| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,233.75 |
2,236.75 |
3.00 |
0.1% |
2,217.00 |
| High |
2,238.25 |
2,239.00 |
0.75 |
0.0% |
2,226.50 |
| Low |
2,230.25 |
2,223.75 |
-6.50 |
-0.3% |
2,196.00 |
| Close |
2,236.00 |
2,230.50 |
-5.50 |
-0.2% |
2,213.25 |
| Range |
8.00 |
15.25 |
7.25 |
90.6% |
30.50 |
| ATR |
25.37 |
24.65 |
-0.72 |
-2.8% |
0.00 |
| Volume |
89,776 |
87,905 |
-1,871 |
-2.1% |
1,236,301 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.75 |
2,269.00 |
2,239.00 |
|
| R3 |
2,261.50 |
2,253.75 |
2,234.75 |
|
| R2 |
2,246.25 |
2,246.25 |
2,233.25 |
|
| R1 |
2,238.50 |
2,238.50 |
2,232.00 |
2,234.75 |
| PP |
2,231.00 |
2,231.00 |
2,231.00 |
2,229.25 |
| S1 |
2,223.25 |
2,223.25 |
2,229.00 |
2,219.50 |
| S2 |
2,215.75 |
2,215.75 |
2,227.75 |
|
| S3 |
2,200.50 |
2,208.00 |
2,226.25 |
|
| S4 |
2,185.25 |
2,192.75 |
2,222.00 |
|
|
| 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 |
2,239.00 |
2,205.50 |
33.50 |
1.5% |
16.00 |
0.7% |
75% |
True |
False |
122,315 |
| 10 |
2,239.00 |
2,196.00 |
43.00 |
1.9% |
19.00 |
0.9% |
80% |
True |
False |
188,879 |
| 20 |
2,239.00 |
2,107.75 |
131.25 |
5.9% |
25.25 |
1.1% |
94% |
True |
False |
103,206 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.0% |
28.00 |
1.3% |
95% |
True |
False |
51,728 |
| 60 |
2,239.00 |
1,958.50 |
280.50 |
12.6% |
29.25 |
1.3% |
97% |
True |
False |
34,549 |
| 80 |
2,239.00 |
1,773.00 |
466.00 |
20.9% |
27.25 |
1.2% |
98% |
True |
False |
25,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,303.75 |
|
2.618 |
2,279.00 |
|
1.618 |
2,263.75 |
|
1.000 |
2,254.25 |
|
0.618 |
2,248.50 |
|
HIGH |
2,239.00 |
|
0.618 |
2,233.25 |
|
0.500 |
2,231.50 |
|
0.382 |
2,229.50 |
|
LOW |
2,223.75 |
|
0.618 |
2,214.25 |
|
1.000 |
2,208.50 |
|
1.618 |
2,199.00 |
|
2.618 |
2,183.75 |
|
4.250 |
2,159.00 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.50 |
2,230.00 |
| PP |
2,231.00 |
2,229.50 |
| S1 |
2,230.75 |
2,229.00 |
|