| 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 |
2,830.0 |
2,834.0 |
4.0 |
0.1% |
2,823.0 |
| High |
2,849.0 |
2,844.0 |
-5.0 |
-0.2% |
2,882.0 |
| Low |
2,826.0 |
2,784.0 |
-42.0 |
-1.5% |
2,817.0 |
| Close |
2,838.0 |
2,794.0 |
-44.0 |
-1.6% |
2,862.0 |
| Range |
23.0 |
60.0 |
37.0 |
160.9% |
65.0 |
| ATR |
42.8 |
44.0 |
1.2 |
2.9% |
0.0 |
| Volume |
331,181 |
439,800 |
108,619 |
32.8% |
2,003,809 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,987.3 |
2,950.7 |
2,827.0 |
|
| R3 |
2,927.3 |
2,890.7 |
2,810.5 |
|
| R2 |
2,867.3 |
2,867.3 |
2,805.0 |
|
| R1 |
2,830.7 |
2,830.7 |
2,799.5 |
2,819.0 |
| PP |
2,807.3 |
2,807.3 |
2,807.3 |
2,801.5 |
| S1 |
2,770.7 |
2,770.7 |
2,788.5 |
2,759.0 |
| S2 |
2,747.3 |
2,747.3 |
2,783.0 |
|
| S3 |
2,687.3 |
2,710.7 |
2,777.5 |
|
| S4 |
2,627.3 |
2,650.7 |
2,761.0 |
|
|
| 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 |
2,876.0 |
2,784.0 |
92.0 |
3.3% |
41.0 |
1.5% |
11% |
False |
True |
325,751 |
| 10 |
2,882.0 |
2,784.0 |
98.0 |
3.5% |
37.4 |
1.3% |
10% |
False |
True |
527,674 |
| 20 |
2,882.0 |
2,701.0 |
181.0 |
6.5% |
39.0 |
1.4% |
51% |
False |
False |
450,767 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.6% |
45.9 |
1.6% |
61% |
False |
False |
243,829 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
44.5 |
1.6% |
57% |
False |
False |
166,272 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
45.5 |
1.6% |
57% |
False |
False |
125,985 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
44.8 |
1.6% |
68% |
False |
False |
100,929 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
44.2 |
1.6% |
68% |
False |
False |
84,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.0 |
|
2.618 |
3,001.1 |
|
1.618 |
2,941.1 |
|
1.000 |
2,904.0 |
|
0.618 |
2,881.1 |
|
HIGH |
2,844.0 |
|
0.618 |
2,821.1 |
|
0.500 |
2,814.0 |
|
0.382 |
2,806.9 |
|
LOW |
2,784.0 |
|
0.618 |
2,746.9 |
|
1.000 |
2,724.0 |
|
1.618 |
2,686.9 |
|
2.618 |
2,626.9 |
|
4.250 |
2,529.0 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.0 |
2,816.5 |
| PP |
2,807.3 |
2,809.0 |
| S1 |
2,800.7 |
2,801.5 |
|