| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,768.0 |
2,780.0 |
12.0 |
0.4% |
2,775.0 |
| High |
2,782.0 |
2,784.0 |
2.0 |
0.1% |
2,796.0 |
| Low |
2,751.0 |
2,746.0 |
-5.0 |
-0.2% |
2,746.0 |
| Close |
2,771.0 |
2,747.0 |
-24.0 |
-0.9% |
2,747.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
50.0 |
| ATR |
42.3 |
42.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
28,885 |
7,277 |
-21,608 |
-74.8% |
73,164 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.0 |
2,848.0 |
2,767.9 |
|
| R3 |
2,835.0 |
2,810.0 |
2,757.5 |
|
| R2 |
2,797.0 |
2,797.0 |
2,754.0 |
|
| R1 |
2,772.0 |
2,772.0 |
2,750.5 |
2,765.5 |
| PP |
2,759.0 |
2,759.0 |
2,759.0 |
2,755.8 |
| S1 |
2,734.0 |
2,734.0 |
2,743.5 |
2,727.5 |
| S2 |
2,721.0 |
2,721.0 |
2,740.0 |
|
| S3 |
2,683.0 |
2,696.0 |
2,736.6 |
|
| S4 |
2,645.0 |
2,658.0 |
2,726.1 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.0 |
2,880.0 |
2,774.5 |
|
| R3 |
2,863.0 |
2,830.0 |
2,760.8 |
|
| R2 |
2,813.0 |
2,813.0 |
2,756.2 |
|
| R1 |
2,780.0 |
2,780.0 |
2,751.6 |
2,771.5 |
| PP |
2,763.0 |
2,763.0 |
2,763.0 |
2,758.8 |
| S1 |
2,730.0 |
2,730.0 |
2,742.4 |
2,721.5 |
| S2 |
2,713.0 |
2,713.0 |
2,737.8 |
|
| S3 |
2,663.0 |
2,680.0 |
2,733.3 |
|
| S4 |
2,613.0 |
2,630.0 |
2,719.5 |
|
|
| 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 |
2,746.0 |
50.0 |
1.8% |
28.4 |
1.0% |
2% |
False |
True |
14,632 |
| 10 |
2,796.0 |
2,682.0 |
114.0 |
4.1% |
32.9 |
1.2% |
57% |
False |
False |
10,152 |
| 20 |
2,804.0 |
2,561.0 |
243.0 |
8.8% |
43.5 |
1.6% |
77% |
False |
False |
5,782 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
37.5 |
1.4% |
72% |
False |
False |
3,271 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
34.3 |
1.2% |
72% |
False |
False |
2,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,945.5 |
|
2.618 |
2,883.5 |
|
1.618 |
2,845.5 |
|
1.000 |
2,822.0 |
|
0.618 |
2,807.5 |
|
HIGH |
2,784.0 |
|
0.618 |
2,769.5 |
|
0.500 |
2,765.0 |
|
0.382 |
2,760.5 |
|
LOW |
2,746.0 |
|
0.618 |
2,722.5 |
|
1.000 |
2,708.0 |
|
1.618 |
2,684.5 |
|
2.618 |
2,646.5 |
|
4.250 |
2,584.5 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.0 |
2,765.0 |
| PP |
2,759.0 |
2,759.0 |
| S1 |
2,753.0 |
2,753.0 |
|