| 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 |
7,010.0 |
7,010.0 |
0.0 |
0.0% |
7,080.5 |
| High |
7,023.0 |
7,023.0 |
0.0 |
0.0% |
7,083.5 |
| Low |
6,910.0 |
6,910.0 |
0.0 |
0.0% |
6,910.0 |
| Close |
6,927.0 |
6,927.0 |
0.0 |
0.0% |
6,927.0 |
| Range |
113.0 |
113.0 |
0.0 |
0.0% |
173.5 |
| ATR |
76.5 |
79.1 |
2.6 |
3.4% |
0.0 |
| Volume |
45,468 |
45,468 |
0 |
0.0% |
234,251 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,292.3 |
7,222.7 |
6,989.2 |
|
| R3 |
7,179.3 |
7,109.7 |
6,958.1 |
|
| R2 |
7,066.3 |
7,066.3 |
6,947.7 |
|
| R1 |
6,996.7 |
6,996.7 |
6,937.4 |
6,975.0 |
| PP |
6,953.3 |
6,953.3 |
6,953.3 |
6,942.5 |
| S1 |
6,883.7 |
6,883.7 |
6,916.6 |
6,862.0 |
| S2 |
6,840.3 |
6,840.3 |
6,906.3 |
|
| S3 |
6,727.3 |
6,770.7 |
6,895.9 |
|
| S4 |
6,614.3 |
6,657.7 |
6,864.9 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,494.0 |
7,384.0 |
7,022.4 |
|
| R3 |
7,320.5 |
7,210.5 |
6,974.7 |
|
| R2 |
7,147.0 |
7,147.0 |
6,958.8 |
|
| R1 |
7,037.0 |
7,037.0 |
6,942.9 |
7,005.3 |
| PP |
6,973.5 |
6,973.5 |
6,973.5 |
6,957.6 |
| S1 |
6,863.5 |
6,863.5 |
6,911.1 |
6,831.8 |
| S2 |
6,800.0 |
6,800.0 |
6,895.2 |
|
| S3 |
6,626.5 |
6,690.0 |
6,879.3 |
|
| S4 |
6,453.0 |
6,516.5 |
6,831.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,083.5 |
6,910.0 |
173.5 |
2.5% |
92.2 |
1.3% |
10% |
False |
True |
46,850 |
| 10 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
71.7 |
1.0% |
9% |
False |
True |
59,406 |
| 20 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
62.5 |
0.9% |
9% |
False |
True |
50,296 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
80.9 |
1.2% |
61% |
False |
False |
25,584 |
| 60 |
7,105.5 |
6,250.0 |
855.5 |
12.4% |
77.9 |
1.1% |
79% |
False |
False |
17,267 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
14.0% |
81.0 |
1.2% |
82% |
False |
False |
13,511 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
80.6 |
1.2% |
86% |
False |
False |
10,887 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
79.9 |
1.2% |
86% |
False |
False |
9,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,503.3 |
|
2.618 |
7,318.8 |
|
1.618 |
7,205.8 |
|
1.000 |
7,136.0 |
|
0.618 |
7,092.8 |
|
HIGH |
7,023.0 |
|
0.618 |
6,979.8 |
|
0.500 |
6,966.5 |
|
0.382 |
6,953.2 |
|
LOW |
6,910.0 |
|
0.618 |
6,840.2 |
|
1.000 |
6,797.0 |
|
1.618 |
6,727.2 |
|
2.618 |
6,614.2 |
|
4.250 |
6,429.8 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,966.5 |
6,967.0 |
| PP |
6,953.3 |
6,953.7 |
| S1 |
6,940.2 |
6,940.3 |
|