| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,388.7 |
1,379.2 |
-9.5 |
-0.7% |
1,381.2 |
| High |
1,390.7 |
1,388.7 |
-2.0 |
-0.1% |
1,395.0 |
| Low |
1,374.8 |
1,375.0 |
0.2 |
0.0% |
1,374.8 |
| Close |
1,382.6 |
1,385.1 |
2.5 |
0.2% |
1,382.6 |
| Range |
15.9 |
13.7 |
-2.2 |
-13.8% |
20.2 |
| ATR |
19.3 |
18.9 |
-0.4 |
-2.1% |
0.0 |
| Volume |
1,482 |
1,613 |
131 |
8.8% |
7,636 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.0 |
1,418.3 |
1,392.6 |
|
| R3 |
1,410.3 |
1,404.6 |
1,388.9 |
|
| R2 |
1,396.6 |
1,396.6 |
1,387.6 |
|
| R1 |
1,390.9 |
1,390.9 |
1,386.4 |
1,393.8 |
| PP |
1,382.9 |
1,382.9 |
1,382.9 |
1,384.4 |
| S1 |
1,377.2 |
1,377.2 |
1,383.8 |
1,380.1 |
| S2 |
1,369.2 |
1,369.2 |
1,382.6 |
|
| S3 |
1,355.5 |
1,363.5 |
1,381.3 |
|
| S4 |
1,341.8 |
1,349.8 |
1,377.6 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,444.7 |
1,433.9 |
1,393.7 |
|
| R3 |
1,424.5 |
1,413.7 |
1,388.2 |
|
| R2 |
1,404.3 |
1,404.3 |
1,386.3 |
|
| R1 |
1,393.5 |
1,393.5 |
1,384.5 |
1,398.9 |
| PP |
1,384.1 |
1,384.1 |
1,384.1 |
1,386.9 |
| S1 |
1,373.3 |
1,373.3 |
1,380.7 |
1,378.7 |
| S2 |
1,363.9 |
1,363.9 |
1,378.9 |
|
| S3 |
1,343.7 |
1,353.1 |
1,377.0 |
|
| S4 |
1,323.5 |
1,332.9 |
1,371.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,395.0 |
1,374.8 |
20.2 |
1.5% |
12.1 |
0.9% |
51% |
False |
False |
1,849 |
| 10 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
15.3 |
1.1% |
45% |
False |
False |
4,058 |
| 20 |
1,434.1 |
1,357.1 |
77.0 |
5.6% |
18.5 |
1.3% |
36% |
False |
False |
4,374 |
| 40 |
1,434.1 |
1,330.0 |
104.1 |
7.5% |
21.5 |
1.5% |
53% |
False |
False |
3,752 |
| 60 |
1,434.1 |
1,317.0 |
117.1 |
8.5% |
20.5 |
1.5% |
58% |
False |
False |
3,127 |
| 80 |
1,434.1 |
1,242.6 |
191.5 |
13.8% |
17.3 |
1.3% |
74% |
False |
False |
2,468 |
| 100 |
1,434.1 |
1,199.0 |
235.1 |
17.0% |
14.8 |
1.1% |
79% |
False |
False |
2,037 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.6% |
13.4 |
1.0% |
82% |
False |
False |
1,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.9 |
|
2.618 |
1,424.6 |
|
1.618 |
1,410.9 |
|
1.000 |
1,402.4 |
|
0.618 |
1,397.2 |
|
HIGH |
1,388.7 |
|
0.618 |
1,383.5 |
|
0.500 |
1,381.9 |
|
0.382 |
1,380.2 |
|
LOW |
1,375.0 |
|
0.618 |
1,366.5 |
|
1.000 |
1,361.3 |
|
1.618 |
1,352.8 |
|
2.618 |
1,339.1 |
|
4.250 |
1,316.8 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,384.0 |
1,384.8 |
| PP |
1,382.9 |
1,384.5 |
| S1 |
1,381.9 |
1,384.2 |
|