| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,830.0 |
-6.0 |
-0.2% |
2,823.0 |
| High |
2,839.0 |
2,849.0 |
10.0 |
0.4% |
2,882.0 |
| Low |
2,817.0 |
2,826.0 |
9.0 |
0.3% |
2,817.0 |
| Close |
2,822.0 |
2,838.0 |
16.0 |
0.6% |
2,862.0 |
| Range |
22.0 |
23.0 |
1.0 |
4.5% |
65.0 |
| ATR |
44.0 |
42.8 |
-1.2 |
-2.8% |
0.0 |
| Volume |
200,913 |
331,181 |
130,268 |
64.8% |
2,003,809 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.7 |
2,895.3 |
2,850.7 |
|
| R3 |
2,883.7 |
2,872.3 |
2,844.3 |
|
| R2 |
2,860.7 |
2,860.7 |
2,842.2 |
|
| R1 |
2,849.3 |
2,849.3 |
2,840.1 |
2,855.0 |
| PP |
2,837.7 |
2,837.7 |
2,837.7 |
2,840.5 |
| S1 |
2,826.3 |
2,826.3 |
2,835.9 |
2,832.0 |
| S2 |
2,814.7 |
2,814.7 |
2,833.8 |
|
| S3 |
2,791.7 |
2,803.3 |
2,831.7 |
|
| S4 |
2,768.7 |
2,780.3 |
2,825.4 |
|
|
| 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% |
32.4 |
1.1% |
52% |
False |
False |
326,868 |
| 10 |
2,882.0 |
2,791.0 |
91.0 |
3.2% |
34.0 |
1.2% |
52% |
False |
False |
608,806 |
| 20 |
2,882.0 |
2,659.0 |
223.0 |
7.9% |
39.7 |
1.4% |
80% |
False |
False |
429,258 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.4% |
45.7 |
1.6% |
78% |
False |
False |
232,860 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
43.9 |
1.5% |
73% |
False |
False |
158,943 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
45.4 |
1.6% |
73% |
False |
False |
120,509 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.6 |
1.6% |
80% |
False |
False |
96,539 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.0 |
1.6% |
80% |
False |
False |
80,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,946.8 |
|
2.618 |
2,909.2 |
|
1.618 |
2,886.2 |
|
1.000 |
2,872.0 |
|
0.618 |
2,863.2 |
|
HIGH |
2,849.0 |
|
0.618 |
2,840.2 |
|
0.500 |
2,837.5 |
|
0.382 |
2,834.8 |
|
LOW |
2,826.0 |
|
0.618 |
2,811.8 |
|
1.000 |
2,803.0 |
|
1.618 |
2,788.8 |
|
2.618 |
2,765.8 |
|
4.250 |
2,728.3 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.8 |
2,834.8 |
| PP |
2,837.7 |
2,831.7 |
| S1 |
2,837.5 |
2,828.5 |
|