| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,384.2 |
1,406.9 |
22.7 |
1.6% |
1,377.0 |
| High |
1,407.5 |
1,414.9 |
7.4 |
0.5% |
1,393.0 |
| Low |
1,383.1 |
1,401.5 |
18.4 |
1.3% |
1,372.6 |
| Close |
1,405.6 |
1,413.5 |
7.9 |
0.6% |
1,380.5 |
| Range |
24.4 |
13.4 |
-11.0 |
-45.1% |
20.4 |
| ATR |
20.0 |
19.5 |
-0.5 |
-2.4% |
0.0 |
| Volume |
95,806 |
66,280 |
-29,526 |
-30.8% |
291,310 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.2 |
1,445.2 |
1,420.9 |
|
| R3 |
1,436.8 |
1,431.8 |
1,417.2 |
|
| R2 |
1,423.4 |
1,423.4 |
1,416.0 |
|
| R1 |
1,418.4 |
1,418.4 |
1,414.7 |
1,420.9 |
| PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,411.2 |
| S1 |
1,405.0 |
1,405.0 |
1,412.3 |
1,407.5 |
| S2 |
1,396.6 |
1,396.6 |
1,411.0 |
|
| S3 |
1,383.2 |
1,391.6 |
1,409.8 |
|
| S4 |
1,369.8 |
1,378.2 |
1,406.1 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.2 |
1,432.3 |
1,391.7 |
|
| R3 |
1,422.8 |
1,411.9 |
1,386.1 |
|
| R2 |
1,402.4 |
1,402.4 |
1,384.2 |
|
| R1 |
1,391.5 |
1,391.5 |
1,382.4 |
1,397.0 |
| PP |
1,382.0 |
1,382.0 |
1,382.0 |
1,384.8 |
| S1 |
1,371.1 |
1,371.1 |
1,378.6 |
1,376.6 |
| S2 |
1,361.6 |
1,361.6 |
1,376.8 |
|
| S3 |
1,341.2 |
1,350.7 |
1,374.9 |
|
| S4 |
1,320.8 |
1,330.3 |
1,369.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.9 |
1,372.6 |
42.3 |
3.0% |
15.3 |
1.1% |
97% |
True |
False |
73,832 |
| 10 |
1,414.9 |
1,361.6 |
53.3 |
3.8% |
16.1 |
1.1% |
97% |
True |
False |
94,359 |
| 20 |
1,432.5 |
1,361.6 |
70.9 |
5.0% |
18.9 |
1.3% |
73% |
False |
False |
118,274 |
| 40 |
1,432.5 |
1,327.8 |
104.7 |
7.4% |
22.5 |
1.6% |
82% |
False |
False |
80,802 |
| 60 |
1,432.5 |
1,315.5 |
117.0 |
8.3% |
22.3 |
1.6% |
84% |
False |
False |
55,547 |
| 80 |
1,432.5 |
1,240.0 |
192.5 |
13.6% |
19.7 |
1.4% |
90% |
False |
False |
42,156 |
| 100 |
1,432.5 |
1,194.2 |
238.3 |
16.9% |
18.0 |
1.3% |
92% |
False |
False |
33,917 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.1% |
16.5 |
1.2% |
93% |
False |
False |
28,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,471.9 |
|
2.618 |
1,450.0 |
|
1.618 |
1,436.6 |
|
1.000 |
1,428.3 |
|
0.618 |
1,423.2 |
|
HIGH |
1,414.9 |
|
0.618 |
1,409.8 |
|
0.500 |
1,408.2 |
|
0.382 |
1,406.6 |
|
LOW |
1,401.5 |
|
0.618 |
1,393.2 |
|
1.000 |
1,388.1 |
|
1.618 |
1,379.8 |
|
2.618 |
1,366.4 |
|
4.250 |
1,344.6 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.7 |
1,406.9 |
| PP |
1,410.0 |
1,400.4 |
| S1 |
1,408.2 |
1,393.8 |
|