| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,236.75 |
2,227.25 |
-9.50 |
-0.4% |
2,216.00 |
| High |
2,239.00 |
2,234.00 |
-5.00 |
-0.2% |
2,239.00 |
| Low |
2,223.75 |
2,207.25 |
-16.50 |
-0.7% |
2,205.50 |
| Close |
2,230.50 |
2,230.00 |
-0.50 |
0.0% |
2,230.50 |
| Range |
15.25 |
26.75 |
11.50 |
75.4% |
33.50 |
| ATR |
24.65 |
24.80 |
0.15 |
0.6% |
0.00 |
| Volume |
87,905 |
87,905 |
0 |
0.0% |
453,186 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.00 |
2,293.75 |
2,244.75 |
|
| R3 |
2,277.25 |
2,267.00 |
2,237.25 |
|
| R2 |
2,250.50 |
2,250.50 |
2,235.00 |
|
| R1 |
2,240.25 |
2,240.25 |
2,232.50 |
2,245.50 |
| PP |
2,223.75 |
2,223.75 |
2,223.75 |
2,226.25 |
| S1 |
2,213.50 |
2,213.50 |
2,227.50 |
2,218.50 |
| S2 |
2,197.00 |
2,197.00 |
2,225.00 |
|
| S3 |
2,170.25 |
2,186.75 |
2,222.75 |
|
| S4 |
2,143.50 |
2,160.00 |
2,215.25 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.50 |
2,311.50 |
2,249.00 |
|
| R3 |
2,292.00 |
2,278.00 |
2,239.75 |
|
| R2 |
2,258.50 |
2,258.50 |
2,236.75 |
|
| R1 |
2,244.50 |
2,244.50 |
2,233.50 |
2,251.50 |
| PP |
2,225.00 |
2,225.00 |
2,225.00 |
2,228.50 |
| S1 |
2,211.00 |
2,211.00 |
2,227.50 |
2,218.00 |
| S2 |
2,191.50 |
2,191.50 |
2,224.25 |
|
| S3 |
2,158.00 |
2,177.50 |
2,221.25 |
|
| S4 |
2,124.50 |
2,144.00 |
2,212.00 |
|
|
| 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% |
18.50 |
0.8% |
73% |
False |
False |
108,218 |
| 10 |
2,239.00 |
2,196.00 |
43.00 |
1.9% |
19.75 |
0.9% |
79% |
False |
False |
177,739 |
| 20 |
2,239.00 |
2,107.75 |
131.25 |
5.9% |
25.25 |
1.1% |
93% |
False |
False |
107,581 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.0% |
28.25 |
1.3% |
94% |
False |
False |
53,912 |
| 60 |
2,239.00 |
1,958.50 |
280.50 |
12.6% |
29.00 |
1.3% |
97% |
False |
False |
36,004 |
| 80 |
2,239.00 |
1,832.25 |
406.75 |
18.2% |
27.00 |
1.2% |
98% |
False |
False |
27,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.75 |
|
2.618 |
2,304.00 |
|
1.618 |
2,277.25 |
|
1.000 |
2,260.75 |
|
0.618 |
2,250.50 |
|
HIGH |
2,234.00 |
|
0.618 |
2,223.75 |
|
0.500 |
2,220.50 |
|
0.382 |
2,217.50 |
|
LOW |
2,207.25 |
|
0.618 |
2,190.75 |
|
1.000 |
2,180.50 |
|
1.618 |
2,164.00 |
|
2.618 |
2,137.25 |
|
4.250 |
2,093.50 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.00 |
2,227.75 |
| PP |
2,223.75 |
2,225.50 |
| S1 |
2,220.50 |
2,223.00 |
|