| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,385.8 |
1,407.5 |
21.7 |
1.6% |
1,381.2 |
| High |
1,409.6 |
1,416.8 |
7.2 |
0.5% |
1,395.0 |
| Low |
1,385.8 |
1,403.7 |
17.9 |
1.3% |
1,374.8 |
| Close |
1,407.9 |
1,415.7 |
7.8 |
0.6% |
1,382.6 |
| Range |
23.8 |
13.1 |
-10.7 |
-45.0% |
20.2 |
| ATR |
19.3 |
18.8 |
-0.4 |
-2.3% |
0.0 |
| Volume |
1,366 |
8,071 |
6,705 |
490.8% |
7,636 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,451.4 |
1,446.6 |
1,422.9 |
|
| R3 |
1,438.3 |
1,433.5 |
1,419.3 |
|
| R2 |
1,425.2 |
1,425.2 |
1,418.1 |
|
| R1 |
1,420.4 |
1,420.4 |
1,416.9 |
1,422.8 |
| PP |
1,412.1 |
1,412.1 |
1,412.1 |
1,413.3 |
| S1 |
1,407.3 |
1,407.3 |
1,414.5 |
1,409.7 |
| S2 |
1,399.0 |
1,399.0 |
1,413.3 |
|
| S3 |
1,385.9 |
1,394.2 |
1,412.1 |
|
| S4 |
1,372.8 |
1,381.1 |
1,408.5 |
|
|
| 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 |
1,416.8 |
1,374.8 |
42.0 |
3.0% |
14.9 |
1.0% |
97% |
True |
False |
2,792 |
| 10 |
1,416.8 |
1,364.7 |
52.1 |
3.7% |
15.5 |
1.1% |
98% |
True |
False |
4,170 |
| 20 |
1,434.1 |
1,364.7 |
69.4 |
4.9% |
18.2 |
1.3% |
73% |
False |
False |
3,819 |
| 40 |
1,434.1 |
1,330.0 |
104.1 |
7.4% |
21.5 |
1.5% |
82% |
False |
False |
3,932 |
| 60 |
1,434.1 |
1,317.0 |
117.1 |
8.3% |
20.9 |
1.5% |
84% |
False |
False |
3,270 |
| 80 |
1,434.1 |
1,246.8 |
187.3 |
13.2% |
17.6 |
1.2% |
90% |
False |
False |
2,566 |
| 100 |
1,434.1 |
1,199.0 |
235.1 |
16.6% |
15.1 |
1.1% |
92% |
False |
False |
2,124 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.1% |
13.6 |
1.0% |
93% |
False |
False |
1,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.5 |
|
2.618 |
1,451.1 |
|
1.618 |
1,438.0 |
|
1.000 |
1,429.9 |
|
0.618 |
1,424.9 |
|
HIGH |
1,416.8 |
|
0.618 |
1,411.8 |
|
0.500 |
1,410.3 |
|
0.382 |
1,408.7 |
|
LOW |
1,403.7 |
|
0.618 |
1,395.6 |
|
1.000 |
1,390.6 |
|
1.618 |
1,382.5 |
|
2.618 |
1,369.4 |
|
4.250 |
1,348.0 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.9 |
1,409.1 |
| PP |
1,412.1 |
1,402.5 |
| S1 |
1,410.3 |
1,395.9 |
|