| 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 |
11,530 |
11,518 |
-12 |
-0.1% |
11,499 |
| High |
11,546 |
11,558 |
12 |
0.1% |
11,564 |
| Low |
11,491 |
11,467 |
-24 |
-0.2% |
11,453 |
| Close |
11,522 |
11,513 |
-9 |
-0.1% |
11,513 |
| Range |
55 |
91 |
36 |
65.5% |
111 |
| ATR |
94 |
94 |
0 |
-0.3% |
0 |
| Volume |
38,494 |
30,888 |
-7,606 |
-19.8% |
166,008 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,786 |
11,740 |
11,563 |
|
| R3 |
11,695 |
11,649 |
11,538 |
|
| R2 |
11,604 |
11,604 |
11,530 |
|
| R1 |
11,558 |
11,558 |
11,521 |
11,536 |
| PP |
11,513 |
11,513 |
11,513 |
11,501 |
| S1 |
11,467 |
11,467 |
11,505 |
11,445 |
| S2 |
11,422 |
11,422 |
11,496 |
|
| S3 |
11,331 |
11,376 |
11,488 |
|
| S4 |
11,240 |
11,285 |
11,463 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,843 |
11,789 |
11,574 |
|
| R3 |
11,732 |
11,678 |
11,544 |
|
| R2 |
11,621 |
11,621 |
11,533 |
|
| R1 |
11,567 |
11,567 |
11,523 |
11,594 |
| PP |
11,510 |
11,510 |
11,510 |
11,524 |
| S1 |
11,456 |
11,456 |
11,503 |
11,483 |
| S2 |
11,399 |
11,399 |
11,493 |
|
| S3 |
11,288 |
11,345 |
11,483 |
|
| S4 |
11,177 |
11,234 |
11,452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,564 |
11,453 |
111 |
1.0% |
66 |
0.6% |
54% |
False |
False |
33,201 |
| 10 |
11,564 |
11,378 |
186 |
1.6% |
66 |
0.6% |
73% |
False |
False |
42,846 |
| 20 |
11,564 |
11,216 |
348 |
3.0% |
82 |
0.7% |
85% |
False |
False |
48,959 |
| 40 |
11,564 |
10,855 |
709 |
6.2% |
113 |
1.0% |
93% |
False |
False |
24,519 |
| 60 |
11,564 |
10,754 |
810 |
7.0% |
119 |
1.0% |
94% |
False |
False |
16,367 |
| 80 |
11,564 |
10,263 |
1,301 |
11.3% |
117 |
1.0% |
96% |
False |
False |
12,287 |
| 100 |
11,564 |
9,790 |
1,774 |
15.4% |
103 |
0.9% |
97% |
False |
False |
9,830 |
| 120 |
11,564 |
9,790 |
1,774 |
15.4% |
88 |
0.8% |
97% |
False |
False |
8,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,945 |
|
2.618 |
11,796 |
|
1.618 |
11,705 |
|
1.000 |
11,649 |
|
0.618 |
11,614 |
|
HIGH |
11,558 |
|
0.618 |
11,523 |
|
0.500 |
11,513 |
|
0.382 |
11,502 |
|
LOW |
11,467 |
|
0.618 |
11,411 |
|
1.000 |
11,376 |
|
1.618 |
11,320 |
|
2.618 |
11,229 |
|
4.250 |
11,080 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,513 |
11,516 |
| PP |
11,513 |
11,515 |
| S1 |
11,513 |
11,514 |
|