| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,788.0 |
2,803.0 |
15.0 |
0.5% |
2,775.0 |
| High |
2,809.0 |
2,807.0 |
-2.0 |
-0.1% |
2,796.0 |
| Low |
2,782.0 |
2,794.0 |
12.0 |
0.4% |
2,746.0 |
| Close |
2,801.0 |
2,799.0 |
-2.0 |
-0.1% |
2,747.0 |
| Range |
27.0 |
13.0 |
-14.0 |
-51.9% |
50.0 |
| ATR |
42.0 |
39.9 |
-2.1 |
-4.9% |
0.0 |
| Volume |
106 |
7,785 |
7,679 |
7,244.3% |
73,164 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.0 |
2,832.0 |
2,806.2 |
|
| R3 |
2,826.0 |
2,819.0 |
2,802.6 |
|
| R2 |
2,813.0 |
2,813.0 |
2,801.4 |
|
| R1 |
2,806.0 |
2,806.0 |
2,800.2 |
2,803.0 |
| PP |
2,800.0 |
2,800.0 |
2,800.0 |
2,798.5 |
| S1 |
2,793.0 |
2,793.0 |
2,797.8 |
2,790.0 |
| S2 |
2,787.0 |
2,787.0 |
2,796.6 |
|
| S3 |
2,774.0 |
2,780.0 |
2,795.4 |
|
| S4 |
2,761.0 |
2,767.0 |
2,791.9 |
|
|
| 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 |
2,809.0 |
2,746.0 |
63.0 |
2.3% |
30.0 |
1.1% |
84% |
False |
False |
9,643 |
| 10 |
2,809.0 |
2,746.0 |
63.0 |
2.3% |
26.8 |
1.0% |
84% |
False |
False |
9,626 |
| 20 |
2,809.0 |
2,561.0 |
248.0 |
8.9% |
40.5 |
1.4% |
96% |
False |
False |
6,294 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
37.9 |
1.4% |
92% |
False |
False |
3,490 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.3% |
34.1 |
1.2% |
92% |
False |
False |
2,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.3 |
|
2.618 |
2,841.0 |
|
1.618 |
2,828.0 |
|
1.000 |
2,820.0 |
|
0.618 |
2,815.0 |
|
HIGH |
2,807.0 |
|
0.618 |
2,802.0 |
|
0.500 |
2,800.5 |
|
0.382 |
2,799.0 |
|
LOW |
2,794.0 |
|
0.618 |
2,786.0 |
|
1.000 |
2,781.0 |
|
1.618 |
2,773.0 |
|
2.618 |
2,760.0 |
|
4.250 |
2,738.8 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,800.5 |
2,792.0 |
| PP |
2,800.0 |
2,785.0 |
| S1 |
2,799.5 |
2,778.0 |
|