| 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 |
11,572.74 |
11,585.30 |
12.56 |
0.1% |
11,491.30 |
| High |
11,625.00 |
11,594.38 |
-30.62 |
-0.3% |
11,580.84 |
| Low |
11,572.66 |
11,551.93 |
-20.73 |
-0.2% |
11,442.68 |
| Close |
11,585.38 |
11,569.71 |
-15.67 |
-0.1% |
11,573.49 |
| Range |
52.34 |
42.45 |
-9.89 |
-18.9% |
138.16 |
| ATR |
82.67 |
79.80 |
-2.87 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,699.36 |
11,676.98 |
11,593.06 |
|
| R3 |
11,656.91 |
11,634.53 |
11,581.38 |
|
| R2 |
11,614.46 |
11,614.46 |
11,577.49 |
|
| R1 |
11,592.08 |
11,592.08 |
11,573.60 |
11,582.05 |
| PP |
11,572.01 |
11,572.01 |
11,572.01 |
11,566.99 |
| S1 |
11,549.63 |
11,549.63 |
11,565.82 |
11,539.60 |
| S2 |
11,529.56 |
11,529.56 |
11,561.93 |
|
| S3 |
11,487.11 |
11,507.18 |
11,558.04 |
|
| S4 |
11,444.66 |
11,464.73 |
11,546.36 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,946.82 |
11,898.31 |
11,649.48 |
|
| R3 |
11,808.66 |
11,760.15 |
11,611.48 |
|
| R2 |
11,670.50 |
11,670.50 |
11,598.82 |
|
| R1 |
11,621.99 |
11,621.99 |
11,586.15 |
11,646.25 |
| PP |
11,532.34 |
11,532.34 |
11,532.34 |
11,544.46 |
| S1 |
11,483.83 |
11,483.83 |
11,560.83 |
11,508.09 |
| S2 |
11,394.18 |
11,394.18 |
11,548.16 |
|
| S3 |
11,256.02 |
11,345.67 |
11,535.50 |
|
| S4 |
11,117.86 |
11,207.51 |
11,497.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,625.00 |
11,518.44 |
106.56 |
0.9% |
47.55 |
0.4% |
48% |
False |
False |
|
| 10 |
11,625.00 |
11,421.30 |
203.70 |
1.8% |
56.76 |
0.5% |
73% |
False |
False |
|
| 20 |
11,625.00 |
11,255.85 |
369.15 |
3.2% |
66.34 |
0.6% |
85% |
False |
False |
|
| 40 |
11,625.00 |
10,929.28 |
695.72 |
6.0% |
101.80 |
0.9% |
92% |
False |
False |
|
| 60 |
11,625.00 |
10,892.76 |
732.24 |
6.3% |
106.75 |
0.9% |
92% |
False |
False |
|
| 80 |
11,625.00 |
10,335.69 |
1,289.31 |
11.1% |
109.50 |
0.9% |
96% |
False |
False |
|
| 100 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
117.87 |
1.0% |
97% |
False |
False |
|
| 120 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
122.77 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,774.79 |
|
2.618 |
11,705.51 |
|
1.618 |
11,663.06 |
|
1.000 |
11,636.83 |
|
0.618 |
11,620.61 |
|
HIGH |
11,594.38 |
|
0.618 |
11,578.16 |
|
0.500 |
11,573.16 |
|
0.382 |
11,568.15 |
|
LOW |
11,551.93 |
|
0.618 |
11,525.70 |
|
1.000 |
11,509.48 |
|
1.618 |
11,483.25 |
|
2.618 |
11,440.80 |
|
4.250 |
11,371.52 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,573.16 |
11,583.07 |
| PP |
11,572.01 |
11,578.62 |
| S1 |
11,570.86 |
11,574.16 |
|