| 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 |
1,386.1 |
1,378.9 |
-7.2 |
-0.5% |
1,377.0 |
| High |
1,389.0 |
1,387.0 |
-2.0 |
-0.1% |
1,393.0 |
| Low |
1,372.6 |
1,372.7 |
0.1 |
0.0% |
1,372.6 |
| Close |
1,380.5 |
1,382.9 |
2.4 |
0.2% |
1,380.5 |
| Range |
16.4 |
14.3 |
-2.1 |
-12.8% |
20.4 |
| ATR |
20.0 |
19.6 |
-0.4 |
-2.0% |
0.0 |
| Volume |
70,998 |
81,033 |
10,035 |
14.1% |
291,310 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.8 |
1,417.6 |
1,390.8 |
|
| R3 |
1,409.5 |
1,403.3 |
1,386.8 |
|
| R2 |
1,395.2 |
1,395.2 |
1,385.5 |
|
| R1 |
1,389.0 |
1,389.0 |
1,384.2 |
1,392.1 |
| PP |
1,380.9 |
1,380.9 |
1,380.9 |
1,382.4 |
| S1 |
1,374.7 |
1,374.7 |
1,381.6 |
1,377.8 |
| S2 |
1,366.6 |
1,366.6 |
1,380.3 |
|
| S3 |
1,352.3 |
1,360.4 |
1,379.0 |
|
| S4 |
1,338.0 |
1,346.1 |
1,375.0 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.2 |
1,432.3 |
1,391.7 |
|
| R3 |
1,422.8 |
1,411.9 |
1,386.1 |
|
| R2 |
1,402.4 |
1,402.4 |
1,384.2 |
|
| R1 |
1,391.5 |
1,391.5 |
1,382.4 |
1,397.0 |
| PP |
1,382.0 |
1,382.0 |
1,382.0 |
1,384.8 |
| S1 |
1,371.1 |
1,371.1 |
1,378.6 |
1,376.6 |
| S2 |
1,361.6 |
1,361.6 |
1,376.8 |
|
| S3 |
1,341.2 |
1,350.7 |
1,374.9 |
|
| S4 |
1,320.8 |
1,330.3 |
1,369.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,393.0 |
1,372.6 |
20.4 |
1.5% |
12.6 |
0.9% |
50% |
False |
False |
74,468 |
| 10 |
1,406.0 |
1,361.6 |
44.4 |
3.2% |
15.4 |
1.1% |
48% |
False |
False |
101,532 |
| 20 |
1,432.5 |
1,354.5 |
78.0 |
5.6% |
19.2 |
1.4% |
36% |
False |
False |
123,333 |
| 40 |
1,432.5 |
1,327.8 |
104.7 |
7.6% |
22.6 |
1.6% |
53% |
False |
False |
76,993 |
| 60 |
1,432.5 |
1,309.8 |
122.7 |
8.9% |
22.0 |
1.6% |
60% |
False |
False |
52,921 |
| 80 |
1,432.5 |
1,240.0 |
192.5 |
13.9% |
19.5 |
1.4% |
74% |
False |
False |
40,153 |
| 100 |
1,432.5 |
1,194.2 |
238.3 |
17.2% |
17.8 |
1.3% |
79% |
False |
False |
32,348 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.3 |
1.2% |
82% |
False |
False |
27,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.8 |
|
2.618 |
1,424.4 |
|
1.618 |
1,410.1 |
|
1.000 |
1,401.3 |
|
0.618 |
1,395.8 |
|
HIGH |
1,387.0 |
|
0.618 |
1,381.5 |
|
0.500 |
1,379.9 |
|
0.382 |
1,378.2 |
|
LOW |
1,372.7 |
|
0.618 |
1,363.9 |
|
1.000 |
1,358.4 |
|
1.618 |
1,349.6 |
|
2.618 |
1,335.3 |
|
4.250 |
1,311.9 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.9 |
1,382.7 |
| PP |
1,380.9 |
1,382.4 |
| S1 |
1,379.9 |
1,382.2 |
|