| 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 |
2,227.25 |
2,228.50 |
1.25 |
0.1% |
2,216.00 |
| High |
2,235.75 |
2,232.75 |
-3.00 |
-0.1% |
2,239.00 |
| Low |
2,224.25 |
2,221.50 |
-2.75 |
-0.1% |
2,205.50 |
| Close |
2,228.50 |
2,224.50 |
-4.00 |
-0.2% |
2,230.50 |
| Range |
11.50 |
11.25 |
-0.25 |
-2.2% |
33.50 |
| ATR |
23.25 |
22.39 |
-0.86 |
-3.7% |
0.00 |
| Volume |
64,609 |
85,956 |
21,347 |
33.0% |
453,186 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.00 |
2,253.50 |
2,230.75 |
|
| R3 |
2,248.75 |
2,242.25 |
2,227.50 |
|
| R2 |
2,237.50 |
2,237.50 |
2,226.50 |
|
| R1 |
2,231.00 |
2,231.00 |
2,225.50 |
2,228.50 |
| PP |
2,226.25 |
2,226.25 |
2,226.25 |
2,225.00 |
| S1 |
2,219.75 |
2,219.75 |
2,223.50 |
2,217.50 |
| S2 |
2,215.00 |
2,215.00 |
2,222.50 |
|
| S3 |
2,203.75 |
2,208.50 |
2,221.50 |
|
| S4 |
2,192.50 |
2,197.25 |
2,218.25 |
|
|
| 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% |
16.00 |
0.7% |
54% |
False |
False |
81,330 |
| 10 |
2,239.00 |
2,197.25 |
41.75 |
1.9% |
17.25 |
0.8% |
65% |
False |
False |
117,408 |
| 20 |
2,239.00 |
2,155.25 |
83.75 |
3.8% |
20.00 |
0.9% |
83% |
False |
False |
119,037 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.0% |
27.25 |
1.2% |
91% |
False |
False |
59,669 |
| 60 |
2,239.00 |
1,983.25 |
255.75 |
11.5% |
27.75 |
1.3% |
94% |
False |
False |
39,847 |
| 80 |
2,239.00 |
1,862.75 |
376.25 |
16.9% |
27.25 |
1.2% |
96% |
False |
False |
29,910 |
| 100 |
2,239.00 |
1,744.25 |
494.75 |
22.2% |
24.25 |
1.1% |
97% |
False |
False |
23,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.50 |
|
2.618 |
2,262.25 |
|
1.618 |
2,251.00 |
|
1.000 |
2,244.00 |
|
0.618 |
2,239.75 |
|
HIGH |
2,232.75 |
|
0.618 |
2,228.50 |
|
0.500 |
2,227.00 |
|
0.382 |
2,225.75 |
|
LOW |
2,221.50 |
|
0.618 |
2,214.50 |
|
1.000 |
2,210.25 |
|
1.618 |
2,203.25 |
|
2.618 |
2,192.00 |
|
4.250 |
2,173.75 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.00 |
2,229.00 |
| PP |
2,226.25 |
2,227.50 |
| S1 |
2,225.50 |
2,226.00 |
|