| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,846.0 |
2,823.0 |
-23.0 |
-0.8% |
2,849.0 |
| High |
2,858.0 |
2,863.0 |
5.0 |
0.2% |
2,869.0 |
| Low |
2,816.0 |
2,817.0 |
1.0 |
0.0% |
2,816.0 |
| Close |
2,819.0 |
2,838.0 |
19.0 |
0.7% |
2,819.0 |
| Range |
42.0 |
46.0 |
4.0 |
9.5% |
53.0 |
| ATR |
47.4 |
47.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,014,671 |
659,331 |
-355,340 |
-35.0% |
4,901,411 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.3 |
2,953.7 |
2,863.3 |
|
| R3 |
2,931.3 |
2,907.7 |
2,850.7 |
|
| R2 |
2,885.3 |
2,885.3 |
2,846.4 |
|
| R1 |
2,861.7 |
2,861.7 |
2,842.2 |
2,873.5 |
| PP |
2,839.3 |
2,839.3 |
2,839.3 |
2,845.3 |
| S1 |
2,815.7 |
2,815.7 |
2,833.8 |
2,827.5 |
| S2 |
2,793.3 |
2,793.3 |
2,829.6 |
|
| S3 |
2,747.3 |
2,769.7 |
2,825.4 |
|
| S4 |
2,701.3 |
2,723.7 |
2,812.7 |
|
|
| 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% |
34.8 |
1.2% |
42% |
False |
False |
975,564 |
| 10 |
2,869.0 |
2,772.0 |
97.0 |
3.4% |
35.8 |
1.3% |
68% |
False |
False |
633,058 |
| 20 |
2,869.0 |
2,631.0 |
238.0 |
8.4% |
47.0 |
1.7% |
87% |
False |
False |
335,453 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
48.3 |
1.7% |
73% |
False |
False |
181,122 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
46.9 |
1.7% |
73% |
False |
False |
122,390 |
| 80 |
2,916.0 |
2,568.0 |
348.0 |
12.3% |
46.2 |
1.6% |
78% |
False |
False |
93,120 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.5 |
1.6% |
80% |
False |
False |
74,549 |
| 120 |
2,916.0 |
2,518.0 |
398.0 |
14.0% |
44.5 |
1.6% |
80% |
False |
False |
62,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.5 |
|
2.618 |
2,983.4 |
|
1.618 |
2,937.4 |
|
1.000 |
2,909.0 |
|
0.618 |
2,891.4 |
|
HIGH |
2,863.0 |
|
0.618 |
2,845.4 |
|
0.500 |
2,840.0 |
|
0.382 |
2,834.6 |
|
LOW |
2,817.0 |
|
0.618 |
2,788.6 |
|
1.000 |
2,771.0 |
|
1.618 |
2,742.6 |
|
2.618 |
2,696.6 |
|
4.250 |
2,621.5 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.0 |
2,839.5 |
| PP |
2,839.3 |
2,839.0 |
| S1 |
2,838.7 |
2,838.5 |
|