| 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 |
7,005.5 |
7,006.5 |
1.0 |
0.0% |
7,005.0 |
| High |
7,010.0 |
7,024.0 |
14.0 |
0.2% |
7,105.5 |
| Low |
6,971.0 |
6,996.5 |
25.5 |
0.4% |
7,003.0 |
| Close |
6,986.5 |
7,005.0 |
18.5 |
0.3% |
7,073.5 |
| Range |
39.0 |
27.5 |
-11.5 |
-29.5% |
102.5 |
| ATR |
76.4 |
73.7 |
-2.8 |
-3.6% |
0.0 |
| Volume |
33,115 |
48,768 |
15,653 |
47.3% |
248,421 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,091.0 |
7,075.5 |
7,020.1 |
|
| R3 |
7,063.5 |
7,048.0 |
7,012.6 |
|
| R2 |
7,036.0 |
7,036.0 |
7,010.0 |
|
| R1 |
7,020.5 |
7,020.5 |
7,007.5 |
7,014.5 |
| PP |
7,008.5 |
7,008.5 |
7,008.5 |
7,005.5 |
| S1 |
6,993.0 |
6,993.0 |
7,002.5 |
6,987.0 |
| S2 |
6,981.0 |
6,981.0 |
7,000.0 |
|
| S3 |
6,953.5 |
6,965.5 |
6,997.4 |
|
| S4 |
6,926.0 |
6,938.0 |
6,989.9 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,368.2 |
7,323.3 |
7,129.9 |
|
| R3 |
7,265.7 |
7,220.8 |
7,101.7 |
|
| R2 |
7,163.2 |
7,163.2 |
7,092.3 |
|
| R1 |
7,118.3 |
7,118.3 |
7,082.9 |
7,140.8 |
| PP |
7,060.7 |
7,060.7 |
7,060.7 |
7,071.9 |
| S1 |
7,015.8 |
7,015.8 |
7,064.1 |
7,038.3 |
| S2 |
6,958.2 |
6,958.2 |
7,054.7 |
|
| S3 |
6,855.7 |
6,913.3 |
7,045.3 |
|
| S4 |
6,753.2 |
6,810.8 |
7,017.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,102.0 |
6,915.0 |
187.0 |
2.7% |
59.3 |
0.8% |
48% |
False |
False |
46,456 |
| 10 |
7,105.5 |
6,915.0 |
190.5 |
2.7% |
60.3 |
0.9% |
47% |
False |
False |
72,803 |
| 20 |
7,105.5 |
6,748.0 |
357.5 |
5.1% |
65.0 |
0.9% |
72% |
False |
False |
45,871 |
| 40 |
7,105.5 |
6,630.0 |
475.5 |
6.8% |
79.3 |
1.1% |
79% |
False |
False |
23,328 |
| 60 |
7,105.5 |
6,250.0 |
855.5 |
12.2% |
76.3 |
1.1% |
88% |
False |
False |
15,761 |
| 80 |
7,105.5 |
6,085.0 |
1,020.5 |
14.6% |
80.8 |
1.2% |
90% |
False |
False |
12,414 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.7% |
79.8 |
1.1% |
92% |
False |
False |
9,979 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.7% |
79.2 |
1.1% |
92% |
False |
False |
8,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,140.9 |
|
2.618 |
7,096.0 |
|
1.618 |
7,068.5 |
|
1.000 |
7,051.5 |
|
0.618 |
7,041.0 |
|
HIGH |
7,024.0 |
|
0.618 |
7,013.5 |
|
0.500 |
7,010.3 |
|
0.382 |
7,007.0 |
|
LOW |
6,996.5 |
|
0.618 |
6,979.5 |
|
1.000 |
6,969.0 |
|
1.618 |
6,952.0 |
|
2.618 |
6,924.5 |
|
4.250 |
6,879.6 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,010.3 |
7,003.1 |
| PP |
7,008.5 |
7,001.2 |
| S1 |
7,006.8 |
6,999.3 |
|