| 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 |
11,585.30 |
11,569.33 |
-15.97 |
-0.1% |
11,572.81 |
| High |
11,594.38 |
11,597.41 |
3.03 |
0.0% |
11,625.00 |
| Low |
11,551.93 |
11,530.32 |
-21.61 |
-0.2% |
11,518.44 |
| Close |
11,569.71 |
11,577.51 |
7.80 |
0.1% |
11,577.51 |
| Range |
42.45 |
67.09 |
24.64 |
58.0% |
106.56 |
| ATR |
79.80 |
78.89 |
-0.91 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,769.68 |
11,740.69 |
11,614.41 |
|
| R3 |
11,702.59 |
11,673.60 |
11,595.96 |
|
| R2 |
11,635.50 |
11,635.50 |
11,589.81 |
|
| R1 |
11,606.51 |
11,606.51 |
11,583.66 |
11,621.01 |
| PP |
11,568.41 |
11,568.41 |
11,568.41 |
11,575.66 |
| S1 |
11,539.42 |
11,539.42 |
11,571.36 |
11,553.92 |
| S2 |
11,501.32 |
11,501.32 |
11,565.21 |
|
| S3 |
11,434.23 |
11,472.33 |
11,559.06 |
|
| S4 |
11,367.14 |
11,405.24 |
11,540.61 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,893.33 |
11,841.98 |
11,636.12 |
|
| R3 |
11,786.77 |
11,735.42 |
11,606.81 |
|
| R2 |
11,680.21 |
11,680.21 |
11,597.05 |
|
| R1 |
11,628.86 |
11,628.86 |
11,587.28 |
11,654.54 |
| PP |
11,573.65 |
11,573.65 |
11,573.65 |
11,586.49 |
| S1 |
11,522.30 |
11,522.30 |
11,567.74 |
11,547.98 |
| S2 |
11,467.09 |
11,467.09 |
11,557.97 |
|
| S3 |
11,360.53 |
11,415.74 |
11,548.21 |
|
| S4 |
11,253.97 |
11,309.18 |
11,518.90 |
|
|
| 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% |
53.32 |
0.5% |
55% |
False |
False |
|
| 10 |
11,625.00 |
11,442.68 |
182.32 |
1.6% |
54.12 |
0.5% |
74% |
False |
False |
|
| 20 |
11,625.00 |
11,318.82 |
306.18 |
2.6% |
63.80 |
0.6% |
84% |
False |
False |
|
| 40 |
11,625.00 |
10,929.28 |
695.72 |
6.0% |
100.25 |
0.9% |
93% |
False |
False |
|
| 60 |
11,625.00 |
10,892.76 |
732.24 |
6.3% |
106.94 |
0.9% |
94% |
False |
False |
|
| 80 |
11,625.00 |
10,386.63 |
1,238.37 |
10.7% |
109.21 |
0.9% |
96% |
False |
False |
|
| 100 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
117.05 |
1.0% |
97% |
False |
False |
|
| 120 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
121.75 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,882.54 |
|
2.618 |
11,773.05 |
|
1.618 |
11,705.96 |
|
1.000 |
11,664.50 |
|
0.618 |
11,638.87 |
|
HIGH |
11,597.41 |
|
0.618 |
11,571.78 |
|
0.500 |
11,563.87 |
|
0.382 |
11,555.95 |
|
LOW |
11,530.32 |
|
0.618 |
11,488.86 |
|
1.000 |
11,463.23 |
|
1.618 |
11,421.77 |
|
2.618 |
11,354.68 |
|
4.250 |
11,245.19 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,572.96 |
11,577.66 |
| PP |
11,568.41 |
11,577.61 |
| S1 |
11,563.87 |
11,577.56 |
|