| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,384.5 |
1,376.7 |
-7.8 |
-0.6% |
1,389.6 |
| High |
1,390.8 |
1,383.8 |
-7.0 |
-0.5% |
1,413.1 |
| Low |
1,366.7 |
1,369.9 |
3.2 |
0.2% |
1,366.7 |
| Close |
1,375.4 |
1,383.6 |
8.2 |
0.6% |
1,383.6 |
| Range |
24.1 |
13.9 |
-10.2 |
-42.3% |
46.4 |
| ATR |
22.2 |
21.6 |
-0.6 |
-2.7% |
0.0 |
| Volume |
4,457 |
1,944 |
-2,513 |
-56.4% |
12,625 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.8 |
1,416.1 |
1,391.2 |
|
| R3 |
1,406.9 |
1,402.2 |
1,387.4 |
|
| R2 |
1,393.0 |
1,393.0 |
1,386.1 |
|
| R1 |
1,388.3 |
1,388.3 |
1,384.9 |
1,390.7 |
| PP |
1,379.1 |
1,379.1 |
1,379.1 |
1,380.3 |
| S1 |
1,374.4 |
1,374.4 |
1,382.3 |
1,376.8 |
| S2 |
1,365.2 |
1,365.2 |
1,381.1 |
|
| S3 |
1,351.3 |
1,360.5 |
1,379.8 |
|
| S4 |
1,337.4 |
1,346.6 |
1,376.0 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,527.0 |
1,501.7 |
1,409.1 |
|
| R3 |
1,480.6 |
1,455.3 |
1,396.4 |
|
| R2 |
1,434.2 |
1,434.2 |
1,392.1 |
|
| R1 |
1,408.9 |
1,408.9 |
1,387.9 |
1,398.4 |
| PP |
1,387.8 |
1,387.8 |
1,387.8 |
1,382.5 |
| S1 |
1,362.5 |
1,362.5 |
1,379.3 |
1,352.0 |
| S2 |
1,341.4 |
1,341.4 |
1,375.1 |
|
| S3 |
1,295.0 |
1,316.1 |
1,370.8 |
|
| S4 |
1,248.6 |
1,269.7 |
1,358.1 |
|
|
| 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% |
18.1 |
1.3% |
36% |
False |
False |
2,525 |
| 10 |
1,436.7 |
1,366.7 |
70.0 |
5.1% |
20.8 |
1.5% |
24% |
False |
False |
2,492 |
| 20 |
1,436.7 |
1,348.0 |
88.7 |
6.4% |
20.1 |
1.5% |
40% |
False |
False |
3,002 |
| 40 |
1,436.7 |
1,323.1 |
113.6 |
8.2% |
21.9 |
1.6% |
53% |
False |
False |
2,715 |
| 60 |
1,436.7 |
1,288.6 |
148.1 |
10.7% |
20.3 |
1.5% |
64% |
False |
False |
2,229 |
| 80 |
1,436.7 |
1,242.0 |
194.7 |
14.1% |
16.3 |
1.2% |
73% |
False |
False |
1,771 |
| 100 |
1,436.7 |
1,167.0 |
269.7 |
19.5% |
13.7 |
1.0% |
80% |
False |
False |
1,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.9 |
|
2.618 |
1,420.2 |
|
1.618 |
1,406.3 |
|
1.000 |
1,397.7 |
|
0.618 |
1,392.4 |
|
HIGH |
1,383.8 |
|
0.618 |
1,378.5 |
|
0.500 |
1,376.9 |
|
0.382 |
1,375.2 |
|
LOW |
1,369.9 |
|
0.618 |
1,361.3 |
|
1.000 |
1,356.0 |
|
1.618 |
1,347.4 |
|
2.618 |
1,333.5 |
|
4.250 |
1,310.8 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.4 |
1,384.4 |
| PP |
1,379.1 |
1,384.1 |
| S1 |
1,376.9 |
1,383.9 |
|