| 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 |
2,848.0 |
2,840.0 |
-8.0 |
-0.3% |
2,790.0 |
| High |
2,852.0 |
2,855.0 |
3.0 |
0.1% |
2,859.0 |
| Low |
2,825.0 |
2,823.0 |
-2.0 |
-0.1% |
2,755.0 |
| Close |
2,845.0 |
2,844.0 |
-1.0 |
0.0% |
2,839.0 |
| Range |
27.0 |
32.0 |
5.0 |
18.5% |
104.0 |
| ATR |
51.0 |
49.6 |
-1.4 |
-2.7% |
0.0 |
| Volume |
1,948,922 |
1,314,431 |
-634,491 |
-32.6% |
4,613,012 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.7 |
2,922.3 |
2,861.6 |
|
| R3 |
2,904.7 |
2,890.3 |
2,852.8 |
|
| R2 |
2,872.7 |
2,872.7 |
2,849.9 |
|
| R1 |
2,858.3 |
2,858.3 |
2,846.9 |
2,865.5 |
| PP |
2,840.7 |
2,840.7 |
2,840.7 |
2,844.3 |
| S1 |
2,826.3 |
2,826.3 |
2,841.1 |
2,833.5 |
| S2 |
2,808.7 |
2,808.7 |
2,838.1 |
|
| S3 |
2,776.7 |
2,794.3 |
2,835.2 |
|
| S4 |
2,744.7 |
2,762.3 |
2,826.4 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.7 |
3,088.3 |
2,896.2 |
|
| R3 |
3,025.7 |
2,984.3 |
2,867.6 |
|
| R2 |
2,921.7 |
2,921.7 |
2,858.1 |
|
| R1 |
2,880.3 |
2,880.3 |
2,848.5 |
2,901.0 |
| PP |
2,817.7 |
2,817.7 |
2,817.7 |
2,828.0 |
| S1 |
2,776.3 |
2,776.3 |
2,829.5 |
2,797.0 |
| S2 |
2,713.7 |
2,713.7 |
2,819.9 |
|
| S3 |
2,609.7 |
2,672.3 |
2,810.4 |
|
| S4 |
2,505.7 |
2,568.3 |
2,781.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,869.0 |
2,823.0 |
46.0 |
1.6% |
28.2 |
1.0% |
46% |
False |
True |
1,439,484 |
| 10 |
2,869.0 |
2,755.0 |
114.0 |
4.0% |
36.2 |
1.3% |
78% |
False |
False |
1,219,763 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.2% |
52.5 |
1.8% |
81% |
False |
False |
1,174,821 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
49.7 |
1.7% |
80% |
False |
False |
1,055,916 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.0 |
1.8% |
80% |
False |
False |
988,178 |
| 80 |
2,898.0 |
2,558.0 |
340.0 |
12.0% |
50.2 |
1.8% |
84% |
False |
False |
864,671 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.7 |
1.8% |
85% |
False |
False |
692,114 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
52.0 |
1.8% |
87% |
False |
False |
577,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,991.0 |
|
2.618 |
2,938.8 |
|
1.618 |
2,906.8 |
|
1.000 |
2,887.0 |
|
0.618 |
2,874.8 |
|
HIGH |
2,855.0 |
|
0.618 |
2,842.8 |
|
0.500 |
2,839.0 |
|
0.382 |
2,835.2 |
|
LOW |
2,823.0 |
|
0.618 |
2,803.2 |
|
1.000 |
2,791.0 |
|
1.618 |
2,771.2 |
|
2.618 |
2,739.2 |
|
4.250 |
2,687.0 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.3 |
2,846.0 |
| PP |
2,840.7 |
2,845.3 |
| S1 |
2,839.0 |
2,844.7 |
|