| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,199.50 |
2,200.25 |
0.75 |
0.0% |
2,188.00 |
| High |
2,214.75 |
2,218.25 |
3.50 |
0.2% |
2,218.25 |
| Low |
2,193.75 |
2,197.25 |
3.50 |
0.2% |
2,177.00 |
| Close |
2,201.25 |
2,216.50 |
15.25 |
0.7% |
2,216.50 |
| Range |
21.00 |
21.00 |
0.00 |
0.0% |
41.25 |
| ATR |
32.46 |
31.64 |
-0.82 |
-2.5% |
0.00 |
| Volume |
161,286 |
98,939 |
-62,347 |
-38.7% |
875,264 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.75 |
2,266.00 |
2,228.00 |
|
| R3 |
2,252.75 |
2,245.00 |
2,222.25 |
|
| R2 |
2,231.75 |
2,231.75 |
2,220.25 |
|
| R1 |
2,224.00 |
2,224.00 |
2,218.50 |
2,228.00 |
| PP |
2,210.75 |
2,210.75 |
2,210.75 |
2,212.50 |
| S1 |
2,203.00 |
2,203.00 |
2,214.50 |
2,207.00 |
| S2 |
2,189.75 |
2,189.75 |
2,212.75 |
|
| S3 |
2,168.75 |
2,182.00 |
2,210.75 |
|
| S4 |
2,147.75 |
2,161.00 |
2,205.00 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.75 |
2,313.25 |
2,239.25 |
|
| R3 |
2,286.50 |
2,272.00 |
2,227.75 |
|
| R2 |
2,245.25 |
2,245.25 |
2,224.00 |
|
| R1 |
2,230.75 |
2,230.75 |
2,220.25 |
2,238.00 |
| PP |
2,204.00 |
2,204.00 |
2,204.00 |
2,207.50 |
| S1 |
2,189.50 |
2,189.50 |
2,212.75 |
2,196.75 |
| S2 |
2,162.75 |
2,162.75 |
2,209.00 |
|
| S3 |
2,121.50 |
2,148.25 |
2,205.25 |
|
| S4 |
2,080.25 |
2,107.00 |
2,193.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,218.25 |
2,177.00 |
41.25 |
1.9% |
22.50 |
1.0% |
96% |
True |
False |
175,052 |
| 10 |
2,218.25 |
2,109.25 |
109.00 |
4.9% |
31.50 |
1.4% |
98% |
True |
False |
221,506 |
| 20 |
2,218.25 |
2,083.50 |
134.75 |
6.1% |
34.75 |
1.6% |
99% |
True |
False |
253,020 |
| 40 |
2,218.25 |
2,051.50 |
166.75 |
7.5% |
32.00 |
1.4% |
99% |
True |
False |
270,520 |
| 60 |
2,218.25 |
1,942.50 |
275.75 |
12.4% |
32.50 |
1.5% |
99% |
True |
False |
285,979 |
| 80 |
2,218.25 |
1,741.00 |
477.25 |
21.5% |
32.50 |
1.5% |
100% |
True |
False |
237,173 |
| 100 |
2,218.25 |
1,741.00 |
477.25 |
21.5% |
32.50 |
1.5% |
100% |
True |
False |
189,767 |
| 120 |
2,218.25 |
1,696.25 |
522.00 |
23.6% |
33.75 |
1.5% |
100% |
True |
False |
158,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,307.50 |
|
2.618 |
2,273.25 |
|
1.618 |
2,252.25 |
|
1.000 |
2,239.25 |
|
0.618 |
2,231.25 |
|
HIGH |
2,218.25 |
|
0.618 |
2,210.25 |
|
0.500 |
2,207.75 |
|
0.382 |
2,205.25 |
|
LOW |
2,197.25 |
|
0.618 |
2,184.25 |
|
1.000 |
2,176.25 |
|
1.618 |
2,163.25 |
|
2.618 |
2,142.25 |
|
4.250 |
2,108.00 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.50 |
2,210.75 |
| PP |
2,210.75 |
2,205.00 |
| S1 |
2,207.75 |
2,199.00 |
|