| 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 |
2,229.25 |
2,227.25 |
-2.00 |
-0.1% |
2,216.00 |
| High |
2,237.00 |
2,235.75 |
-1.25 |
-0.1% |
2,239.00 |
| Low |
2,221.25 |
2,224.25 |
3.00 |
0.1% |
2,205.50 |
| Close |
2,225.50 |
2,228.50 |
3.00 |
0.1% |
2,230.50 |
| Range |
15.75 |
11.50 |
-4.25 |
-27.0% |
33.50 |
| ATR |
24.15 |
23.25 |
-0.90 |
-3.7% |
0.00 |
| Volume |
80,279 |
64,609 |
-15,670 |
-19.5% |
453,186 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.00 |
2,257.75 |
2,234.75 |
|
| R3 |
2,252.50 |
2,246.25 |
2,231.75 |
|
| R2 |
2,241.00 |
2,241.00 |
2,230.50 |
|
| R1 |
2,234.75 |
2,234.75 |
2,229.50 |
2,238.00 |
| PP |
2,229.50 |
2,229.50 |
2,229.50 |
2,231.00 |
| S1 |
2,223.25 |
2,223.25 |
2,227.50 |
2,226.50 |
| S2 |
2,218.00 |
2,218.00 |
2,226.50 |
|
| S3 |
2,206.50 |
2,211.75 |
2,225.25 |
|
| S4 |
2,195.00 |
2,200.25 |
2,222.25 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.50 |
2,311.50 |
2,249.00 |
|
| R3 |
2,292.00 |
2,278.00 |
2,239.75 |
|
| R2 |
2,258.50 |
2,258.50 |
2,236.75 |
|
| R1 |
2,244.50 |
2,244.50 |
2,233.50 |
2,251.50 |
| PP |
2,225.00 |
2,225.00 |
2,225.00 |
2,228.50 |
| S1 |
2,211.00 |
2,211.00 |
2,227.50 |
2,218.00 |
| S2 |
2,191.50 |
2,191.50 |
2,224.25 |
|
| S3 |
2,158.00 |
2,177.50 |
2,221.25 |
|
| S4 |
2,124.50 |
2,144.00 |
2,212.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.00 |
2,207.25 |
31.75 |
1.4% |
15.50 |
0.7% |
67% |
False |
False |
82,094 |
| 10 |
2,239.00 |
2,196.00 |
43.00 |
1.9% |
19.00 |
0.8% |
76% |
False |
False |
140,874 |
| 20 |
2,239.00 |
2,109.75 |
129.25 |
5.8% |
22.75 |
1.0% |
92% |
False |
False |
114,775 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.0% |
27.50 |
1.2% |
93% |
False |
False |
57,523 |
| 60 |
2,239.00 |
1,972.50 |
266.50 |
12.0% |
28.50 |
1.3% |
96% |
False |
False |
38,415 |
| 80 |
2,239.00 |
1,851.00 |
388.00 |
17.4% |
27.50 |
1.2% |
97% |
False |
False |
28,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.50 |
|
2.618 |
2,265.75 |
|
1.618 |
2,254.25 |
|
1.000 |
2,247.25 |
|
0.618 |
2,242.75 |
|
HIGH |
2,235.75 |
|
0.618 |
2,231.25 |
|
0.500 |
2,230.00 |
|
0.382 |
2,228.75 |
|
LOW |
2,224.25 |
|
0.618 |
2,217.25 |
|
1.000 |
2,212.75 |
|
1.618 |
2,205.75 |
|
2.618 |
2,194.25 |
|
4.250 |
2,175.50 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.00 |
2,226.50 |
| PP |
2,229.50 |
2,224.25 |
| S1 |
2,229.00 |
2,222.00 |
|