| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,197.75 |
2,217.00 |
19.25 |
0.9% |
2,187.50 |
| High |
2,216.75 |
2,225.50 |
8.75 |
0.4% |
2,216.75 |
| Low |
2,196.00 |
2,205.50 |
9.50 |
0.4% |
2,176.00 |
| Close |
2,215.00 |
2,210.50 |
-4.50 |
-0.2% |
2,215.00 |
| Range |
20.75 |
20.00 |
-0.75 |
-3.6% |
40.75 |
| ATR |
30.62 |
29.86 |
-0.76 |
-2.5% |
0.00 |
| Volume |
199,312 |
257,758 |
58,446 |
29.3% |
368,701 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.75 |
2,262.25 |
2,221.50 |
|
| R3 |
2,253.75 |
2,242.25 |
2,216.00 |
|
| R2 |
2,233.75 |
2,233.75 |
2,214.25 |
|
| R1 |
2,222.25 |
2,222.25 |
2,212.25 |
2,218.00 |
| PP |
2,213.75 |
2,213.75 |
2,213.75 |
2,211.75 |
| S1 |
2,202.25 |
2,202.25 |
2,208.75 |
2,198.00 |
| S2 |
2,193.75 |
2,193.75 |
2,206.75 |
|
| S3 |
2,173.75 |
2,182.25 |
2,205.00 |
|
| S4 |
2,153.75 |
2,162.25 |
2,199.50 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,324.75 |
2,310.75 |
2,237.50 |
|
| R3 |
2,284.00 |
2,270.00 |
2,226.25 |
|
| R2 |
2,243.25 |
2,243.25 |
2,222.50 |
|
| R1 |
2,229.25 |
2,229.25 |
2,218.75 |
2,236.25 |
| PP |
2,202.50 |
2,202.50 |
2,202.50 |
2,206.00 |
| S1 |
2,188.50 |
2,188.50 |
2,211.25 |
2,195.50 |
| S2 |
2,161.75 |
2,161.75 |
2,207.50 |
|
| S3 |
2,121.00 |
2,147.75 |
2,203.75 |
|
| S4 |
2,080.25 |
2,107.00 |
2,192.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,225.50 |
2,178.50 |
47.00 |
2.1% |
22.75 |
1.0% |
68% |
True |
False |
125,045 |
| 10 |
2,225.50 |
2,107.75 |
117.75 |
5.3% |
28.75 |
1.3% |
87% |
True |
False |
63,177 |
| 20 |
2,225.50 |
2,082.25 |
143.25 |
6.5% |
31.75 |
1.4% |
90% |
True |
False |
31,719 |
| 40 |
2,225.50 |
2,049.75 |
175.75 |
8.0% |
30.25 |
1.4% |
91% |
True |
False |
15,978 |
| 60 |
2,225.50 |
1,949.00 |
276.50 |
12.5% |
31.00 |
1.4% |
95% |
True |
False |
10,704 |
| 80 |
2,225.50 |
1,744.25 |
481.25 |
21.8% |
26.25 |
1.2% |
97% |
True |
False |
8,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.50 |
|
2.618 |
2,277.75 |
|
1.618 |
2,257.75 |
|
1.000 |
2,245.50 |
|
0.618 |
2,237.75 |
|
HIGH |
2,225.50 |
|
0.618 |
2,217.75 |
|
0.500 |
2,215.50 |
|
0.382 |
2,213.25 |
|
LOW |
2,205.50 |
|
0.618 |
2,193.25 |
|
1.000 |
2,185.50 |
|
1.618 |
2,173.25 |
|
2.618 |
2,153.25 |
|
4.250 |
2,120.50 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.50 |
2,210.00 |
| PP |
2,213.75 |
2,209.50 |
| S1 |
2,212.25 |
2,209.00 |
|