| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,364 |
11,363 |
-1 |
0.0% |
11,363 |
| High |
11,442 |
11,416 |
-26 |
-0.2% |
11,448 |
| Low |
11,328 |
11,352 |
24 |
0.2% |
11,285 |
| Close |
11,362 |
11,408 |
46 |
0.4% |
11,408 |
| Range |
114 |
64 |
-50 |
-43.9% |
163 |
| ATR |
143 |
137 |
-6 |
-3.9% |
0 |
| Volume |
84,413 |
34,120 |
-50,293 |
-59.6% |
431,350 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,584 |
11,560 |
11,443 |
|
| R3 |
11,520 |
11,496 |
11,426 |
|
| R2 |
11,456 |
11,456 |
11,420 |
|
| R1 |
11,432 |
11,432 |
11,414 |
11,444 |
| PP |
11,392 |
11,392 |
11,392 |
11,398 |
| S1 |
11,368 |
11,368 |
11,402 |
11,380 |
| S2 |
11,328 |
11,328 |
11,396 |
|
| S3 |
11,264 |
11,304 |
11,391 |
|
| S4 |
11,200 |
11,240 |
11,373 |
|
|
| 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 |
11,448 |
11,285 |
163 |
1.4% |
94 |
0.8% |
75% |
False |
False |
86,270 |
| 10 |
11,448 |
10,916 |
532 |
4.7% |
136 |
1.2% |
92% |
False |
False |
106,342 |
| 20 |
11,448 |
10,916 |
532 |
4.7% |
148 |
1.3% |
92% |
False |
False |
110,665 |
| 40 |
11,448 |
10,861 |
587 |
5.1% |
142 |
1.2% |
93% |
False |
False |
116,777 |
| 60 |
11,448 |
10,497 |
951 |
8.3% |
141 |
1.2% |
96% |
False |
False |
122,013 |
| 80 |
11,448 |
9,844 |
1,604 |
14.1% |
142 |
1.2% |
98% |
False |
False |
100,096 |
| 100 |
11,448 |
9,844 |
1,604 |
14.1% |
144 |
1.3% |
98% |
False |
False |
80,093 |
| 120 |
11,448 |
9,452 |
1,996 |
17.5% |
151 |
1.3% |
98% |
False |
False |
66,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,688 |
|
2.618 |
11,584 |
|
1.618 |
11,520 |
|
1.000 |
11,480 |
|
0.618 |
11,456 |
|
HIGH |
11,416 |
|
0.618 |
11,392 |
|
0.500 |
11,384 |
|
0.382 |
11,377 |
|
LOW |
11,352 |
|
0.618 |
11,313 |
|
1.000 |
11,288 |
|
1.618 |
11,249 |
|
2.618 |
11,185 |
|
4.250 |
11,080 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,400 |
11,393 |
| PP |
11,392 |
11,378 |
| S1 |
11,384 |
11,364 |
|