| 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 |
2,228.50 |
2,225.25 |
-3.25 |
-0.1% |
2,227.25 |
| High |
2,232.75 |
2,229.00 |
-3.75 |
-0.2% |
2,237.00 |
| Low |
2,221.50 |
2,207.50 |
-14.00 |
-0.6% |
2,207.25 |
| Close |
2,224.50 |
2,216.00 |
-8.50 |
-0.4% |
2,216.00 |
| Range |
11.25 |
21.50 |
10.25 |
91.1% |
29.75 |
| ATR |
22.39 |
22.33 |
-0.06 |
-0.3% |
0.00 |
| Volume |
85,956 |
100,071 |
14,115 |
16.4% |
418,820 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.00 |
2,270.50 |
2,227.75 |
|
| R3 |
2,260.50 |
2,249.00 |
2,222.00 |
|
| R2 |
2,239.00 |
2,239.00 |
2,220.00 |
|
| R1 |
2,227.50 |
2,227.50 |
2,218.00 |
2,222.50 |
| PP |
2,217.50 |
2,217.50 |
2,217.50 |
2,215.00 |
| S1 |
2,206.00 |
2,206.00 |
2,214.00 |
2,201.00 |
| S2 |
2,196.00 |
2,196.00 |
2,212.00 |
|
| S3 |
2,174.50 |
2,184.50 |
2,210.00 |
|
| S4 |
2,153.00 |
2,163.00 |
2,204.25 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.25 |
2,292.50 |
2,232.25 |
|
| R3 |
2,279.50 |
2,262.75 |
2,224.25 |
|
| R2 |
2,249.75 |
2,249.75 |
2,221.50 |
|
| R1 |
2,233.00 |
2,233.00 |
2,218.75 |
2,226.50 |
| PP |
2,220.00 |
2,220.00 |
2,220.00 |
2,217.00 |
| S1 |
2,203.25 |
2,203.25 |
2,213.25 |
2,196.75 |
| S2 |
2,190.25 |
2,190.25 |
2,210.50 |
|
| S3 |
2,160.50 |
2,173.50 |
2,207.75 |
|
| S4 |
2,130.75 |
2,143.75 |
2,199.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,237.00 |
2,207.25 |
29.75 |
1.3% |
17.25 |
0.8% |
29% |
False |
False |
83,764 |
| 10 |
2,239.00 |
2,205.50 |
33.50 |
1.5% |
16.75 |
0.8% |
31% |
False |
False |
103,039 |
| 20 |
2,239.00 |
2,166.50 |
72.50 |
3.3% |
19.50 |
0.9% |
68% |
False |
False |
123,967 |
| 40 |
2,239.00 |
2,082.25 |
156.75 |
7.1% |
27.00 |
1.2% |
85% |
False |
False |
62,161 |
| 60 |
2,239.00 |
1,983.25 |
255.75 |
11.5% |
27.75 |
1.2% |
91% |
False |
False |
41,512 |
| 80 |
2,239.00 |
1,880.75 |
358.25 |
16.2% |
27.25 |
1.2% |
94% |
False |
False |
31,161 |
| 100 |
2,239.00 |
1,744.25 |
494.75 |
22.3% |
24.25 |
1.1% |
95% |
False |
False |
24,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.50 |
|
2.618 |
2,285.25 |
|
1.618 |
2,263.75 |
|
1.000 |
2,250.50 |
|
0.618 |
2,242.25 |
|
HIGH |
2,229.00 |
|
0.618 |
2,220.75 |
|
0.500 |
2,218.25 |
|
0.382 |
2,215.75 |
|
LOW |
2,207.50 |
|
0.618 |
2,194.25 |
|
1.000 |
2,186.00 |
|
1.618 |
2,172.75 |
|
2.618 |
2,151.25 |
|
4.250 |
2,116.00 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,218.25 |
2,221.50 |
| PP |
2,217.50 |
2,219.75 |
| S1 |
2,216.75 |
2,218.00 |
|