |
1.2% |
36% |
False |
False |
2,145 |
| 10 |
1,436.7 |
1,377.0 |
59.7 |
4.3% |
21.5 |
1.5% |
23% |
False |
False |
2,372 |
| 20 |
1,436.7 |
1,337.8 |
98.9 |
7.1% |
19.8 |
1.4% |
53% |
False |
False |
2,835 |
| 40 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
22.0 |
1.6% |
59% |
False |
False |
2,610 |
| 60 |
1,436.7 |
1,288.6 |
148.1 |
10.7% |
19.9 |
1.4% |
69% |
False |
False |
2,142 |
| 80 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
16.1 |
1.2% |
79% |
False |
False |
1,697 |
| 100 |
1,436.7 |
1,166.2 |
270.5 |
19.5% |
13.6 |
1.0% |
83% |
False |
False |
1,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,482.0 |
|
2.618 |
1,451.3 |
|
1.618 |
1,432.5 |
|
1.000 |
1,420.9 |
|
0.618 |
1,413.7 |
|
HIGH |
1,402.1 |
|
0.618 |
1,394.9 |
|
0.500 |
1,392.7 |
|
0.382 |
1,390.5 |
|
LOW |
1,383.3 |
|
0.618 |
1,371.7 |
|
1.000 |
1,364.5 |
|
1.618 |
1,352.9 |
|
2.618 |
1,334.1 |
|
4.250 |
1,303.4 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,392.7 |
1,398.2 |
| PP |
1,392.0 |
1,395.7 |
| S1 |
1,391.3 |
1,393.1 |
|