| 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 |
11,429.24 |
11,475.64 |
46.40 |
0.4% |
11,381.33 |
| High |
11,514.08 |
11,519.04 |
4.96 |
0.0% |
11,450.89 |
| Low |
11,428.94 |
11,445.67 |
16.73 |
0.1% |
11,327.49 |
| Close |
11,476.54 |
11,457.47 |
-19.07 |
-0.2% |
11,410.32 |
| Range |
85.14 |
73.37 |
-11.77 |
-13.8% |
123.40 |
| ATR |
110.09 |
107.47 |
-2.62 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,694.17 |
11,649.19 |
11,497.82 |
|
| R3 |
11,620.80 |
11,575.82 |
11,477.65 |
|
| R2 |
11,547.43 |
11,547.43 |
11,470.92 |
|
| R1 |
11,502.45 |
11,502.45 |
11,464.20 |
11,488.26 |
| PP |
11,474.06 |
11,474.06 |
11,474.06 |
11,466.96 |
| S1 |
11,429.08 |
11,429.08 |
11,450.74 |
11,414.89 |
| S2 |
11,400.69 |
11,400.69 |
11,444.02 |
|
| S3 |
11,327.32 |
11,355.71 |
11,437.29 |
|
| S4 |
11,253.95 |
11,282.34 |
11,417.12 |
|
|
| 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 |
11,519.04 |
11,331.50 |
187.54 |
1.6% |
74.21 |
0.6% |
67% |
True |
False |
|
| 10 |
11,519.04 |
11,255.85 |
263.19 |
2.3% |
75.92 |
0.7% |
77% |
True |
False |
|
| 20 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
112.22 |
1.0% |
90% |
True |
False |
|
| 40 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
117.56 |
1.0% |
90% |
True |
False |
|
| 60 |
11,519.04 |
10,640.92 |
878.12 |
7.7% |
119.89 |
1.0% |
93% |
True |
False |
|
| 80 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
121.77 |
1.1% |
96% |
True |
False |
|
| 100 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
124.11 |
1.1% |
96% |
True |
False |
|
| 120 |
11,519.04 |
9,614.32 |
1,904.72 |
16.6% |
132.01 |
1.2% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,830.86 |
|
2.618 |
11,711.12 |
|
1.618 |
11,637.75 |
|
1.000 |
11,592.41 |
|
0.618 |
11,564.38 |
|
HIGH |
11,519.04 |
|
0.618 |
11,491.01 |
|
0.500 |
11,482.36 |
|
0.382 |
11,473.70 |
|
LOW |
11,445.67 |
|
0.618 |
11,400.33 |
|
1.000 |
11,372.30 |
|
1.618 |
11,326.96 |
|
2.618 |
11,253.59 |
|
4.250 |
11,133.85 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,482.36 |
11,462.19 |
| PP |
11,474.06 |
11,460.61 |
| S1 |
11,465.77 |
11,459.04 |
|