| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,775.0 |
2,773.0 |
-2.0 |
-0.1% |
2,723.0 |
| High |
2,795.0 |
2,796.0 |
1.0 |
0.0% |
2,781.0 |
| Low |
2,769.0 |
2,771.0 |
2.0 |
0.1% |
2,682.0 |
| Close |
2,781.0 |
2,787.0 |
6.0 |
0.2% |
2,765.0 |
| Range |
26.0 |
25.0 |
-1.0 |
-3.8% |
99.0 |
| ATR |
45.4 |
44.0 |
-1.5 |
-3.2% |
0.0 |
| Volume |
5,723 |
19,422 |
13,699 |
239.4% |
28,357 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.7 |
2,848.3 |
2,800.8 |
|
| R3 |
2,834.7 |
2,823.3 |
2,793.9 |
|
| R2 |
2,809.7 |
2,809.7 |
2,791.6 |
|
| R1 |
2,798.3 |
2,798.3 |
2,789.3 |
2,804.0 |
| PP |
2,784.7 |
2,784.7 |
2,784.7 |
2,787.5 |
| S1 |
2,773.3 |
2,773.3 |
2,784.7 |
2,779.0 |
| S2 |
2,759.7 |
2,759.7 |
2,782.4 |
|
| S3 |
2,734.7 |
2,748.3 |
2,780.1 |
|
| S4 |
2,709.7 |
2,723.3 |
2,773.3 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.7 |
3,001.3 |
2,819.5 |
|
| R3 |
2,940.7 |
2,902.3 |
2,792.2 |
|
| R2 |
2,841.7 |
2,841.7 |
2,783.2 |
|
| R1 |
2,803.3 |
2,803.3 |
2,774.1 |
2,822.5 |
| PP |
2,742.7 |
2,742.7 |
2,742.7 |
2,752.3 |
| S1 |
2,704.3 |
2,704.3 |
2,755.9 |
2,723.5 |
| S2 |
2,643.7 |
2,643.7 |
2,746.9 |
|
| S3 |
2,544.7 |
2,605.3 |
2,737.8 |
|
| S4 |
2,445.7 |
2,506.3 |
2,710.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,796.0 |
2,707.0 |
89.0 |
3.2% |
29.8 |
1.1% |
90% |
True |
False |
9,179 |
| 10 |
2,796.0 |
2,591.0 |
205.0 |
7.4% |
42.6 |
1.5% |
96% |
True |
False |
5,898 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.7% |
42.8 |
1.5% |
93% |
False |
False |
3,387 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
35.9 |
1.3% |
87% |
False |
False |
2,083 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
34.4 |
1.2% |
87% |
False |
False |
1,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.3 |
|
2.618 |
2,861.5 |
|
1.618 |
2,836.5 |
|
1.000 |
2,821.0 |
|
0.618 |
2,811.5 |
|
HIGH |
2,796.0 |
|
0.618 |
2,786.5 |
|
0.500 |
2,783.5 |
|
0.382 |
2,780.6 |
|
LOW |
2,771.0 |
|
0.618 |
2,755.6 |
|
1.000 |
2,746.0 |
|
1.618 |
2,730.6 |
|
2.618 |
2,705.6 |
|
4.250 |
2,664.8 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,785.8 |
2,784.0 |
| PP |
2,784.7 |
2,781.0 |
| S1 |
2,783.5 |
2,778.0 |
|