| 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 |
1,253.50 |
1,254.00 |
0.50 |
0.0% |
1,240.00 |
| High |
1,256.50 |
1,258.50 |
2.00 |
0.2% |
1,255.75 |
| Low |
1,251.50 |
1,253.25 |
1.75 |
0.1% |
1,234.00 |
| Close |
1,254.00 |
1,255.75 |
1.75 |
0.1% |
1,253.00 |
| Range |
5.00 |
5.25 |
0.25 |
5.0% |
21.75 |
| ATR |
11.80 |
11.33 |
-0.47 |
-4.0% |
0.00 |
| Volume |
553,798 |
587,441 |
33,643 |
6.1% |
3,341,066 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.50 |
1,269.00 |
1,258.75 |
|
| R3 |
1,266.25 |
1,263.75 |
1,257.25 |
|
| R2 |
1,261.00 |
1,261.00 |
1,256.75 |
|
| R1 |
1,258.50 |
1,258.50 |
1,256.25 |
1,259.75 |
| PP |
1,255.75 |
1,255.75 |
1,255.75 |
1,256.50 |
| S1 |
1,253.25 |
1,253.25 |
1,255.25 |
1,254.50 |
| S2 |
1,250.50 |
1,250.50 |
1,254.75 |
|
| S3 |
1,245.25 |
1,248.00 |
1,254.25 |
|
| S4 |
1,240.00 |
1,242.75 |
1,252.75 |
|
|
| 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 |
1,258.50 |
1,245.50 |
13.00 |
1.0% |
6.25 |
0.5% |
79% |
True |
False |
598,337 |
| 10 |
1,258.50 |
1,227.50 |
31.00 |
2.5% |
8.25 |
0.7% |
91% |
True |
False |
1,023,800 |
| 20 |
1,258.50 |
1,171.50 |
87.00 |
6.9% |
11.25 |
0.9% |
97% |
True |
False |
856,629 |
| 40 |
1,258.50 |
1,165.75 |
92.75 |
7.4% |
14.00 |
1.1% |
97% |
True |
False |
430,801 |
| 60 |
1,258.50 |
1,128.00 |
130.50 |
10.4% |
14.50 |
1.2% |
98% |
True |
False |
287,601 |
| 80 |
1,258.50 |
1,077.00 |
181.50 |
14.5% |
14.50 |
1.2% |
98% |
True |
False |
215,847 |
| 100 |
1,258.50 |
1,028.25 |
230.25 |
18.3% |
15.00 |
1.2% |
99% |
True |
False |
172,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.75 |
|
2.618 |
1,272.25 |
|
1.618 |
1,267.00 |
|
1.000 |
1,263.75 |
|
0.618 |
1,261.75 |
|
HIGH |
1,258.50 |
|
0.618 |
1,256.50 |
|
0.500 |
1,256.00 |
|
0.382 |
1,255.25 |
|
LOW |
1,253.25 |
|
0.618 |
1,250.00 |
|
1.000 |
1,248.00 |
|
1.618 |
1,244.75 |
|
2.618 |
1,239.50 |
|
4.250 |
1,231.00 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.00 |
1,254.50 |
| PP |
1,255.75 |
1,253.25 |
| S1 |
1,255.75 |
1,252.00 |
|