| 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 |
2,227.25 |
2,229.25 |
2.00 |
0.1% |
2,216.00 |
| High |
2,234.00 |
2,237.00 |
3.00 |
0.1% |
2,239.00 |
| Low |
2,207.25 |
2,221.25 |
14.00 |
0.6% |
2,205.50 |
| Close |
2,230.00 |
2,225.50 |
-4.50 |
-0.2% |
2,230.50 |
| Range |
26.75 |
15.75 |
-11.00 |
-41.1% |
33.50 |
| ATR |
24.80 |
24.15 |
-0.65 |
-2.6% |
0.00 |
| Volume |
87,905 |
80,279 |
-7,626 |
-8.7% |
453,186 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,275.25 |
2,266.00 |
2,234.25 |
|
| R3 |
2,259.50 |
2,250.25 |
2,229.75 |
|
| R2 |
2,243.75 |
2,243.75 |
2,228.50 |
|
| R1 |
2,234.50 |
2,234.50 |
2,227.00 |
2,231.25 |
| PP |
2,228.00 |
2,228.00 |
2,228.00 |
2,226.25 |
| S1 |
2,218.75 |
2,218.75 |
2,224.00 |
2,215.50 |
| S2 |
2,212.25 |
2,212.25 |
2,222.50 |
|
| S3 |
2,196.50 |
2,203.00 |
2,221.25 |
|
| S4 |
2,180.75 |
2,187.25 |
2,216.75 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.50 |
2,311.50 |
2,249.00 |
|
| R3 |
2,292.00 |
2,278.00 |
2,239.75 |
|
| R2 |
2,258.50 |
2,258.50 |
2,236.75 |
|
| R1 |
2,244.50 |
2,244.50 |
2,233.50 |
2,251.50 |
| PP |
2,225.00 |
2,225.00 |
2,225.00 |
2,228.50 |
| S1 |
2,211.00 |
2,211.00 |
2,227.50 |
2,218.00 |
| S2 |
2,191.50 |
2,191.50 |
2,224.25 |
|
| S3 |
2,158.00 |
2,177.50 |
2,221.25 |
|
| S4 |
2,124.50 |
2,144.00 |
2,212.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,239.00 |
2,207.25 |
31.75 |
1.4% |
16.75 |
0.8% |
57% |
False |
False |
89,802 |
| 10 |
2,239.00 |
2,196.00 |
43.00 |
1.9% |
19.25 |
0.9% |
69% |
False |
False |
159,991 |
| 20 |
2,239.00 |
2,107.75 |
131.25 |
5.9% |
24.00 |
1.1% |
90% |
False |
False |
111,584 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.0% |
28.00 |
1.3% |
91% |
False |
False |
55,913 |
| 60 |
2,239.00 |
1,958.50 |
280.50 |
12.6% |
28.75 |
1.3% |
95% |
False |
False |
37,340 |
| 80 |
2,239.00 |
1,851.00 |
388.00 |
17.4% |
27.25 |
1.2% |
97% |
False |
False |
28,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.00 |
|
2.618 |
2,278.25 |
|
1.618 |
2,262.50 |
|
1.000 |
2,252.75 |
|
0.618 |
2,246.75 |
|
HIGH |
2,237.00 |
|
0.618 |
2,231.00 |
|
0.500 |
2,229.00 |
|
0.382 |
2,227.25 |
|
LOW |
2,221.25 |
|
0.618 |
2,211.50 |
|
1.000 |
2,205.50 |
|
1.618 |
2,195.75 |
|
2.618 |
2,180.00 |
|
4.250 |
2,154.25 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,229.00 |
2,224.75 |
| PP |
2,228.00 |
2,224.00 |
| S1 |
2,226.75 |
2,223.00 |
|