| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,209.00 |
2,214.75 |
5.75 |
0.3% |
2,187.50 |
| High |
2,219.75 |
2,223.50 |
3.75 |
0.2% |
2,216.75 |
| Low |
2,204.25 |
2,196.00 |
-8.25 |
-0.4% |
2,176.00 |
| Close |
2,214.00 |
2,201.25 |
-12.75 |
-0.6% |
2,215.00 |
| Range |
15.50 |
27.50 |
12.00 |
77.4% |
40.75 |
| ATR |
28.83 |
28.74 |
-0.10 |
-0.3% |
0.00 |
| Volume |
255,779 |
320,618 |
64,839 |
25.3% |
368,701 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.50 |
2,272.75 |
2,216.50 |
|
| R3 |
2,262.00 |
2,245.25 |
2,208.75 |
|
| R2 |
2,234.50 |
2,234.50 |
2,206.25 |
|
| R1 |
2,217.75 |
2,217.75 |
2,203.75 |
2,212.50 |
| PP |
2,207.00 |
2,207.00 |
2,207.00 |
2,204.25 |
| S1 |
2,190.25 |
2,190.25 |
2,198.75 |
2,185.00 |
| S2 |
2,179.50 |
2,179.50 |
2,196.25 |
|
| S3 |
2,152.00 |
2,162.75 |
2,193.75 |
|
| S4 |
2,124.50 |
2,135.25 |
2,186.00 |
|
|
| 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 |
2,192.50 |
33.00 |
1.5% |
21.00 |
0.9% |
27% |
False |
False |
234,308 |
| 10 |
2,225.50 |
2,155.25 |
70.25 |
3.2% |
23.00 |
1.0% |
65% |
False |
False |
120,666 |
| 20 |
2,225.50 |
2,086.75 |
138.75 |
6.3% |
30.75 |
1.4% |
83% |
False |
False |
60,517 |
| 40 |
2,225.50 |
2,061.50 |
164.00 |
7.5% |
29.75 |
1.3% |
85% |
False |
False |
30,383 |
| 60 |
2,225.50 |
1,958.50 |
267.00 |
12.1% |
30.50 |
1.4% |
91% |
False |
False |
20,307 |
| 80 |
2,225.50 |
1,744.25 |
481.25 |
21.9% |
26.75 |
1.2% |
95% |
False |
False |
15,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.50 |
|
2.618 |
2,295.50 |
|
1.618 |
2,268.00 |
|
1.000 |
2,251.00 |
|
0.618 |
2,240.50 |
|
HIGH |
2,223.50 |
|
0.618 |
2,213.00 |
|
0.500 |
2,209.75 |
|
0.382 |
2,206.50 |
|
LOW |
2,196.00 |
|
0.618 |
2,179.00 |
|
1.000 |
2,168.50 |
|
1.618 |
2,151.50 |
|
2.618 |
2,124.00 |
|
4.250 |
2,079.00 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.75 |
2,210.75 |
| PP |
2,207.00 |
2,207.50 |
| S1 |
2,204.00 |
2,204.50 |
|