| 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 |
2,841.0 |
2,846.0 |
5.0 |
0.2% |
2,849.0 |
| High |
2,855.0 |
2,858.0 |
3.0 |
0.1% |
2,869.0 |
| Low |
2,822.0 |
2,816.0 |
-6.0 |
-0.2% |
2,816.0 |
| Close |
2,844.0 |
2,819.0 |
-25.0 |
-0.9% |
2,819.0 |
| Range |
33.0 |
42.0 |
9.0 |
27.3% |
53.0 |
| ATR |
47.8 |
47.4 |
-0.4 |
-0.9% |
0.0 |
| Volume |
963,426 |
1,014,671 |
51,245 |
5.3% |
4,901,411 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.0 |
2,930.0 |
2,842.1 |
|
| R3 |
2,915.0 |
2,888.0 |
2,830.6 |
|
| R2 |
2,873.0 |
2,873.0 |
2,826.7 |
|
| R1 |
2,846.0 |
2,846.0 |
2,822.9 |
2,838.5 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,827.3 |
| S1 |
2,804.0 |
2,804.0 |
2,815.2 |
2,796.5 |
| S2 |
2,789.0 |
2,789.0 |
2,811.3 |
|
| S3 |
2,747.0 |
2,762.0 |
2,807.5 |
|
| S4 |
2,705.0 |
2,720.0 |
2,795.9 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,959.3 |
2,848.2 |
|
| R3 |
2,940.7 |
2,906.3 |
2,833.6 |
|
| R2 |
2,887.7 |
2,887.7 |
2,828.7 |
|
| R1 |
2,853.3 |
2,853.3 |
2,823.9 |
2,844.0 |
| PP |
2,834.7 |
2,834.7 |
2,834.7 |
2,830.0 |
| S1 |
2,800.3 |
2,800.3 |
2,814.1 |
2,791.0 |
| S2 |
2,781.7 |
2,781.7 |
2,809.3 |
|
| S3 |
2,728.7 |
2,747.3 |
2,804.4 |
|
| S4 |
2,675.7 |
2,694.3 |
2,789.9 |
|
|
| 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 |
2,816.0 |
53.0 |
1.9% |
31.2 |
1.1% |
6% |
False |
True |
980,282 |
| 10 |
2,869.0 |
2,755.0 |
114.0 |
4.0% |
35.2 |
1.2% |
56% |
False |
False |
567,125 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.9% |
49.3 |
1.7% |
75% |
False |
False |
303,028 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
48.1 |
1.7% |
66% |
False |
False |
164,642 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
46.7 |
1.7% |
66% |
False |
False |
111,404 |
| 80 |
2,916.0 |
2,568.0 |
348.0 |
12.3% |
46.1 |
1.6% |
72% |
False |
False |
84,879 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.2 |
1.6% |
75% |
False |
False |
67,956 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.4% |
44.2 |
1.6% |
78% |
False |
False |
56,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,036.5 |
|
2.618 |
2,968.0 |
|
1.618 |
2,926.0 |
|
1.000 |
2,900.0 |
|
0.618 |
2,884.0 |
|
HIGH |
2,858.0 |
|
0.618 |
2,842.0 |
|
0.500 |
2,837.0 |
|
0.382 |
2,832.0 |
|
LOW |
2,816.0 |
|
0.618 |
2,790.0 |
|
1.000 |
2,774.0 |
|
1.618 |
2,748.0 |
|
2.618 |
2,706.0 |
|
4.250 |
2,637.5 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.0 |
2,837.0 |
| PP |
2,831.0 |
2,831.0 |
| S1 |
2,825.0 |
2,825.0 |
|