| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,411 |
11,424 |
13 |
0.1% |
11,363 |
| High |
11,479 |
11,514 |
35 |
0.3% |
11,448 |
| Low |
11,381 |
11,412 |
31 |
0.3% |
11,285 |
| Close |
11,429 |
11,484 |
55 |
0.5% |
11,408 |
| Range |
98 |
102 |
4 |
4.1% |
163 |
| ATR |
134 |
132 |
-2 |
-1.7% |
0 |
| Volume |
35,093 |
25,521 |
-9,572 |
-27.3% |
431,350 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,776 |
11,732 |
11,540 |
|
| R3 |
11,674 |
11,630 |
11,512 |
|
| R2 |
11,572 |
11,572 |
11,503 |
|
| R1 |
11,528 |
11,528 |
11,493 |
11,550 |
| PP |
11,470 |
11,470 |
11,470 |
11,481 |
| S1 |
11,426 |
11,426 |
11,475 |
11,448 |
| S2 |
11,368 |
11,368 |
11,465 |
|
| S3 |
11,266 |
11,324 |
11,456 |
|
| S4 |
11,164 |
11,222 |
11,428 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,869 |
11,802 |
11,498 |
|
| R3 |
11,706 |
11,639 |
11,453 |
|
| R2 |
11,543 |
11,543 |
11,438 |
|
| R1 |
11,476 |
11,476 |
11,423 |
11,510 |
| PP |
11,380 |
11,380 |
11,380 |
11,397 |
| S1 |
11,313 |
11,313 |
11,393 |
11,347 |
| S2 |
11,217 |
11,217 |
11,378 |
|
| S3 |
11,054 |
11,150 |
11,363 |
|
| S4 |
10,891 |
10,987 |
11,318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,514 |
11,285 |
229 |
2.0% |
96 |
0.8% |
87% |
True |
False |
57,847 |
| 10 |
11,514 |
10,971 |
543 |
4.7% |
124 |
1.1% |
94% |
True |
False |
84,439 |
| 20 |
11,514 |
10,916 |
598 |
5.2% |
144 |
1.3% |
95% |
True |
False |
100,296 |
| 40 |
11,514 |
10,861 |
653 |
5.7% |
139 |
1.2% |
95% |
True |
False |
112,125 |
| 60 |
11,514 |
10,573 |
941 |
8.2% |
139 |
1.2% |
97% |
True |
False |
118,794 |
| 80 |
11,514 |
9,844 |
1,670 |
14.5% |
140 |
1.2% |
98% |
True |
False |
100,850 |
| 100 |
11,514 |
9,844 |
1,670 |
14.5% |
142 |
1.2% |
98% |
True |
False |
80,698 |
| 120 |
11,514 |
9,452 |
2,062 |
18.0% |
150 |
1.3% |
99% |
True |
False |
67,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,948 |
|
2.618 |
11,781 |
|
1.618 |
11,679 |
|
1.000 |
11,616 |
|
0.618 |
11,577 |
|
HIGH |
11,514 |
|
0.618 |
11,475 |
|
0.500 |
11,463 |
|
0.382 |
11,451 |
|
LOW |
11,412 |
|
0.618 |
11,349 |
|
1.000 |
11,310 |
|
1.618 |
11,247 |
|
2.618 |
11,145 |
|
4.250 |
10,979 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,477 |
11,467 |
| PP |
11,470 |
11,450 |
| S1 |
11,463 |
11,433 |
|