| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,475.64 |
11,458.00 |
-17.64 |
-0.2% |
11,381.33 |
| High |
11,519.04 |
11,514.84 |
-4.20 |
0.0% |
11,450.89 |
| Low |
11,445.67 |
11,421.30 |
-24.37 |
-0.2% |
11,327.49 |
| Close |
11,457.47 |
11,499.25 |
41.78 |
0.4% |
11,410.32 |
| Range |
73.37 |
93.54 |
20.17 |
27.5% |
123.40 |
| ATR |
107.47 |
106.47 |
-0.99 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,759.08 |
11,722.71 |
11,550.70 |
|
| R3 |
11,665.54 |
11,629.17 |
11,524.97 |
|
| R2 |
11,572.00 |
11,572.00 |
11,516.40 |
|
| R1 |
11,535.63 |
11,535.63 |
11,507.82 |
11,553.82 |
| PP |
11,478.46 |
11,478.46 |
11,478.46 |
11,487.56 |
| S1 |
11,442.09 |
11,442.09 |
11,490.68 |
11,460.28 |
| S2 |
11,384.92 |
11,384.92 |
11,482.10 |
|
| S3 |
11,291.38 |
11,348.55 |
11,473.53 |
|
| S4 |
11,197.84 |
11,255.01 |
11,447.80 |
|
|
| 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 |
11,357.72 |
161.32 |
1.4% |
76.54 |
0.7% |
88% |
False |
False |
|
| 10 |
11,519.04 |
11,318.82 |
200.22 |
1.7% |
73.48 |
0.6% |
90% |
False |
False |
|
| 20 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
114.33 |
1.0% |
97% |
False |
False |
|
| 40 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
115.35 |
1.0% |
97% |
False |
False |
|
| 60 |
11,519.04 |
10,640.92 |
878.12 |
7.6% |
119.83 |
1.0% |
98% |
False |
False |
|
| 80 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
120.66 |
1.0% |
99% |
False |
False |
|
| 100 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
124.22 |
1.1% |
99% |
False |
False |
|
| 120 |
11,519.04 |
9,614.32 |
1,904.72 |
16.6% |
131.96 |
1.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,912.39 |
|
2.618 |
11,759.73 |
|
1.618 |
11,666.19 |
|
1.000 |
11,608.38 |
|
0.618 |
11,572.65 |
|
HIGH |
11,514.84 |
|
0.618 |
11,479.11 |
|
0.500 |
11,468.07 |
|
0.382 |
11,457.03 |
|
LOW |
11,421.30 |
|
0.618 |
11,363.49 |
|
1.000 |
11,327.76 |
|
1.618 |
11,269.95 |
|
2.618 |
11,176.41 |
|
4.250 |
11,023.76 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,488.86 |
11,489.56 |
| PP |
11,478.46 |
11,479.86 |
| S1 |
11,468.07 |
11,470.17 |
|