| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,407.5 |
1,414.6 |
7.1 |
0.5% |
1,381.2 |
| High |
1,416.8 |
1,417.5 |
0.7 |
0.0% |
1,395.0 |
| Low |
1,403.7 |
1,405.7 |
2.0 |
0.1% |
1,374.8 |
| Close |
1,415.7 |
1,408.1 |
-7.6 |
-0.5% |
1,382.6 |
| Range |
13.1 |
11.8 |
-1.3 |
-9.9% |
20.2 |
| ATR |
18.8 |
18.3 |
-0.5 |
-2.7% |
0.0 |
| Volume |
8,071 |
3,277 |
-4,794 |
-59.4% |
7,636 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.8 |
1,438.8 |
1,414.6 |
|
| R3 |
1,434.0 |
1,427.0 |
1,411.3 |
|
| R2 |
1,422.2 |
1,422.2 |
1,410.3 |
|
| R1 |
1,415.2 |
1,415.2 |
1,409.2 |
1,412.8 |
| PP |
1,410.4 |
1,410.4 |
1,410.4 |
1,409.3 |
| S1 |
1,403.4 |
1,403.4 |
1,407.0 |
1,401.0 |
| S2 |
1,398.6 |
1,398.6 |
1,405.9 |
|
| S3 |
1,386.8 |
1,391.6 |
1,404.9 |
|
| S4 |
1,375.0 |
1,379.8 |
1,401.6 |
|
|
| 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 |
1,417.5 |
1,374.8 |
42.7 |
3.0% |
15.7 |
1.1% |
78% |
True |
False |
3,161 |
| 10 |
1,417.5 |
1,364.7 |
52.8 |
3.7% |
14.8 |
1.0% |
82% |
True |
False |
4,296 |
| 20 |
1,434.1 |
1,364.7 |
69.4 |
4.9% |
18.1 |
1.3% |
63% |
False |
False |
3,793 |
| 40 |
1,434.1 |
1,330.0 |
104.1 |
7.4% |
21.6 |
1.5% |
75% |
False |
False |
3,992 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.2% |
20.6 |
1.5% |
77% |
False |
False |
3,315 |
| 80 |
1,434.1 |
1,246.8 |
187.3 |
13.3% |
17.8 |
1.3% |
86% |
False |
False |
2,605 |
| 100 |
1,434.1 |
1,199.0 |
235.1 |
16.7% |
15.2 |
1.1% |
89% |
False |
False |
2,140 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.2% |
13.7 |
1.0% |
90% |
False |
False |
1,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.7 |
|
2.618 |
1,448.4 |
|
1.618 |
1,436.6 |
|
1.000 |
1,429.3 |
|
0.618 |
1,424.8 |
|
HIGH |
1,417.5 |
|
0.618 |
1,413.0 |
|
0.500 |
1,411.6 |
|
0.382 |
1,410.2 |
|
LOW |
1,405.7 |
|
0.618 |
1,398.4 |
|
1.000 |
1,393.9 |
|
1.618 |
1,386.6 |
|
2.618 |
1,374.8 |
|
4.250 |
1,355.6 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,411.6 |
1,406.0 |
| PP |
1,410.4 |
1,403.8 |
| S1 |
1,409.3 |
1,401.7 |
|