| 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 |
2,201.75 |
2,222.00 |
20.25 |
0.9% |
2,217.00 |
| High |
2,224.75 |
2,226.50 |
1.75 |
0.1% |
2,226.50 |
| Low |
2,197.25 |
2,212.25 |
15.00 |
0.7% |
2,196.00 |
| Close |
2,219.25 |
2,213.25 |
-6.00 |
-0.3% |
2,213.25 |
| Range |
27.50 |
14.25 |
-13.25 |
-48.2% |
30.50 |
| ATR |
28.65 |
27.62 |
-1.03 |
-3.6% |
0.00 |
| Volume |
243,753 |
158,393 |
-85,360 |
-35.0% |
1,236,301 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.00 |
2,251.00 |
2,221.00 |
|
| R3 |
2,245.75 |
2,236.75 |
2,217.25 |
|
| R2 |
2,231.50 |
2,231.50 |
2,215.75 |
|
| R1 |
2,222.50 |
2,222.50 |
2,214.50 |
2,220.00 |
| PP |
2,217.25 |
2,217.25 |
2,217.25 |
2,216.00 |
| S1 |
2,208.25 |
2,208.25 |
2,212.00 |
2,205.50 |
| S2 |
2,203.00 |
2,203.00 |
2,210.75 |
|
| S3 |
2,188.75 |
2,194.00 |
2,209.25 |
|
| S4 |
2,174.50 |
2,179.75 |
2,205.50 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.50 |
2,288.75 |
2,230.00 |
|
| R3 |
2,273.00 |
2,258.25 |
2,221.75 |
|
| R2 |
2,242.50 |
2,242.50 |
2,218.75 |
|
| R1 |
2,227.75 |
2,227.75 |
2,216.00 |
2,220.00 |
| PP |
2,212.00 |
2,212.00 |
2,212.00 |
2,208.00 |
| S1 |
2,197.25 |
2,197.25 |
2,210.50 |
2,189.50 |
| S2 |
2,181.50 |
2,181.50 |
2,207.75 |
|
| S3 |
2,151.00 |
2,166.75 |
2,204.75 |
|
| S4 |
2,120.50 |
2,136.25 |
2,196.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,226.50 |
2,196.00 |
30.50 |
1.4% |
21.00 |
0.9% |
57% |
True |
False |
247,260 |
| 10 |
2,226.50 |
2,176.00 |
50.50 |
2.3% |
21.50 |
1.0% |
74% |
True |
False |
160,500 |
| 20 |
2,226.50 |
2,103.00 |
123.50 |
5.6% |
29.75 |
1.3% |
89% |
True |
False |
80,605 |
| 40 |
2,226.50 |
2,075.75 |
150.75 |
6.8% |
29.00 |
1.3% |
91% |
True |
False |
40,418 |
| 60 |
2,226.50 |
1,958.50 |
268.00 |
12.1% |
30.25 |
1.4% |
95% |
True |
False |
27,008 |
| 80 |
2,226.50 |
1,752.75 |
473.75 |
21.4% |
26.75 |
1.2% |
97% |
True |
False |
20,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,287.00 |
|
2.618 |
2,263.75 |
|
1.618 |
2,249.50 |
|
1.000 |
2,240.75 |
|
0.618 |
2,235.25 |
|
HIGH |
2,226.50 |
|
0.618 |
2,221.00 |
|
0.500 |
2,219.50 |
|
0.382 |
2,217.75 |
|
LOW |
2,212.25 |
|
0.618 |
2,203.50 |
|
1.000 |
2,198.00 |
|
1.618 |
2,189.25 |
|
2.618 |
2,175.00 |
|
4.250 |
2,151.75 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.50 |
2,212.50 |
| PP |
2,217.25 |
2,212.00 |
| S1 |
2,215.25 |
2,211.25 |
|