| 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 |
1,237.00 |
1,243.25 |
6.25 |
0.5% |
1,242.00 |
| High |
1,244.50 |
1,245.00 |
0.50 |
0.0% |
1,247.25 |
| Low |
1,232.50 |
1,240.75 |
8.25 |
0.7% |
1,232.50 |
| Close |
1,243.50 |
1,242.35 |
-1.15 |
-0.1% |
1,242.35 |
| Range |
12.00 |
4.25 |
-7.75 |
-64.6% |
14.75 |
| ATR |
14.87 |
14.11 |
-0.76 |
-5.1% |
0.00 |
| Volume |
317,800 |
47,534 |
-270,266 |
-85.0% |
2,239,908 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.50 |
1,253.25 |
1,244.75 |
|
| R3 |
1,251.25 |
1,249.00 |
1,243.50 |
|
| R2 |
1,247.00 |
1,247.00 |
1,243.25 |
|
| R1 |
1,244.75 |
1,244.75 |
1,242.75 |
1,243.75 |
| PP |
1,242.75 |
1,242.75 |
1,242.75 |
1,242.25 |
| S1 |
1,240.50 |
1,240.50 |
1,242.00 |
1,239.50 |
| S2 |
1,238.50 |
1,238.50 |
1,241.50 |
|
| S3 |
1,234.25 |
1,236.25 |
1,241.25 |
|
| S4 |
1,230.00 |
1,232.00 |
1,240.00 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.00 |
1,278.50 |
1,250.50 |
|
| R3 |
1,270.25 |
1,263.75 |
1,246.50 |
|
| R2 |
1,255.50 |
1,255.50 |
1,245.00 |
|
| R1 |
1,249.00 |
1,249.00 |
1,243.75 |
1,252.25 |
| PP |
1,240.75 |
1,240.75 |
1,240.75 |
1,242.25 |
| S1 |
1,234.25 |
1,234.25 |
1,241.00 |
1,237.50 |
| S2 |
1,226.00 |
1,226.00 |
1,239.75 |
|
| S3 |
1,211.25 |
1,219.50 |
1,238.25 |
|
| S4 |
1,196.50 |
1,204.75 |
1,234.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,247.25 |
1,232.50 |
14.75 |
1.2% |
9.25 |
0.7% |
67% |
False |
False |
447,981 |
| 10 |
1,247.25 |
1,216.25 |
31.00 |
2.5% |
10.50 |
0.9% |
84% |
False |
False |
1,043,083 |
| 20 |
1,247.25 |
1,172.25 |
75.00 |
6.0% |
15.50 |
1.2% |
93% |
False |
False |
1,572,891 |
| 40 |
1,247.25 |
1,167.75 |
79.50 |
6.4% |
15.25 |
1.2% |
94% |
False |
False |
1,817,695 |
| 60 |
1,247.25 |
1,118.50 |
128.75 |
10.4% |
16.00 |
1.3% |
96% |
False |
False |
1,899,647 |
| 80 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.25 |
1.3% |
98% |
False |
False |
1,690,568 |
| 100 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.75 |
1.3% |
98% |
False |
False |
1,353,272 |
| 120 |
1,247.25 |
998.75 |
248.50 |
20.0% |
17.50 |
1.4% |
98% |
False |
False |
1,128,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.00 |
|
2.618 |
1,256.25 |
|
1.618 |
1,252.00 |
|
1.000 |
1,249.25 |
|
0.618 |
1,247.75 |
|
HIGH |
1,245.00 |
|
0.618 |
1,243.50 |
|
0.500 |
1,243.00 |
|
0.382 |
1,242.25 |
|
LOW |
1,240.75 |
|
0.618 |
1,238.00 |
|
1.000 |
1,236.50 |
|
1.618 |
1,233.75 |
|
2.618 |
1,229.50 |
|
4.250 |
1,222.75 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,243.00 |
1,241.25 |
| PP |
1,242.75 |
1,240.00 |
| S1 |
1,242.50 |
1,238.75 |
|