| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,773.0 |
2,770.0 |
-3.0 |
-0.1% |
2,723.0 |
| High |
2,796.0 |
2,776.0 |
-20.0 |
-0.7% |
2,781.0 |
| Low |
2,771.0 |
2,754.0 |
-17.0 |
-0.6% |
2,682.0 |
| Close |
2,787.0 |
2,771.0 |
-16.0 |
-0.6% |
2,765.0 |
| Range |
25.0 |
22.0 |
-3.0 |
-12.0% |
99.0 |
| ATR |
44.0 |
43.2 |
-0.8 |
-1.8% |
0.0 |
| Volume |
19,422 |
11,857 |
-7,565 |
-39.0% |
28,357 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.0 |
2,824.0 |
2,783.1 |
|
| R3 |
2,811.0 |
2,802.0 |
2,777.1 |
|
| R2 |
2,789.0 |
2,789.0 |
2,775.0 |
|
| R1 |
2,780.0 |
2,780.0 |
2,773.0 |
2,784.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,769.3 |
| S1 |
2,758.0 |
2,758.0 |
2,769.0 |
2,762.5 |
| S2 |
2,745.0 |
2,745.0 |
2,767.0 |
|
| S3 |
2,723.0 |
2,736.0 |
2,765.0 |
|
| S4 |
2,701.0 |
2,714.0 |
2,758.9 |
|
|
| 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 |
2,752.0 |
44.0 |
1.6% |
23.6 |
0.9% |
43% |
False |
False |
9,608 |
| 10 |
2,796.0 |
2,635.0 |
161.0 |
5.8% |
37.9 |
1.4% |
84% |
False |
False |
6,893 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
42.4 |
1.5% |
86% |
False |
False |
3,978 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
36.3 |
1.3% |
81% |
False |
False |
2,377 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
34.0 |
1.2% |
81% |
False |
False |
1,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.5 |
|
2.618 |
2,833.6 |
|
1.618 |
2,811.6 |
|
1.000 |
2,798.0 |
|
0.618 |
2,789.6 |
|
HIGH |
2,776.0 |
|
0.618 |
2,767.6 |
|
0.500 |
2,765.0 |
|
0.382 |
2,762.4 |
|
LOW |
2,754.0 |
|
0.618 |
2,740.4 |
|
1.000 |
2,732.0 |
|
1.618 |
2,718.4 |
|
2.618 |
2,696.4 |
|
4.250 |
2,660.5 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.0 |
2,775.0 |
| PP |
2,767.0 |
2,773.7 |
| S1 |
2,765.0 |
2,772.3 |
|