| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,216.00 |
2,220.00 |
4.00 |
0.2% |
2,217.00 |
| High |
2,230.00 |
2,237.00 |
7.00 |
0.3% |
2,226.50 |
| Low |
2,205.50 |
2,219.25 |
13.75 |
0.6% |
2,196.00 |
| Close |
2,220.25 |
2,235.25 |
15.00 |
0.7% |
2,213.25 |
| Range |
24.50 |
17.75 |
-6.75 |
-27.6% |
30.50 |
| ATR |
27.40 |
26.71 |
-0.69 |
-2.5% |
0.00 |
| Volume |
172,358 |
103,147 |
-69,211 |
-40.2% |
1,236,301 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,283.75 |
2,277.25 |
2,245.00 |
|
| R3 |
2,266.00 |
2,259.50 |
2,240.25 |
|
| R2 |
2,248.25 |
2,248.25 |
2,238.50 |
|
| R1 |
2,241.75 |
2,241.75 |
2,237.00 |
2,245.00 |
| PP |
2,230.50 |
2,230.50 |
2,230.50 |
2,232.00 |
| S1 |
2,224.00 |
2,224.00 |
2,233.50 |
2,227.25 |
| S2 |
2,212.75 |
2,212.75 |
2,232.00 |
|
| S3 |
2,195.00 |
2,206.25 |
2,230.25 |
|
| S4 |
2,177.25 |
2,188.50 |
2,225.50 |
|
|
| 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 |
2,237.00 |
2,196.00 |
41.00 |
1.8% |
22.25 |
1.0% |
96% |
True |
False |
199,653 |
| 10 |
2,237.00 |
2,178.50 |
58.50 |
2.6% |
21.00 |
0.9% |
97% |
True |
False |
187,600 |
| 20 |
2,237.00 |
2,103.00 |
134.00 |
6.0% |
29.25 |
1.3% |
99% |
True |
False |
94,367 |
| 40 |
2,237.00 |
2,082.25 |
154.75 |
6.9% |
28.75 |
1.3% |
99% |
True |
False |
47,294 |
| 60 |
2,237.00 |
1,958.50 |
278.50 |
12.5% |
30.00 |
1.3% |
99% |
True |
False |
31,595 |
| 80 |
2,237.00 |
1,752.75 |
484.25 |
21.7% |
27.25 |
1.2% |
100% |
True |
False |
23,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.50 |
|
2.618 |
2,283.50 |
|
1.618 |
2,265.75 |
|
1.000 |
2,254.75 |
|
0.618 |
2,248.00 |
|
HIGH |
2,237.00 |
|
0.618 |
2,230.25 |
|
0.500 |
2,228.00 |
|
0.382 |
2,226.00 |
|
LOW |
2,219.25 |
|
0.618 |
2,208.25 |
|
1.000 |
2,201.50 |
|
1.618 |
2,190.50 |
|
2.618 |
2,172.75 |
|
4.250 |
2,143.75 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,233.00 |
2,230.50 |
| PP |
2,230.50 |
2,226.00 |
| S1 |
2,228.00 |
2,221.25 |
|