| 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 |
1,379.2 |
1,385.8 |
6.6 |
0.5% |
1,381.2 |
| High |
1,388.7 |
1,409.6 |
20.9 |
1.5% |
1,395.0 |
| Low |
1,375.0 |
1,385.8 |
10.8 |
0.8% |
1,374.8 |
| Close |
1,385.1 |
1,407.9 |
22.8 |
1.6% |
1,382.6 |
| Range |
13.7 |
23.8 |
10.1 |
73.7% |
20.2 |
| ATR |
18.9 |
19.3 |
0.4 |
2.1% |
0.0 |
| Volume |
1,613 |
1,366 |
-247 |
-15.3% |
7,636 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,472.5 |
1,464.0 |
1,421.0 |
|
| R3 |
1,448.7 |
1,440.2 |
1,414.4 |
|
| R2 |
1,424.9 |
1,424.9 |
1,412.3 |
|
| R1 |
1,416.4 |
1,416.4 |
1,410.1 |
1,420.7 |
| PP |
1,401.1 |
1,401.1 |
1,401.1 |
1,403.2 |
| S1 |
1,392.6 |
1,392.6 |
1,405.7 |
1,396.9 |
| S2 |
1,377.3 |
1,377.3 |
1,403.5 |
|
| S3 |
1,353.5 |
1,368.8 |
1,401.4 |
|
| S4 |
1,329.7 |
1,345.0 |
1,394.8 |
|
|
| 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 |
1,409.6 |
1,374.8 |
34.8 |
2.5% |
14.5 |
1.0% |
95% |
True |
False |
1,772 |
| 10 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
15.7 |
1.1% |
94% |
False |
False |
3,715 |
| 20 |
1,434.1 |
1,364.7 |
69.4 |
4.9% |
18.9 |
1.3% |
62% |
False |
False |
3,873 |
| 40 |
1,434.1 |
1,330.0 |
104.1 |
7.4% |
21.5 |
1.5% |
75% |
False |
False |
3,759 |
| 60 |
1,434.1 |
1,317.0 |
117.1 |
8.3% |
20.8 |
1.5% |
78% |
False |
False |
3,144 |
| 80 |
1,434.1 |
1,242.6 |
191.5 |
13.6% |
17.6 |
1.3% |
86% |
False |
False |
2,468 |
| 100 |
1,434.1 |
1,199.0 |
235.1 |
16.7% |
15.0 |
1.1% |
89% |
False |
False |
2,045 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.2% |
13.5 |
1.0% |
90% |
False |
False |
1,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.8 |
|
2.618 |
1,471.9 |
|
1.618 |
1,448.1 |
|
1.000 |
1,433.4 |
|
0.618 |
1,424.3 |
|
HIGH |
1,409.6 |
|
0.618 |
1,400.5 |
|
0.500 |
1,397.7 |
|
0.382 |
1,394.9 |
|
LOW |
1,385.8 |
|
0.618 |
1,371.1 |
|
1.000 |
1,362.0 |
|
1.618 |
1,347.3 |
|
2.618 |
1,323.5 |
|
4.250 |
1,284.7 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,404.5 |
1,402.7 |
| PP |
1,401.1 |
1,397.4 |
| S1 |
1,397.7 |
1,392.2 |
|