| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,391.2 |
1,390.9 |
-0.3 |
0.0% |
1,389.6 |
| High |
1,395.7 |
1,392.5 |
-3.2 |
-0.2% |
1,413.1 |
| Low |
1,388.0 |
1,377.0 |
-11.0 |
-0.8% |
1,366.7 |
| Close |
1,391.6 |
1,384.7 |
-6.9 |
-0.5% |
1,383.6 |
| Range |
7.7 |
15.5 |
7.8 |
101.3% |
46.4 |
| ATR |
19.1 |
18.8 |
-0.3 |
-1.3% |
0.0 |
| Volume |
746 |
1,772 |
1,026 |
137.5% |
12,625 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.2 |
1,423.5 |
1,393.2 |
|
| R3 |
1,415.7 |
1,408.0 |
1,389.0 |
|
| R2 |
1,400.2 |
1,400.2 |
1,387.5 |
|
| R1 |
1,392.5 |
1,392.5 |
1,386.1 |
1,388.6 |
| PP |
1,384.7 |
1,384.7 |
1,384.7 |
1,382.8 |
| S1 |
1,377.0 |
1,377.0 |
1,383.3 |
1,373.1 |
| S2 |
1,369.2 |
1,369.2 |
1,381.9 |
|
| S3 |
1,353.7 |
1,361.5 |
1,380.4 |
|
| S4 |
1,338.2 |
1,346.0 |
1,376.2 |
|
|
| 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 |
1,395.9 |
1,369.9 |
26.0 |
1.9% |
11.2 |
0.8% |
57% |
False |
False |
1,645 |
| 10 |
1,413.1 |
1,366.7 |
46.4 |
3.4% |
15.2 |
1.1% |
39% |
False |
False |
2,041 |
| 20 |
1,436.7 |
1,357.1 |
79.6 |
5.7% |
18.8 |
1.4% |
35% |
False |
False |
2,565 |
| 40 |
1,436.7 |
1,330.6 |
106.1 |
7.7% |
21.3 |
1.5% |
51% |
False |
False |
2,680 |
| 60 |
1,436.7 |
1,305.0 |
131.7 |
9.5% |
20.3 |
1.5% |
61% |
False |
False |
2,292 |
| 80 |
1,436.7 |
1,250.6 |
186.1 |
13.4% |
16.7 |
1.2% |
72% |
False |
False |
1,844 |
| 100 |
1,436.7 |
1,198.3 |
238.4 |
17.2% |
14.0 |
1.0% |
78% |
False |
False |
1,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.4 |
|
2.618 |
1,433.1 |
|
1.618 |
1,417.6 |
|
1.000 |
1,408.0 |
|
0.618 |
1,402.1 |
|
HIGH |
1,392.5 |
|
0.618 |
1,386.6 |
|
0.500 |
1,384.8 |
|
0.382 |
1,382.9 |
|
LOW |
1,377.0 |
|
0.618 |
1,367.4 |
|
1.000 |
1,361.5 |
|
1.618 |
1,351.9 |
|
2.618 |
1,336.4 |
|
4.250 |
1,311.1 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.8 |
1,386.5 |
| PP |
1,384.7 |
1,385.9 |
| S1 |
1,384.7 |
1,385.3 |
|