| 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 |
4,766.0 |
4,779.0 |
13.0 |
0.3% |
4,706.0 |
| High |
4,778.0 |
4,786.0 |
8.0 |
0.2% |
4,759.0 |
| Low |
4,759.0 |
4,765.0 |
6.0 |
0.1% |
4,691.0 |
| Close |
4,777.0 |
4,769.0 |
-8.0 |
-0.2% |
4,758.0 |
| Range |
19.0 |
21.0 |
2.0 |
10.5% |
68.0 |
| ATR |
45.9 |
44.1 |
-1.8 |
-3.9% |
0.0 |
| Volume |
98,172 |
74,380 |
-23,792 |
-24.2% |
142,676 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,836.3 |
4,823.7 |
4,780.6 |
|
| R3 |
4,815.3 |
4,802.7 |
4,774.8 |
|
| R2 |
4,794.3 |
4,794.3 |
4,772.9 |
|
| R1 |
4,781.7 |
4,781.7 |
4,770.9 |
4,777.5 |
| PP |
4,773.3 |
4,773.3 |
4,773.3 |
4,771.3 |
| S1 |
4,760.7 |
4,760.7 |
4,767.1 |
4,756.5 |
| S2 |
4,752.3 |
4,752.3 |
4,765.2 |
|
| S3 |
4,731.3 |
4,739.7 |
4,763.2 |
|
| S4 |
4,710.3 |
4,718.7 |
4,757.5 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,940.0 |
4,917.0 |
4,795.4 |
|
| R3 |
4,872.0 |
4,849.0 |
4,776.7 |
|
| R2 |
4,804.0 |
4,804.0 |
4,770.5 |
|
| R1 |
4,781.0 |
4,781.0 |
4,764.2 |
4,792.5 |
| PP |
4,736.0 |
4,736.0 |
4,736.0 |
4,741.8 |
| S1 |
4,713.0 |
4,713.0 |
4,751.8 |
4,724.5 |
| S2 |
4,668.0 |
4,668.0 |
4,745.5 |
|
| S3 |
4,600.0 |
4,645.0 |
4,739.3 |
|
| S4 |
4,532.0 |
4,577.0 |
4,720.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,786.0 |
4,714.0 |
72.0 |
1.5% |
26.8 |
0.6% |
76% |
True |
False |
59,045 |
| 10 |
4,786.0 |
4,638.0 |
148.0 |
3.1% |
34.9 |
0.7% |
89% |
True |
False |
43,789 |
| 20 |
4,786.0 |
4,550.0 |
236.0 |
4.9% |
39.7 |
0.8% |
93% |
True |
False |
37,343 |
| 40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
42.9 |
0.9% |
78% |
False |
False |
32,673 |
| 60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
44.2 |
0.9% |
78% |
False |
False |
30,365 |
| 80 |
4,831.0 |
4,320.0 |
511.0 |
10.7% |
42.8 |
0.9% |
88% |
False |
False |
26,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,875.3 |
|
2.618 |
4,841.0 |
|
1.618 |
4,820.0 |
|
1.000 |
4,807.0 |
|
0.618 |
4,799.0 |
|
HIGH |
4,786.0 |
|
0.618 |
4,778.0 |
|
0.500 |
4,775.5 |
|
0.382 |
4,773.0 |
|
LOW |
4,765.0 |
|
0.618 |
4,752.0 |
|
1.000 |
4,744.0 |
|
1.618 |
4,731.0 |
|
2.618 |
4,710.0 |
|
4.250 |
4,675.8 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,775.5 |
4,770.0 |
| PP |
4,773.3 |
4,769.7 |
| S1 |
4,771.2 |
4,769.3 |
|