| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,424 |
11,480 |
56 |
0.5% |
11,363 |
| High |
11,514 |
11,520 |
6 |
0.1% |
11,448 |
| Low |
11,412 |
11,430 |
18 |
0.2% |
11,285 |
| Close |
11,484 |
11,478 |
-6 |
-0.1% |
11,408 |
| Range |
102 |
90 |
-12 |
-11.8% |
163 |
| ATR |
132 |
129 |
-3 |
-2.3% |
0 |
| Volume |
25,521 |
22,624 |
-2,897 |
-11.4% |
431,350 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,746 |
11,702 |
11,528 |
|
| R3 |
11,656 |
11,612 |
11,503 |
|
| R2 |
11,566 |
11,566 |
11,495 |
|
| R1 |
11,522 |
11,522 |
11,486 |
11,499 |
| PP |
11,476 |
11,476 |
11,476 |
11,465 |
| S1 |
11,432 |
11,432 |
11,470 |
11,409 |
| S2 |
11,386 |
11,386 |
11,462 |
|
| S3 |
11,296 |
11,342 |
11,453 |
|
| S4 |
11,206 |
11,252 |
11,429 |
|
|
| 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 |
11,520 |
11,328 |
192 |
1.7% |
94 |
0.8% |
78% |
True |
False |
40,354 |
| 10 |
11,520 |
11,211 |
309 |
2.7% |
103 |
0.9% |
86% |
True |
False |
71,738 |
| 20 |
11,520 |
10,916 |
604 |
5.3% |
138 |
1.2% |
93% |
True |
False |
92,953 |
| 40 |
11,520 |
10,903 |
617 |
5.4% |
136 |
1.2% |
93% |
True |
False |
107,677 |
| 60 |
11,520 |
10,573 |
947 |
8.3% |
138 |
1.2% |
96% |
True |
False |
116,824 |
| 80 |
11,520 |
9,844 |
1,676 |
14.6% |
140 |
1.2% |
97% |
True |
False |
101,131 |
| 100 |
11,520 |
9,844 |
1,676 |
14.6% |
141 |
1.2% |
97% |
True |
False |
80,924 |
| 120 |
11,520 |
9,452 |
2,068 |
18.0% |
150 |
1.3% |
98% |
True |
False |
67,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,903 |
|
2.618 |
11,756 |
|
1.618 |
11,666 |
|
1.000 |
11,610 |
|
0.618 |
11,576 |
|
HIGH |
11,520 |
|
0.618 |
11,486 |
|
0.500 |
11,475 |
|
0.382 |
11,465 |
|
LOW |
11,430 |
|
0.618 |
11,375 |
|
1.000 |
11,340 |
|
1.618 |
11,285 |
|
2.618 |
11,195 |
|
4.250 |
11,048 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,477 |
11,469 |
| PP |
11,476 |
11,460 |
| S1 |
11,475 |
11,451 |
|