| 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 |
2,874.0 |
2,866.0 |
-8.0 |
-0.3% |
2,823.0 |
| High |
2,876.0 |
2,866.0 |
-10.0 |
-0.3% |
2,882.0 |
| Low |
2,851.0 |
2,791.0 |
-60.0 |
-2.1% |
2,817.0 |
| Close |
2,862.0 |
2,826.0 |
-36.0 |
-1.3% |
2,862.0 |
| Range |
25.0 |
75.0 |
50.0 |
200.0% |
65.0 |
| ATR |
43.4 |
45.7 |
2.3 |
5.2% |
0.0 |
| Volume |
333,918 |
322,946 |
-10,972 |
-3.3% |
2,003,809 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.7 |
3,014.3 |
2,867.3 |
|
| R3 |
2,977.7 |
2,939.3 |
2,846.6 |
|
| R2 |
2,902.7 |
2,902.7 |
2,839.8 |
|
| R1 |
2,864.3 |
2,864.3 |
2,832.9 |
2,846.0 |
| PP |
2,827.7 |
2,827.7 |
2,827.7 |
2,818.5 |
| S1 |
2,789.3 |
2,789.3 |
2,819.1 |
2,771.0 |
| S2 |
2,752.7 |
2,752.7 |
2,812.3 |
|
| S3 |
2,677.7 |
2,714.3 |
2,805.4 |
|
| S4 |
2,602.7 |
2,639.3 |
2,784.8 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.7 |
3,020.3 |
2,897.8 |
|
| R3 |
2,983.7 |
2,955.3 |
2,879.9 |
|
| R2 |
2,918.7 |
2,918.7 |
2,873.9 |
|
| R1 |
2,890.3 |
2,890.3 |
2,868.0 |
2,904.5 |
| PP |
2,853.7 |
2,853.7 |
2,853.7 |
2,860.8 |
| S1 |
2,825.3 |
2,825.3 |
2,856.0 |
2,839.5 |
| S2 |
2,788.7 |
2,788.7 |
2,850.1 |
|
| S3 |
2,723.7 |
2,760.3 |
2,844.1 |
|
| S4 |
2,658.7 |
2,695.3 |
2,826.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,882.0 |
2,791.0 |
91.0 |
3.2% |
38.8 |
1.4% |
38% |
False |
True |
465,351 |
| 10 |
2,882.0 |
2,791.0 |
91.0 |
3.2% |
35.0 |
1.2% |
38% |
False |
True |
722,816 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.9% |
45.8 |
1.6% |
78% |
False |
False |
417,052 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.4% |
47.2 |
1.7% |
73% |
False |
False |
219,568 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.5 |
1.6% |
68% |
False |
False |
150,082 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.2 |
1.6% |
68% |
False |
False |
113,889 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.6 |
1.6% |
76% |
False |
False |
91,219 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.1 |
1.6% |
76% |
False |
False |
76,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.8 |
|
2.618 |
3,062.4 |
|
1.618 |
2,987.4 |
|
1.000 |
2,941.0 |
|
0.618 |
2,912.4 |
|
HIGH |
2,866.0 |
|
0.618 |
2,837.4 |
|
0.500 |
2,828.5 |
|
0.382 |
2,819.7 |
|
LOW |
2,791.0 |
|
0.618 |
2,744.7 |
|
1.000 |
2,716.0 |
|
1.618 |
2,669.7 |
|
2.618 |
2,594.7 |
|
4.250 |
2,472.3 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.5 |
2,836.5 |
| PP |
2,827.7 |
2,833.0 |
| S1 |
2,826.8 |
2,829.5 |
|