| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,849.0 |
2,857.0 |
8.0 |
0.3% |
2,787.0 |
| High |
2,868.0 |
2,869.0 |
1.0 |
0.0% |
2,858.0 |
| Low |
2,840.0 |
2,842.0 |
2.0 |
0.1% |
2,755.0 |
| Close |
2,854.0 |
2,859.0 |
5.0 |
0.2% |
2,838.0 |
| Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
103.0 |
| ATR |
51.8 |
50.1 |
-1.8 |
-3.4% |
0.0 |
| Volume |
682,918 |
989,278 |
306,360 |
44.9% |
769,845 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.7 |
2,925.3 |
2,873.9 |
|
| R3 |
2,910.7 |
2,898.3 |
2,866.4 |
|
| R2 |
2,883.7 |
2,883.7 |
2,864.0 |
|
| R1 |
2,871.3 |
2,871.3 |
2,861.5 |
2,877.5 |
| PP |
2,856.7 |
2,856.7 |
2,856.7 |
2,859.8 |
| S1 |
2,844.3 |
2,844.3 |
2,856.5 |
2,850.5 |
| S2 |
2,829.7 |
2,829.7 |
2,854.1 |
|
| S3 |
2,802.7 |
2,817.3 |
2,851.6 |
|
| S4 |
2,775.7 |
2,790.3 |
2,844.2 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.0 |
3,085.0 |
2,894.7 |
|
| R3 |
3,023.0 |
2,982.0 |
2,866.3 |
|
| R2 |
2,920.0 |
2,920.0 |
2,856.9 |
|
| R1 |
2,879.0 |
2,879.0 |
2,847.4 |
2,899.5 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,827.3 |
| S1 |
2,776.0 |
2,776.0 |
2,828.6 |
2,796.5 |
| S2 |
2,714.0 |
2,714.0 |
2,819.1 |
|
| S3 |
2,611.0 |
2,673.0 |
2,809.7 |
|
| S4 |
2,508.0 |
2,570.0 |
2,781.4 |
|
|
| 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 |
2,780.0 |
89.0 |
3.1% |
32.2 |
1.1% |
89% |
True |
False |
438,010 |
| 10 |
2,869.0 |
2,659.0 |
210.0 |
7.3% |
45.4 |
1.6% |
95% |
True |
False |
249,709 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
50.8 |
1.8% |
91% |
False |
False |
142,137 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.2 |
1.7% |
80% |
False |
False |
83,932 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.4 |
1.7% |
80% |
False |
False |
57,739 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
46.8 |
1.6% |
85% |
False |
False |
44,527 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.5 |
1.6% |
85% |
False |
False |
35,669 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.2% |
44.4 |
1.6% |
87% |
False |
False |
29,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.8 |
|
2.618 |
2,939.7 |
|
1.618 |
2,912.7 |
|
1.000 |
2,896.0 |
|
0.618 |
2,885.7 |
|
HIGH |
2,869.0 |
|
0.618 |
2,858.7 |
|
0.500 |
2,855.5 |
|
0.382 |
2,852.3 |
|
LOW |
2,842.0 |
|
0.618 |
2,825.3 |
|
1.000 |
2,815.0 |
|
1.618 |
2,798.3 |
|
2.618 |
2,771.3 |
|
4.250 |
2,727.3 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.8 |
2,856.0 |
| PP |
2,856.7 |
2,853.0 |
| S1 |
2,855.5 |
2,850.0 |
|