| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,401.2 |
1,384.5 |
-16.7 |
-1.2% |
1,418.0 |
| High |
1,402.1 |
1,390.8 |
-11.3 |
-0.8% |
1,436.7 |
| Low |
1,383.3 |
1,366.7 |
-16.6 |
-1.2% |
1,377.0 |
| Close |
1,390.6 |
1,375.4 |
-15.2 |
-1.1% |
1,389.1 |
| Range |
18.8 |
24.1 |
5.3 |
28.2% |
59.7 |
| ATR |
22.1 |
22.2 |
0.1 |
0.6% |
0.0 |
| Volume |
1,540 |
4,457 |
2,917 |
189.4% |
12,303 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.9 |
1,436.8 |
1,388.7 |
|
| R3 |
1,425.8 |
1,412.7 |
1,382.0 |
|
| R2 |
1,401.7 |
1,401.7 |
1,379.8 |
|
| R1 |
1,388.6 |
1,388.6 |
1,377.6 |
1,383.1 |
| PP |
1,377.6 |
1,377.6 |
1,377.6 |
1,374.9 |
| S1 |
1,364.5 |
1,364.5 |
1,373.2 |
1,359.0 |
| S2 |
1,353.5 |
1,353.5 |
1,371.0 |
|
| S3 |
1,329.4 |
1,340.4 |
1,368.8 |
|
| S4 |
1,305.3 |
1,316.3 |
1,362.1 |
|
|
| 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 |
1,366.7 |
46.4 |
3.4% |
19.1 |
1.4% |
19% |
False |
True |
2,437 |
| 10 |
1,436.7 |
1,366.7 |
70.0 |
5.1% |
22.4 |
1.6% |
12% |
False |
True |
2,564 |
| 20 |
1,436.7 |
1,343.7 |
93.0 |
6.8% |
20.4 |
1.5% |
34% |
False |
False |
2,979 |
| 40 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
22.3 |
1.6% |
46% |
False |
False |
2,689 |
| 60 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
20.2 |
1.5% |
59% |
False |
False |
2,210 |
| 80 |
1,436.7 |
1,242.0 |
194.7 |
14.2% |
16.1 |
1.2% |
69% |
False |
False |
1,752 |
| 100 |
1,436.7 |
1,166.6 |
270.1 |
19.6% |
13.6 |
1.0% |
77% |
False |
False |
1,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,493.2 |
|
2.618 |
1,453.9 |
|
1.618 |
1,429.8 |
|
1.000 |
1,414.9 |
|
0.618 |
1,405.7 |
|
HIGH |
1,390.8 |
|
0.618 |
1,381.6 |
|
0.500 |
1,378.8 |
|
0.382 |
1,375.9 |
|
LOW |
1,366.7 |
|
0.618 |
1,351.8 |
|
1.000 |
1,342.6 |
|
1.618 |
1,327.7 |
|
2.618 |
1,303.6 |
|
4.250 |
1,264.3 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,378.8 |
1,389.9 |
| PP |
1,377.6 |
1,385.1 |
| S1 |
1,376.5 |
1,380.2 |
|