| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,254.00 |
1,255.75 |
1.75 |
0.1% |
1,240.00 |
| High |
1,258.50 |
1,257.50 |
-1.00 |
-0.1% |
1,255.75 |
| Low |
1,253.25 |
1,251.50 |
-1.75 |
-0.1% |
1,234.00 |
| Close |
1,255.75 |
1,254.50 |
-1.25 |
-0.1% |
1,253.00 |
| Range |
5.25 |
6.00 |
0.75 |
14.3% |
21.75 |
| ATR |
11.33 |
10.95 |
-0.38 |
-3.4% |
0.00 |
| Volume |
587,441 |
712,796 |
125,355 |
21.3% |
3,341,066 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.50 |
1,269.50 |
1,257.75 |
|
| R3 |
1,266.50 |
1,263.50 |
1,256.25 |
|
| R2 |
1,260.50 |
1,260.50 |
1,255.50 |
|
| R1 |
1,257.50 |
1,257.50 |
1,255.00 |
1,256.00 |
| PP |
1,254.50 |
1,254.50 |
1,254.50 |
1,253.75 |
| S1 |
1,251.50 |
1,251.50 |
1,254.00 |
1,250.00 |
| S2 |
1,248.50 |
1,248.50 |
1,253.50 |
|
| S3 |
1,242.50 |
1,245.50 |
1,252.75 |
|
| S4 |
1,236.50 |
1,239.50 |
1,251.25 |
|
|
| 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% |
69% |
False |
False |
608,026 |
| 10 |
1,258.50 |
1,227.50 |
31.00 |
2.5% |
7.75 |
0.6% |
87% |
False |
False |
883,655 |
| 20 |
1,258.50 |
1,197.00 |
61.50 |
4.9% |
10.00 |
0.8% |
93% |
False |
False |
891,740 |
| 40 |
1,258.50 |
1,165.75 |
92.75 |
7.4% |
13.75 |
1.1% |
96% |
False |
False |
448,529 |
| 60 |
1,258.50 |
1,140.50 |
118.00 |
9.4% |
14.25 |
1.1% |
97% |
False |
False |
299,467 |
| 80 |
1,258.50 |
1,077.00 |
181.50 |
14.5% |
14.50 |
1.1% |
98% |
False |
False |
224,756 |
| 100 |
1,258.50 |
1,028.25 |
230.25 |
18.4% |
15.00 |
1.2% |
98% |
False |
False |
179,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.00 |
|
2.618 |
1,273.25 |
|
1.618 |
1,267.25 |
|
1.000 |
1,263.50 |
|
0.618 |
1,261.25 |
|
HIGH |
1,257.50 |
|
0.618 |
1,255.25 |
|
0.500 |
1,254.50 |
|
0.382 |
1,253.75 |
|
LOW |
1,251.50 |
|
0.618 |
1,247.75 |
|
1.000 |
1,245.50 |
|
1.618 |
1,241.75 |
|
2.618 |
1,235.75 |
|
4.250 |
1,226.00 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.50 |
1,255.00 |
| PP |
1,254.50 |
1,254.75 |
| S1 |
1,254.50 |
1,254.75 |
|