| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,412.2 |
1,405.0 |
-7.2 |
-0.5% |
1,378.9 |
| High |
1,415.4 |
1,422.0 |
6.6 |
0.5% |
1,422.0 |
| Low |
1,403.5 |
1,404.6 |
1.1 |
0.1% |
1,372.7 |
| Close |
1,405.9 |
1,421.4 |
15.5 |
1.1% |
1,421.4 |
| Range |
11.9 |
17.4 |
5.5 |
46.2% |
49.3 |
| ATR |
19.0 |
18.9 |
-0.1 |
-0.6% |
0.0 |
| Volume |
57,138 |
42,345 |
-14,793 |
-25.9% |
342,602 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.2 |
1,462.2 |
1,431.0 |
|
| R3 |
1,450.8 |
1,444.8 |
1,426.2 |
|
| R2 |
1,433.4 |
1,433.4 |
1,424.6 |
|
| R1 |
1,427.4 |
1,427.4 |
1,423.0 |
1,430.4 |
| PP |
1,416.0 |
1,416.0 |
1,416.0 |
1,417.5 |
| S1 |
1,410.0 |
1,410.0 |
1,419.8 |
1,413.0 |
| S2 |
1,398.6 |
1,398.6 |
1,418.2 |
|
| S3 |
1,381.2 |
1,392.6 |
1,416.6 |
|
| S4 |
1,363.8 |
1,375.2 |
1,411.8 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,553.3 |
1,536.6 |
1,448.5 |
|
| R3 |
1,504.0 |
1,487.3 |
1,435.0 |
|
| R2 |
1,454.7 |
1,454.7 |
1,430.4 |
|
| R1 |
1,438.0 |
1,438.0 |
1,425.9 |
1,446.4 |
| PP |
1,405.4 |
1,405.4 |
1,405.4 |
1,409.5 |
| S1 |
1,388.7 |
1,388.7 |
1,416.9 |
1,397.1 |
| S2 |
1,356.1 |
1,356.1 |
1,412.4 |
|
| S3 |
1,306.8 |
1,339.4 |
1,407.8 |
|
| S4 |
1,257.5 |
1,290.1 |
1,394.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,422.0 |
1,372.7 |
49.3 |
3.5% |
16.3 |
1.1% |
99% |
True |
False |
68,520 |
| 10 |
1,422.0 |
1,365.4 |
56.6 |
4.0% |
14.4 |
1.0% |
99% |
True |
False |
73,439 |
| 20 |
1,432.5 |
1,361.6 |
70.9 |
5.0% |
18.8 |
1.3% |
84% |
False |
False |
109,486 |
| 40 |
1,432.5 |
1,331.1 |
101.4 |
7.1% |
22.1 |
1.6% |
89% |
False |
False |
82,880 |
| 60 |
1,432.5 |
1,317.4 |
115.1 |
8.1% |
22.2 |
1.6% |
90% |
False |
False |
57,137 |
| 80 |
1,432.5 |
1,240.0 |
192.5 |
13.5% |
19.8 |
1.4% |
94% |
False |
False |
43,368 |
| 100 |
1,432.5 |
1,196.4 |
236.1 |
16.6% |
18.0 |
1.3% |
95% |
False |
False |
34,885 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.0% |
16.8 |
1.2% |
96% |
False |
False |
29,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.0 |
|
2.618 |
1,467.6 |
|
1.618 |
1,450.2 |
|
1.000 |
1,439.4 |
|
0.618 |
1,432.8 |
|
HIGH |
1,422.0 |
|
0.618 |
1,415.4 |
|
0.500 |
1,413.3 |
|
0.382 |
1,411.2 |
|
LOW |
1,404.6 |
|
0.618 |
1,393.8 |
|
1.000 |
1,387.2 |
|
1.618 |
1,376.4 |
|
2.618 |
1,359.0 |
|
4.250 |
1,330.7 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,418.7 |
1,418.2 |
| PP |
1,416.0 |
1,415.0 |
| S1 |
1,413.3 |
1,411.8 |
|