| 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 |
1,391.2 |
1,411.1 |
19.9 |
1.4% |
1,383.0 |
| High |
1,411.7 |
1,418.6 |
6.9 |
0.5% |
1,395.9 |
| Low |
1,390.8 |
1,406.5 |
15.7 |
1.1% |
1,377.0 |
| Close |
1,410.1 |
1,417.9 |
7.8 |
0.6% |
1,384.7 |
| Range |
20.9 |
12.1 |
-8.8 |
-42.1% |
18.9 |
| ATR |
18.8 |
18.3 |
-0.5 |
-2.5% |
0.0 |
| Volume |
241 |
1,674 |
1,433 |
594.6% |
6,283 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.6 |
1,446.4 |
1,424.6 |
|
| R3 |
1,438.5 |
1,434.3 |
1,421.2 |
|
| R2 |
1,426.4 |
1,426.4 |
1,420.1 |
|
| R1 |
1,422.2 |
1,422.2 |
1,419.0 |
1,424.3 |
| PP |
1,414.3 |
1,414.3 |
1,414.3 |
1,415.4 |
| S1 |
1,410.1 |
1,410.1 |
1,416.8 |
1,412.2 |
| S2 |
1,402.2 |
1,402.2 |
1,415.7 |
|
| S3 |
1,390.1 |
1,398.0 |
1,414.6 |
|
| S4 |
1,378.0 |
1,385.9 |
1,411.2 |
|
|
| 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 |
1,418.6 |
1,377.0 |
41.6 |
2.9% |
13.6 |
1.0% |
98% |
True |
False |
1,139 |
| 10 |
1,418.6 |
1,366.7 |
51.9 |
3.7% |
14.4 |
1.0% |
99% |
True |
False |
1,740 |
| 20 |
1,436.7 |
1,366.7 |
70.0 |
4.9% |
17.8 |
1.3% |
73% |
False |
False |
2,145 |
| 40 |
1,436.7 |
1,332.8 |
103.9 |
7.3% |
21.0 |
1.5% |
82% |
False |
False |
2,649 |
| 60 |
1,436.7 |
1,320.7 |
116.0 |
8.2% |
20.5 |
1.4% |
84% |
False |
False |
2,322 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.1% |
17.2 |
1.2% |
90% |
False |
False |
1,866 |
| 100 |
1,436.7 |
1,198.3 |
238.4 |
16.8% |
14.4 |
1.0% |
92% |
False |
False |
1,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.0 |
|
2.618 |
1,450.3 |
|
1.618 |
1,438.2 |
|
1.000 |
1,430.7 |
|
0.618 |
1,426.1 |
|
HIGH |
1,418.6 |
|
0.618 |
1,414.0 |
|
0.500 |
1,412.6 |
|
0.382 |
1,411.1 |
|
LOW |
1,406.5 |
|
0.618 |
1,399.0 |
|
1.000 |
1,394.4 |
|
1.618 |
1,386.9 |
|
2.618 |
1,374.8 |
|
4.250 |
1,355.1 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,416.1 |
1,411.4 |
| PP |
1,414.3 |
1,404.9 |
| S1 |
1,412.6 |
1,398.4 |
|