| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,417.2 |
1,410.3 |
-6.9 |
-0.5% |
1,381.4 |
| High |
1,419.5 |
1,426.3 |
6.8 |
0.5% |
1,426.3 |
| Low |
1,408.0 |
1,410.3 |
2.3 |
0.2% |
1,378.1 |
| Close |
1,410.2 |
1,425.7 |
15.5 |
1.1% |
1,425.7 |
| Range |
11.5 |
16.0 |
4.5 |
39.1% |
48.2 |
| ATR |
17.8 |
17.7 |
-0.1 |
-0.7% |
0.0 |
| Volume |
1,277 |
1,065 |
-212 |
-16.6% |
5,520 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.8 |
1,463.2 |
1,434.5 |
|
| R3 |
1,452.8 |
1,447.2 |
1,430.1 |
|
| R2 |
1,436.8 |
1,436.8 |
1,428.6 |
|
| R1 |
1,431.2 |
1,431.2 |
1,427.2 |
1,434.0 |
| PP |
1,420.8 |
1,420.8 |
1,420.8 |
1,422.2 |
| S1 |
1,415.2 |
1,415.2 |
1,424.2 |
1,418.0 |
| S2 |
1,404.8 |
1,404.8 |
1,422.8 |
|
| S3 |
1,388.8 |
1,399.2 |
1,421.3 |
|
| S4 |
1,372.8 |
1,383.2 |
1,416.9 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.6 |
1,538.4 |
1,452.2 |
|
| R3 |
1,506.4 |
1,490.2 |
1,439.0 |
|
| R2 |
1,458.2 |
1,458.2 |
1,434.5 |
|
| R1 |
1,442.0 |
1,442.0 |
1,430.1 |
1,450.1 |
| PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,414.1 |
| S1 |
1,393.8 |
1,393.8 |
1,421.3 |
1,401.9 |
| S2 |
1,361.8 |
1,361.8 |
1,416.9 |
|
| S3 |
1,313.6 |
1,345.6 |
1,412.4 |
|
| S4 |
1,265.4 |
1,297.4 |
1,399.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.3 |
1,378.1 |
48.2 |
3.4% |
14.5 |
1.0% |
99% |
True |
False |
1,104 |
| 10 |
1,426.3 |
1,369.9 |
56.4 |
4.0% |
12.8 |
0.9% |
99% |
True |
False |
1,374 |
| 20 |
1,436.7 |
1,366.7 |
70.0 |
4.9% |
17.6 |
1.2% |
84% |
False |
False |
1,969 |
| 40 |
1,436.7 |
1,334.9 |
101.8 |
7.1% |
20.6 |
1.4% |
89% |
False |
False |
2,608 |
| 60 |
1,436.7 |
1,323.0 |
113.7 |
8.0% |
20.3 |
1.4% |
90% |
False |
False |
2,331 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.0% |
17.5 |
1.2% |
94% |
False |
False |
1,893 |
| 100 |
1,436.7 |
1,203.2 |
233.5 |
16.4% |
14.4 |
1.0% |
95% |
False |
False |
1,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.3 |
|
2.618 |
1,468.2 |
|
1.618 |
1,452.2 |
|
1.000 |
1,442.3 |
|
0.618 |
1,436.2 |
|
HIGH |
1,426.3 |
|
0.618 |
1,420.2 |
|
0.500 |
1,418.3 |
|
0.382 |
1,416.4 |
|
LOW |
1,410.3 |
|
0.618 |
1,400.4 |
|
1.000 |
1,394.3 |
|
1.618 |
1,384.4 |
|
2.618 |
1,368.4 |
|
4.250 |
1,342.3 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.2 |
1,422.6 |
| PP |
1,420.8 |
1,419.5 |
| S1 |
1,418.3 |
1,416.4 |
|