| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,376.7 |
1,383.0 |
6.3 |
0.5% |
1,389.6 |
| High |
1,383.8 |
1,391.6 |
7.8 |
0.6% |
1,413.1 |
| Low |
1,369.9 |
1,382.0 |
12.1 |
0.9% |
1,366.7 |
| Close |
1,383.6 |
1,390.5 |
6.9 |
0.5% |
1,383.6 |
| Range |
13.9 |
9.6 |
-4.3 |
-30.9% |
46.4 |
| ATR |
21.6 |
20.8 |
-0.9 |
-4.0% |
0.0 |
| Volume |
1,944 |
1,381 |
-563 |
-29.0% |
12,625 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.8 |
1,413.3 |
1,395.8 |
|
| R3 |
1,407.2 |
1,403.7 |
1,393.1 |
|
| R2 |
1,397.6 |
1,397.6 |
1,392.3 |
|
| R1 |
1,394.1 |
1,394.1 |
1,391.4 |
1,395.9 |
| PP |
1,388.0 |
1,388.0 |
1,388.0 |
1,388.9 |
| S1 |
1,384.5 |
1,384.5 |
1,389.6 |
1,386.3 |
| S2 |
1,378.4 |
1,378.4 |
1,388.7 |
|
| S3 |
1,368.8 |
1,374.9 |
1,387.9 |
|
| S4 |
1,359.2 |
1,365.3 |
1,385.2 |
|
|
| 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 |
3.3% |
16.3 |
1.2% |
51% |
False |
False |
2,370 |
| 10 |
1,436.7 |
1,366.7 |
70.0 |
5.0% |
19.9 |
1.4% |
34% |
False |
False |
2,346 |
| 20 |
1,436.7 |
1,355.3 |
81.4 |
5.9% |
19.6 |
1.4% |
43% |
False |
False |
2,928 |
| 40 |
1,436.7 |
1,327.1 |
109.6 |
7.9% |
21.8 |
1.6% |
58% |
False |
False |
2,731 |
| 60 |
1,436.7 |
1,288.6 |
148.1 |
10.7% |
20.4 |
1.5% |
69% |
False |
False |
2,244 |
| 80 |
1,436.7 |
1,242.2 |
194.5 |
14.0% |
16.4 |
1.2% |
76% |
False |
False |
1,787 |
| 100 |
1,436.7 |
1,188.1 |
248.6 |
17.9% |
13.7 |
1.0% |
81% |
False |
False |
1,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.4 |
|
2.618 |
1,416.7 |
|
1.618 |
1,407.1 |
|
1.000 |
1,401.2 |
|
0.618 |
1,397.5 |
|
HIGH |
1,391.6 |
|
0.618 |
1,387.9 |
|
0.500 |
1,386.8 |
|
0.382 |
1,385.7 |
|
LOW |
1,382.0 |
|
0.618 |
1,376.1 |
|
1.000 |
1,372.4 |
|
1.618 |
1,366.5 |
|
2.618 |
1,356.9 |
|
4.250 |
1,341.2 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,389.3 |
1,386.7 |
| PP |
1,388.0 |
1,382.9 |
| S1 |
1,386.8 |
1,379.2 |
|