| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,383.0 |
1,388.9 |
5.9 |
0.4% |
1,389.6 |
| High |
1,391.6 |
1,395.9 |
4.3 |
0.3% |
1,413.1 |
| Low |
1,382.0 |
1,386.6 |
4.6 |
0.3% |
1,366.7 |
| Close |
1,390.5 |
1,393.2 |
2.7 |
0.2% |
1,383.6 |
| Range |
9.6 |
9.3 |
-0.3 |
-3.1% |
46.4 |
| ATR |
20.8 |
20.0 |
-0.8 |
-3.9% |
0.0 |
| Volume |
1,381 |
2,384 |
1,003 |
72.6% |
12,625 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.8 |
1,415.8 |
1,398.3 |
|
| R3 |
1,410.5 |
1,406.5 |
1,395.8 |
|
| R2 |
1,401.2 |
1,401.2 |
1,394.9 |
|
| R1 |
1,397.2 |
1,397.2 |
1,394.1 |
1,399.2 |
| PP |
1,391.9 |
1,391.9 |
1,391.9 |
1,392.9 |
| S1 |
1,387.9 |
1,387.9 |
1,392.3 |
1,389.9 |
| S2 |
1,382.6 |
1,382.6 |
1,391.5 |
|
| S3 |
1,373.3 |
1,378.6 |
1,390.6 |
|
| S4 |
1,364.0 |
1,369.3 |
1,388.1 |
|
|
| 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 |
1,402.1 |
1,366.7 |
35.4 |
2.5% |
15.1 |
1.1% |
75% |
False |
False |
2,341 |
| 10 |
1,413.1 |
1,366.7 |
46.4 |
3.3% |
17.4 |
1.2% |
57% |
False |
False |
2,397 |
| 20 |
1,436.7 |
1,357.1 |
79.6 |
5.7% |
19.3 |
1.4% |
45% |
False |
False |
2,988 |
| 40 |
1,436.7 |
1,327.1 |
109.6 |
7.9% |
21.7 |
1.6% |
60% |
False |
False |
2,786 |
| 60 |
1,436.7 |
1,288.6 |
148.1 |
10.6% |
20.5 |
1.5% |
71% |
False |
False |
2,278 |
| 80 |
1,436.7 |
1,243.4 |
193.3 |
13.9% |
16.5 |
1.2% |
77% |
False |
False |
1,816 |
| 100 |
1,436.7 |
1,189.6 |
247.1 |
17.7% |
13.8 |
1.0% |
82% |
False |
False |
1,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.4 |
|
2.618 |
1,420.2 |
|
1.618 |
1,410.9 |
|
1.000 |
1,405.2 |
|
0.618 |
1,401.6 |
|
HIGH |
1,395.9 |
|
0.618 |
1,392.3 |
|
0.500 |
1,391.3 |
|
0.382 |
1,390.2 |
|
LOW |
1,386.6 |
|
0.618 |
1,380.9 |
|
1.000 |
1,377.3 |
|
1.618 |
1,371.6 |
|
2.618 |
1,362.3 |
|
4.250 |
1,347.1 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,392.6 |
1,389.8 |
| PP |
1,391.9 |
1,386.3 |
| S1 |
1,391.3 |
1,382.9 |
|