| 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 |
1,411.1 |
1,417.2 |
6.1 |
0.4% |
1,383.0 |
| High |
1,418.6 |
1,419.5 |
0.9 |
0.1% |
1,395.9 |
| Low |
1,406.5 |
1,408.0 |
1.5 |
0.1% |
1,377.0 |
| Close |
1,417.9 |
1,410.2 |
-7.7 |
-0.5% |
1,384.7 |
| Range |
12.1 |
11.5 |
-0.6 |
-5.0% |
18.9 |
| ATR |
18.3 |
17.8 |
-0.5 |
-2.7% |
0.0 |
| Volume |
1,674 |
1,277 |
-397 |
-23.7% |
6,283 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,447.1 |
1,440.1 |
1,416.5 |
|
| R3 |
1,435.6 |
1,428.6 |
1,413.4 |
|
| R2 |
1,424.1 |
1,424.1 |
1,412.3 |
|
| R1 |
1,417.1 |
1,417.1 |
1,411.3 |
1,414.9 |
| PP |
1,412.6 |
1,412.6 |
1,412.6 |
1,411.4 |
| S1 |
1,405.6 |
1,405.6 |
1,409.1 |
1,403.4 |
| S2 |
1,401.1 |
1,401.1 |
1,408.1 |
|
| S3 |
1,389.6 |
1,394.1 |
1,407.0 |
|
| S4 |
1,378.1 |
1,382.6 |
1,403.9 |
|
|
| 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 |
1,419.5 |
1,377.0 |
42.5 |
3.0% |
14.4 |
1.0% |
78% |
True |
False |
1,245 |
| 10 |
1,419.5 |
1,366.7 |
52.8 |
3.7% |
13.6 |
1.0% |
82% |
True |
False |
1,713 |
| 20 |
1,436.7 |
1,366.7 |
70.0 |
5.0% |
17.6 |
1.2% |
62% |
False |
False |
2,043 |
| 40 |
1,436.7 |
1,332.8 |
103.9 |
7.4% |
21.1 |
1.5% |
74% |
False |
False |
2,661 |
| 60 |
1,436.7 |
1,323.0 |
113.7 |
8.1% |
20.2 |
1.4% |
77% |
False |
False |
2,325 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.2% |
17.3 |
1.2% |
86% |
False |
False |
1,882 |
| 100 |
1,436.7 |
1,198.3 |
238.4 |
16.9% |
14.4 |
1.0% |
89% |
False |
False |
1,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,468.4 |
|
2.618 |
1,449.6 |
|
1.618 |
1,438.1 |
|
1.000 |
1,431.0 |
|
0.618 |
1,426.6 |
|
HIGH |
1,419.5 |
|
0.618 |
1,415.1 |
|
0.500 |
1,413.8 |
|
0.382 |
1,412.4 |
|
LOW |
1,408.0 |
|
0.618 |
1,400.9 |
|
1.000 |
1,396.5 |
|
1.618 |
1,389.4 |
|
2.618 |
1,377.9 |
|
4.250 |
1,359.1 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,413.8 |
1,408.5 |
| PP |
1,412.6 |
1,406.8 |
| S1 |
1,411.4 |
1,405.2 |
|