| 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 |
1,254.50 |
1,249.50 |
-5.00 |
-0.4% |
1,240.00 |
| High |
1,255.75 |
1,254.25 |
-1.50 |
-0.1% |
1,255.75 |
| Low |
1,249.25 |
1,245.50 |
-3.75 |
-0.3% |
1,234.00 |
| Close |
1,253.00 |
1,253.25 |
0.25 |
0.0% |
1,253.00 |
| Range |
6.50 |
8.75 |
2.25 |
34.6% |
21.75 |
| ATR |
12.60 |
12.32 |
-0.27 |
-2.2% |
0.00 |
| Volume |
592,048 |
594,048 |
2,000 |
0.3% |
3,341,066 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.25 |
1,274.00 |
1,258.00 |
|
| R3 |
1,268.50 |
1,265.25 |
1,255.75 |
|
| R2 |
1,259.75 |
1,259.75 |
1,254.75 |
|
| R1 |
1,256.50 |
1,256.50 |
1,254.00 |
1,258.00 |
| PP |
1,251.00 |
1,251.00 |
1,251.00 |
1,251.75 |
| S1 |
1,247.75 |
1,247.75 |
1,252.50 |
1,249.50 |
| S2 |
1,242.25 |
1,242.25 |
1,251.75 |
|
| S3 |
1,233.50 |
1,239.00 |
1,250.75 |
|
| S4 |
1,224.75 |
1,230.25 |
1,248.50 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.75 |
1,304.75 |
1,265.00 |
|
| R3 |
1,291.00 |
1,283.00 |
1,259.00 |
|
| R2 |
1,269.25 |
1,269.25 |
1,257.00 |
|
| R1 |
1,261.25 |
1,261.25 |
1,255.00 |
1,265.25 |
| PP |
1,247.50 |
1,247.50 |
1,247.50 |
1,249.50 |
| S1 |
1,239.50 |
1,239.50 |
1,251.00 |
1,243.50 |
| S2 |
1,225.75 |
1,225.75 |
1,249.00 |
|
| S3 |
1,204.00 |
1,217.75 |
1,247.00 |
|
| S4 |
1,182.25 |
1,196.00 |
1,241.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,255.75 |
1,234.00 |
21.75 |
1.7% |
8.75 |
0.7% |
89% |
False |
False |
787,022 |
| 10 |
1,255.75 |
1,227.50 |
28.25 |
2.3% |
9.25 |
0.7% |
91% |
False |
False |
1,291,439 |
| 20 |
1,255.75 |
1,167.25 |
88.50 |
7.1% |
12.75 |
1.0% |
97% |
False |
False |
800,119 |
| 40 |
1,255.75 |
1,165.75 |
90.00 |
7.2% |
14.50 |
1.2% |
97% |
False |
False |
402,358 |
| 60 |
1,255.75 |
1,122.00 |
133.75 |
10.7% |
14.75 |
1.2% |
98% |
False |
False |
268,618 |
| 80 |
1,255.75 |
1,066.75 |
189.00 |
15.1% |
14.75 |
1.2% |
99% |
False |
False |
201,583 |
| 100 |
1,255.75 |
1,028.25 |
227.50 |
18.2% |
15.25 |
1.2% |
99% |
False |
False |
161,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.50 |
|
2.618 |
1,277.25 |
|
1.618 |
1,268.50 |
|
1.000 |
1,263.00 |
|
0.618 |
1,259.75 |
|
HIGH |
1,254.25 |
|
0.618 |
1,251.00 |
|
0.500 |
1,250.00 |
|
0.382 |
1,248.75 |
|
LOW |
1,245.50 |
|
0.618 |
1,240.00 |
|
1.000 |
1,236.75 |
|
1.618 |
1,231.25 |
|
2.618 |
1,222.50 |
|
4.250 |
1,208.25 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.00 |
1,252.50 |
| PP |
1,251.00 |
1,251.50 |
| S1 |
1,250.00 |
1,250.50 |
|