| 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 |
2,222.00 |
2,216.00 |
-6.00 |
-0.3% |
2,217.00 |
| High |
2,226.50 |
2,230.00 |
3.50 |
0.2% |
2,226.50 |
| Low |
2,212.25 |
2,205.50 |
-6.75 |
-0.3% |
2,196.00 |
| Close |
2,213.25 |
2,220.25 |
7.00 |
0.3% |
2,213.25 |
| Range |
14.25 |
24.50 |
10.25 |
71.9% |
30.50 |
| ATR |
27.62 |
27.40 |
-0.22 |
-0.8% |
0.00 |
| Volume |
158,393 |
172,358 |
13,965 |
8.8% |
1,236,301 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.00 |
2,280.75 |
2,233.75 |
|
| R3 |
2,267.50 |
2,256.25 |
2,227.00 |
|
| R2 |
2,243.00 |
2,243.00 |
2,224.75 |
|
| R1 |
2,231.75 |
2,231.75 |
2,222.50 |
2,237.50 |
| PP |
2,218.50 |
2,218.50 |
2,218.50 |
2,221.50 |
| S1 |
2,207.25 |
2,207.25 |
2,218.00 |
2,213.00 |
| S2 |
2,194.00 |
2,194.00 |
2,215.75 |
|
| S3 |
2,169.50 |
2,182.75 |
2,213.50 |
|
| S4 |
2,145.00 |
2,158.25 |
2,206.75 |
|
|
| 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 |
2,230.00 |
2,196.00 |
34.00 |
1.5% |
21.75 |
1.0% |
71% |
True |
False |
230,180 |
| 10 |
2,230.00 |
2,178.50 |
51.50 |
2.3% |
22.25 |
1.0% |
81% |
True |
False |
177,612 |
| 20 |
2,230.00 |
2,103.00 |
127.00 |
5.7% |
30.00 |
1.4% |
92% |
True |
False |
89,214 |
| 40 |
2,230.00 |
2,082.25 |
147.75 |
6.7% |
29.00 |
1.3% |
93% |
True |
False |
44,724 |
| 60 |
2,230.00 |
1,958.50 |
271.50 |
12.2% |
30.00 |
1.4% |
96% |
True |
False |
29,878 |
| 80 |
2,230.00 |
1,752.75 |
477.25 |
21.5% |
27.00 |
1.2% |
98% |
True |
False |
22,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,334.00 |
|
2.618 |
2,294.25 |
|
1.618 |
2,269.75 |
|
1.000 |
2,254.50 |
|
0.618 |
2,245.25 |
|
HIGH |
2,230.00 |
|
0.618 |
2,220.75 |
|
0.500 |
2,217.75 |
|
0.382 |
2,214.75 |
|
LOW |
2,205.50 |
|
0.618 |
2,190.25 |
|
1.000 |
2,181.00 |
|
1.618 |
2,165.75 |
|
2.618 |
2,141.25 |
|
4.250 |
2,101.50 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.50 |
2,218.00 |
| PP |
2,218.50 |
2,215.75 |
| S1 |
2,217.75 |
2,213.50 |
|