| 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 |
1,381.4 |
1,391.2 |
9.8 |
0.7% |
1,383.0 |
| High |
1,389.9 |
1,411.7 |
21.8 |
1.6% |
1,395.9 |
| Low |
1,378.1 |
1,390.8 |
12.7 |
0.9% |
1,377.0 |
| Close |
1,387.2 |
1,410.1 |
22.9 |
1.7% |
1,384.7 |
| Range |
11.8 |
20.9 |
9.1 |
77.1% |
18.9 |
| ATR |
18.3 |
18.8 |
0.4 |
2.4% |
0.0 |
| Volume |
1,263 |
241 |
-1,022 |
-80.9% |
6,283 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.9 |
1,459.4 |
1,421.6 |
|
| R3 |
1,446.0 |
1,438.5 |
1,415.8 |
|
| R2 |
1,425.1 |
1,425.1 |
1,413.9 |
|
| R1 |
1,417.6 |
1,417.6 |
1,412.0 |
1,421.4 |
| PP |
1,404.2 |
1,404.2 |
1,404.2 |
1,406.1 |
| S1 |
1,396.7 |
1,396.7 |
1,408.2 |
1,400.5 |
| S2 |
1,383.3 |
1,383.3 |
1,406.3 |
|
| S3 |
1,362.4 |
1,375.8 |
1,404.4 |
|
| S4 |
1,341.5 |
1,354.9 |
1,398.6 |
|
|
| 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 |
1,411.7 |
1,377.0 |
34.7 |
2.5% |
13.0 |
0.9% |
95% |
True |
False |
1,281 |
| 10 |
1,413.1 |
1,366.7 |
46.4 |
3.3% |
14.7 |
1.0% |
94% |
False |
False |
1,826 |
| 20 |
1,436.7 |
1,366.7 |
70.0 |
5.0% |
18.5 |
1.3% |
62% |
False |
False |
2,298 |
| 40 |
1,436.7 |
1,332.8 |
103.9 |
7.4% |
21.1 |
1.5% |
74% |
False |
False |
2,659 |
| 60 |
1,436.7 |
1,319.1 |
117.6 |
8.3% |
20.4 |
1.4% |
77% |
False |
False |
2,304 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.2% |
17.0 |
1.2% |
86% |
False |
False |
1,845 |
| 100 |
1,436.7 |
1,198.3 |
238.4 |
16.9% |
14.2 |
1.0% |
89% |
False |
False |
1,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,500.5 |
|
2.618 |
1,466.4 |
|
1.618 |
1,445.5 |
|
1.000 |
1,432.6 |
|
0.618 |
1,424.6 |
|
HIGH |
1,411.7 |
|
0.618 |
1,403.7 |
|
0.500 |
1,401.3 |
|
0.382 |
1,398.8 |
|
LOW |
1,390.8 |
|
0.618 |
1,377.9 |
|
1.000 |
1,369.9 |
|
1.618 |
1,357.0 |
|
2.618 |
1,336.1 |
|
4.250 |
1,302.0 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.2 |
1,404.9 |
| PP |
1,404.2 |
1,399.6 |
| S1 |
1,401.3 |
1,394.4 |
|