| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,351 |
11,364 |
13 |
0.1% |
11,055 |
| High |
11,385 |
11,442 |
57 |
0.5% |
11,399 |
| Low |
11,285 |
11,328 |
43 |
0.4% |
10,916 |
| Close |
11,368 |
11,362 |
-6 |
-0.1% |
11,364 |
| Range |
100 |
114 |
14 |
14.0% |
483 |
| ATR |
145 |
143 |
-2 |
-1.5% |
0 |
| Volume |
110,089 |
84,413 |
-25,676 |
-23.3% |
632,070 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,719 |
11,655 |
11,425 |
|
| R3 |
11,605 |
11,541 |
11,393 |
|
| R2 |
11,491 |
11,491 |
11,383 |
|
| R1 |
11,427 |
11,427 |
11,373 |
11,402 |
| PP |
11,377 |
11,377 |
11,377 |
11,365 |
| S1 |
11,313 |
11,313 |
11,352 |
11,288 |
| S2 |
11,263 |
11,263 |
11,341 |
|
| S3 |
11,149 |
11,199 |
11,331 |
|
| S4 |
11,035 |
11,085 |
11,299 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675 |
12,503 |
11,630 |
|
| R3 |
12,192 |
12,020 |
11,497 |
|
| R2 |
11,709 |
11,709 |
11,453 |
|
| R1 |
11,537 |
11,537 |
11,408 |
11,623 |
| PP |
11,226 |
11,226 |
11,226 |
11,270 |
| S1 |
11,054 |
11,054 |
11,320 |
11,140 |
| S2 |
10,743 |
10,743 |
11,276 |
|
| S3 |
10,260 |
10,571 |
11,231 |
|
| S4 |
9,777 |
10,088 |
11,098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,448 |
11,285 |
163 |
1.4% |
104 |
0.9% |
47% |
False |
False |
97,376 |
| 10 |
11,448 |
10,916 |
532 |
4.7% |
146 |
1.3% |
84% |
False |
False |
108,991 |
| 20 |
11,448 |
10,916 |
532 |
4.7% |
150 |
1.3% |
84% |
False |
False |
114,492 |
| 40 |
11,448 |
10,861 |
587 |
5.2% |
143 |
1.3% |
85% |
False |
False |
119,298 |
| 60 |
11,448 |
10,452 |
996 |
8.8% |
142 |
1.2% |
91% |
False |
False |
123,679 |
| 80 |
11,448 |
9,844 |
1,604 |
14.1% |
143 |
1.3% |
95% |
False |
False |
99,671 |
| 100 |
11,448 |
9,844 |
1,604 |
14.1% |
146 |
1.3% |
95% |
False |
False |
79,753 |
| 120 |
11,448 |
9,452 |
1,996 |
17.6% |
153 |
1.3% |
96% |
False |
False |
66,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,927 |
|
2.618 |
11,741 |
|
1.618 |
11,627 |
|
1.000 |
11,556 |
|
0.618 |
11,513 |
|
HIGH |
11,442 |
|
0.618 |
11,399 |
|
0.500 |
11,385 |
|
0.382 |
11,372 |
|
LOW |
11,328 |
|
0.618 |
11,258 |
|
1.000 |
11,214 |
|
1.618 |
11,144 |
|
2.618 |
11,030 |
|
4.250 |
10,844 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,385 |
11,367 |
| PP |
11,377 |
11,365 |
| S1 |
11,370 |
11,364 |
|