| 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 |
1,406.9 |
1,412.2 |
5.3 |
0.4% |
1,377.0 |
| High |
1,414.9 |
1,415.4 |
0.5 |
0.0% |
1,393.0 |
| Low |
1,401.5 |
1,403.5 |
2.0 |
0.1% |
1,372.6 |
| Close |
1,413.5 |
1,405.9 |
-7.6 |
-0.5% |
1,380.5 |
| Range |
13.4 |
11.9 |
-1.5 |
-11.2% |
20.4 |
| ATR |
19.5 |
19.0 |
-0.5 |
-2.8% |
0.0 |
| Volume |
66,280 |
57,138 |
-9,142 |
-13.8% |
291,310 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.0 |
1,436.8 |
1,412.4 |
|
| R3 |
1,432.1 |
1,424.9 |
1,409.2 |
|
| R2 |
1,420.2 |
1,420.2 |
1,408.1 |
|
| R1 |
1,413.0 |
1,413.0 |
1,407.0 |
1,410.7 |
| PP |
1,408.3 |
1,408.3 |
1,408.3 |
1,407.1 |
| S1 |
1,401.1 |
1,401.1 |
1,404.8 |
1,398.8 |
| S2 |
1,396.4 |
1,396.4 |
1,403.7 |
|
| S3 |
1,384.5 |
1,389.2 |
1,402.6 |
|
| S4 |
1,372.6 |
1,377.3 |
1,399.4 |
|
|
| 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 |
1,415.4 |
1,372.6 |
42.8 |
3.0% |
16.1 |
1.1% |
78% |
True |
False |
74,251 |
| 10 |
1,415.4 |
1,361.6 |
53.8 |
3.8% |
15.3 |
1.1% |
82% |
True |
False |
86,197 |
| 20 |
1,432.5 |
1,361.6 |
70.9 |
5.0% |
18.8 |
1.3% |
62% |
False |
False |
113,695 |
| 40 |
1,432.5 |
1,327.8 |
104.7 |
7.4% |
22.6 |
1.6% |
75% |
False |
False |
82,030 |
| 60 |
1,432.5 |
1,317.4 |
115.1 |
8.2% |
22.0 |
1.6% |
77% |
False |
False |
56,482 |
| 80 |
1,432.5 |
1,240.0 |
192.5 |
13.7% |
19.7 |
1.4% |
86% |
False |
False |
42,853 |
| 100 |
1,432.5 |
1,194.2 |
238.3 |
16.9% |
18.0 |
1.3% |
89% |
False |
False |
34,469 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
16.6 |
1.2% |
90% |
False |
False |
28,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.0 |
|
2.618 |
1,446.6 |
|
1.618 |
1,434.7 |
|
1.000 |
1,427.3 |
|
0.618 |
1,422.8 |
|
HIGH |
1,415.4 |
|
0.618 |
1,410.9 |
|
0.500 |
1,409.5 |
|
0.382 |
1,408.0 |
|
LOW |
1,403.5 |
|
0.618 |
1,396.1 |
|
1.000 |
1,391.6 |
|
1.618 |
1,384.2 |
|
2.618 |
1,372.3 |
|
4.250 |
1,352.9 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,409.5 |
1,403.7 |
| PP |
1,408.3 |
1,401.5 |
| S1 |
1,407.1 |
1,399.3 |
|