| 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 |
1,390.9 |
1,381.4 |
-9.5 |
-0.7% |
1,383.0 |
| High |
1,392.5 |
1,389.9 |
-2.6 |
-0.2% |
1,395.9 |
| Low |
1,377.0 |
1,378.1 |
1.1 |
0.1% |
1,377.0 |
| Close |
1,384.7 |
1,387.2 |
2.5 |
0.2% |
1,384.7 |
| Range |
15.5 |
11.8 |
-3.7 |
-23.9% |
18.9 |
| ATR |
18.8 |
18.3 |
-0.5 |
-2.7% |
0.0 |
| Volume |
1,772 |
1,263 |
-509 |
-28.7% |
6,283 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.5 |
1,415.6 |
1,393.7 |
|
| R3 |
1,408.7 |
1,403.8 |
1,390.4 |
|
| R2 |
1,396.9 |
1,396.9 |
1,389.4 |
|
| R1 |
1,392.0 |
1,392.0 |
1,388.3 |
1,394.5 |
| PP |
1,385.1 |
1,385.1 |
1,385.1 |
1,386.3 |
| S1 |
1,380.2 |
1,380.2 |
1,386.1 |
1,382.7 |
| S2 |
1,373.3 |
1,373.3 |
1,385.0 |
|
| S3 |
1,361.5 |
1,368.4 |
1,384.0 |
|
| S4 |
1,349.7 |
1,356.6 |
1,380.7 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,442.6 |
1,432.5 |
1,395.1 |
|
| R3 |
1,423.7 |
1,413.6 |
1,389.9 |
|
| R2 |
1,404.8 |
1,404.8 |
1,388.2 |
|
| R1 |
1,394.7 |
1,394.7 |
1,386.4 |
1,399.8 |
| PP |
1,385.9 |
1,385.9 |
1,385.9 |
1,388.4 |
| S1 |
1,375.8 |
1,375.8 |
1,383.0 |
1,380.9 |
| S2 |
1,367.0 |
1,367.0 |
1,381.2 |
|
| S3 |
1,348.1 |
1,356.9 |
1,379.5 |
|
| S4 |
1,329.2 |
1,338.0 |
1,374.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,395.9 |
1,377.0 |
18.9 |
1.4% |
10.8 |
0.8% |
54% |
False |
False |
1,509 |
| 10 |
1,413.1 |
1,366.7 |
46.4 |
3.3% |
14.4 |
1.0% |
44% |
False |
False |
2,017 |
| 20 |
1,436.7 |
1,358.9 |
77.8 |
5.6% |
18.2 |
1.3% |
36% |
False |
False |
2,473 |
| 40 |
1,436.7 |
1,332.8 |
103.9 |
7.5% |
21.1 |
1.5% |
52% |
False |
False |
2,689 |
| 60 |
1,436.7 |
1,314.7 |
122.0 |
8.8% |
20.2 |
1.5% |
59% |
False |
False |
2,306 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.4% |
16.7 |
1.2% |
73% |
False |
False |
1,857 |
| 100 |
1,436.7 |
1,198.3 |
238.4 |
17.2% |
14.1 |
1.0% |
79% |
False |
False |
1,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,440.1 |
|
2.618 |
1,420.8 |
|
1.618 |
1,409.0 |
|
1.000 |
1,401.7 |
|
0.618 |
1,397.2 |
|
HIGH |
1,389.9 |
|
0.618 |
1,385.4 |
|
0.500 |
1,384.0 |
|
0.382 |
1,382.6 |
|
LOW |
1,378.1 |
|
0.618 |
1,370.8 |
|
1.000 |
1,366.3 |
|
1.618 |
1,359.0 |
|
2.618 |
1,347.2 |
|
4.250 |
1,328.0 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.1 |
1,386.9 |
| PP |
1,385.1 |
1,386.6 |
| S1 |
1,384.0 |
1,386.4 |
|