| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,770.0 |
2,768.0 |
-2.0 |
-0.1% |
2,723.0 |
| High |
2,776.0 |
2,782.0 |
6.0 |
0.2% |
2,781.0 |
| Low |
2,754.0 |
2,751.0 |
-3.0 |
-0.1% |
2,682.0 |
| Close |
2,771.0 |
2,771.0 |
0.0 |
0.0% |
2,765.0 |
| Range |
22.0 |
31.0 |
9.0 |
40.9% |
99.0 |
| ATR |
43.2 |
42.3 |
-0.9 |
-2.0% |
0.0 |
| Volume |
11,857 |
28,885 |
17,028 |
143.6% |
28,357 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.0 |
2,847.0 |
2,788.1 |
|
| R3 |
2,830.0 |
2,816.0 |
2,779.5 |
|
| R2 |
2,799.0 |
2,799.0 |
2,776.7 |
|
| R1 |
2,785.0 |
2,785.0 |
2,773.8 |
2,792.0 |
| PP |
2,768.0 |
2,768.0 |
2,768.0 |
2,771.5 |
| S1 |
2,754.0 |
2,754.0 |
2,768.2 |
2,761.0 |
| S2 |
2,737.0 |
2,737.0 |
2,765.3 |
|
| S3 |
2,706.0 |
2,723.0 |
2,762.5 |
|
| S4 |
2,675.0 |
2,692.0 |
2,754.0 |
|
|
| 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 |
2,751.0 |
45.0 |
1.6% |
25.0 |
0.9% |
44% |
False |
True |
13,905 |
| 10 |
2,796.0 |
2,682.0 |
114.0 |
4.1% |
32.6 |
1.2% |
78% |
False |
False |
9,455 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
42.6 |
1.5% |
86% |
False |
False |
5,422 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
36.6 |
1.3% |
81% |
False |
False |
3,094 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.4% |
34.2 |
1.2% |
81% |
False |
False |
2,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.8 |
|
2.618 |
2,863.2 |
|
1.618 |
2,832.2 |
|
1.000 |
2,813.0 |
|
0.618 |
2,801.2 |
|
HIGH |
2,782.0 |
|
0.618 |
2,770.2 |
|
0.500 |
2,766.5 |
|
0.382 |
2,762.8 |
|
LOW |
2,751.0 |
|
0.618 |
2,731.8 |
|
1.000 |
2,720.0 |
|
1.618 |
2,700.8 |
|
2.618 |
2,669.8 |
|
4.250 |
2,619.3 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.5 |
2,773.5 |
| PP |
2,768.0 |
2,772.7 |
| S1 |
2,766.5 |
2,771.8 |
|