| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,836.0 |
-30.0 |
-1.0% |
2,823.0 |
| High |
2,866.0 |
2,839.0 |
-27.0 |
-0.9% |
2,882.0 |
| Low |
2,791.0 |
2,817.0 |
26.0 |
0.9% |
2,817.0 |
| Close |
2,826.0 |
2,822.0 |
-4.0 |
-0.1% |
2,862.0 |
| Range |
75.0 |
22.0 |
-53.0 |
-70.7% |
65.0 |
| ATR |
45.7 |
44.0 |
-1.7 |
-3.7% |
0.0 |
| Volume |
322,946 |
200,913 |
-122,033 |
-37.8% |
2,003,809 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.0 |
2,879.0 |
2,834.1 |
|
| R3 |
2,870.0 |
2,857.0 |
2,828.1 |
|
| R2 |
2,848.0 |
2,848.0 |
2,826.0 |
|
| R1 |
2,835.0 |
2,835.0 |
2,824.0 |
2,830.5 |
| PP |
2,826.0 |
2,826.0 |
2,826.0 |
2,823.8 |
| S1 |
2,813.0 |
2,813.0 |
2,820.0 |
2,808.5 |
| S2 |
2,804.0 |
2,804.0 |
2,818.0 |
|
| S3 |
2,782.0 |
2,791.0 |
2,816.0 |
|
| S4 |
2,760.0 |
2,769.0 |
2,809.9 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.7 |
3,020.3 |
2,897.8 |
|
| R3 |
2,983.7 |
2,955.3 |
2,879.9 |
|
| R2 |
2,918.7 |
2,918.7 |
2,873.9 |
|
| R1 |
2,890.3 |
2,890.3 |
2,868.0 |
2,904.5 |
| PP |
2,853.7 |
2,853.7 |
2,853.7 |
2,860.8 |
| S1 |
2,825.3 |
2,825.3 |
2,856.0 |
2,839.5 |
| S2 |
2,788.7 |
2,788.7 |
2,850.1 |
|
| S3 |
2,723.7 |
2,760.3 |
2,844.1 |
|
| S4 |
2,658.7 |
2,695.3 |
2,826.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,882.0 |
2,791.0 |
91.0 |
3.2% |
34.0 |
1.2% |
34% |
False |
False |
373,667 |
| 10 |
2,882.0 |
2,791.0 |
91.0 |
3.2% |
34.4 |
1.2% |
34% |
False |
False |
674,616 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.9% |
41.0 |
1.5% |
76% |
False |
False |
426,993 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.5% |
46.0 |
1.6% |
72% |
False |
False |
224,587 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.0 |
1.6% |
67% |
False |
False |
153,426 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.4 |
1.6% |
67% |
False |
False |
116,394 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.7 |
1.6% |
75% |
False |
False |
93,228 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.0 |
1.6% |
75% |
False |
False |
77,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,932.5 |
|
2.618 |
2,896.6 |
|
1.618 |
2,874.6 |
|
1.000 |
2,861.0 |
|
0.618 |
2,852.6 |
|
HIGH |
2,839.0 |
|
0.618 |
2,830.6 |
|
0.500 |
2,828.0 |
|
0.382 |
2,825.4 |
|
LOW |
2,817.0 |
|
0.618 |
2,803.4 |
|
1.000 |
2,795.0 |
|
1.618 |
2,781.4 |
|
2.618 |
2,759.4 |
|
4.250 |
2,723.5 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,828.0 |
2,833.5 |
| PP |
2,826.0 |
2,829.7 |
| S1 |
2,824.0 |
2,825.8 |
|