| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,370.44 |
11,406.16 |
35.72 |
0.3% |
11,381.33 |
| High |
11,413.69 |
11,480.03 |
66.34 |
0.6% |
11,450.89 |
| Low |
11,357.72 |
11,405.33 |
47.61 |
0.4% |
11,327.49 |
| Close |
11,410.32 |
11,428.56 |
18.24 |
0.2% |
11,410.32 |
| Range |
55.97 |
74.70 |
18.73 |
33.5% |
123.40 |
| ATR |
114.85 |
111.98 |
-2.87 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,662.07 |
11,620.02 |
11,469.65 |
|
| R3 |
11,587.37 |
11,545.32 |
11,449.10 |
|
| R2 |
11,512.67 |
11,512.67 |
11,442.26 |
|
| R1 |
11,470.62 |
11,470.62 |
11,435.41 |
11,491.65 |
| PP |
11,437.97 |
11,437.97 |
11,437.97 |
11,448.49 |
| S1 |
11,395.92 |
11,395.92 |
11,421.71 |
11,416.95 |
| S2 |
11,363.27 |
11,363.27 |
11,414.87 |
|
| S3 |
11,288.57 |
11,321.22 |
11,408.02 |
|
| S4 |
11,213.87 |
11,246.52 |
11,387.48 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,766.43 |
11,711.78 |
11,478.19 |
|
| R3 |
11,643.03 |
11,588.38 |
11,444.26 |
|
| R2 |
11,519.63 |
11,519.63 |
11,432.94 |
|
| R1 |
11,464.98 |
11,464.98 |
11,421.63 |
11,492.31 |
| PP |
11,396.23 |
11,396.23 |
11,396.23 |
11,409.90 |
| S1 |
11,341.58 |
11,341.58 |
11,399.01 |
11,368.91 |
| S2 |
11,272.83 |
11,272.83 |
11,387.70 |
|
| S3 |
11,149.43 |
11,218.18 |
11,376.39 |
|
| S4 |
11,026.03 |
11,094.78 |
11,342.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,480.03 |
11,327.49 |
152.54 |
1.3% |
74.18 |
0.6% |
66% |
True |
False |
|
| 10 |
11,480.03 |
10,942.98 |
537.05 |
4.7% |
98.93 |
0.9% |
90% |
True |
False |
|
| 20 |
11,480.03 |
10,929.28 |
550.75 |
4.8% |
119.67 |
1.0% |
91% |
True |
False |
|
| 40 |
11,480.03 |
10,917.62 |
562.41 |
4.9% |
121.76 |
1.1% |
91% |
True |
False |
|
| 60 |
11,480.03 |
10,608.08 |
871.95 |
7.6% |
121.94 |
1.1% |
94% |
True |
False |
|
| 80 |
11,480.03 |
9,936.62 |
1,543.41 |
13.5% |
123.01 |
1.1% |
97% |
True |
False |
|
| 100 |
11,480.03 |
9,936.62 |
1,543.41 |
13.5% |
125.20 |
1.1% |
97% |
True |
False |
|
| 120 |
11,480.03 |
9,614.32 |
1,865.71 |
16.3% |
133.12 |
1.2% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,797.51 |
|
2.618 |
11,675.59 |
|
1.618 |
11,600.89 |
|
1.000 |
11,554.73 |
|
0.618 |
11,526.19 |
|
HIGH |
11,480.03 |
|
0.618 |
11,451.49 |
|
0.500 |
11,442.68 |
|
0.382 |
11,433.87 |
|
LOW |
11,405.33 |
|
0.618 |
11,359.17 |
|
1.000 |
11,330.63 |
|
1.618 |
11,284.47 |
|
2.618 |
11,209.77 |
|
4.250 |
11,087.86 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,442.68 |
11,420.96 |
| PP |
11,437.97 |
11,413.36 |
| S1 |
11,433.27 |
11,405.77 |
|