| 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 |
7,006.0 |
7,012.0 |
6.0 |
0.1% |
6,969.0 |
| High |
7,031.5 |
7,035.0 |
3.5 |
0.0% |
7,043.5 |
| Low |
6,964.5 |
6,990.0 |
25.5 |
0.4% |
6,927.5 |
| Close |
7,023.0 |
7,023.0 |
0.0 |
0.0% |
7,002.5 |
| Range |
67.0 |
45.0 |
-22.0 |
-32.8% |
116.0 |
| ATR |
88.3 |
85.2 |
-3.1 |
-3.5% |
0.0 |
| Volume |
235,531 |
176,805 |
-58,726 |
-24.9% |
574,101 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,151.0 |
7,132.0 |
7,047.8 |
|
| R3 |
7,106.0 |
7,087.0 |
7,035.4 |
|
| R2 |
7,061.0 |
7,061.0 |
7,031.3 |
|
| R1 |
7,042.0 |
7,042.0 |
7,027.1 |
7,051.5 |
| PP |
7,016.0 |
7,016.0 |
7,016.0 |
7,020.8 |
| S1 |
6,997.0 |
6,997.0 |
7,018.9 |
7,006.5 |
| S2 |
6,971.0 |
6,971.0 |
7,014.8 |
|
| S3 |
6,926.0 |
6,952.0 |
7,010.6 |
|
| S4 |
6,881.0 |
6,907.0 |
6,998.3 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,339.2 |
7,286.8 |
7,066.3 |
|
| R3 |
7,223.2 |
7,170.8 |
7,034.4 |
|
| R2 |
7,107.2 |
7,107.2 |
7,023.8 |
|
| R1 |
7,054.8 |
7,054.8 |
7,013.1 |
7,081.0 |
| PP |
6,991.2 |
6,991.2 |
6,991.2 |
7,004.3 |
| S1 |
6,938.8 |
6,938.8 |
6,991.9 |
6,965.0 |
| S2 |
6,875.2 |
6,875.2 |
6,981.2 |
|
| S3 |
6,759.2 |
6,822.8 |
6,970.6 |
|
| S4 |
6,643.2 |
6,706.8 |
6,938.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,046.0 |
6,964.5 |
81.5 |
1.2% |
45.1 |
0.6% |
72% |
False |
False |
166,472 |
| 10 |
7,046.0 |
6,916.5 |
129.5 |
1.8% |
56.2 |
0.8% |
82% |
False |
False |
143,230 |
| 20 |
7,046.0 |
6,660.5 |
385.5 |
5.5% |
90.8 |
1.3% |
94% |
False |
False |
135,033 |
| 40 |
7,046.0 |
6,514.0 |
532.0 |
7.6% |
87.0 |
1.2% |
96% |
False |
False |
120,128 |
| 60 |
7,046.0 |
6,118.5 |
927.5 |
13.2% |
91.3 |
1.3% |
98% |
False |
False |
114,456 |
| 80 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
90.4 |
1.3% |
98% |
False |
False |
97,564 |
| 100 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
91.3 |
1.3% |
98% |
False |
False |
78,115 |
| 120 |
7,046.0 |
5,818.0 |
1,228.0 |
17.5% |
93.6 |
1.3% |
98% |
False |
False |
65,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,226.3 |
|
2.618 |
7,152.8 |
|
1.618 |
7,107.8 |
|
1.000 |
7,080.0 |
|
0.618 |
7,062.8 |
|
HIGH |
7,035.0 |
|
0.618 |
7,017.8 |
|
0.500 |
7,012.5 |
|
0.382 |
7,007.2 |
|
LOW |
6,990.0 |
|
0.618 |
6,962.2 |
|
1.000 |
6,945.0 |
|
1.618 |
6,917.2 |
|
2.618 |
6,872.2 |
|
4.250 |
6,798.8 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,019.5 |
7,015.8 |
| PP |
7,016.0 |
7,008.5 |
| S1 |
7,012.5 |
7,001.3 |
|