| 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 |
11,363 |
11,411 |
48 |
0.4% |
11,363 |
| High |
11,416 |
11,479 |
63 |
0.6% |
11,448 |
| Low |
11,352 |
11,381 |
29 |
0.3% |
11,285 |
| Close |
11,408 |
11,429 |
21 |
0.2% |
11,408 |
| Range |
64 |
98 |
34 |
53.1% |
163 |
| ATR |
137 |
134 |
-3 |
-2.0% |
0 |
| Volume |
34,120 |
35,093 |
973 |
2.9% |
431,350 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,724 |
11,674 |
11,483 |
|
| R3 |
11,626 |
11,576 |
11,456 |
|
| R2 |
11,528 |
11,528 |
11,447 |
|
| R1 |
11,478 |
11,478 |
11,438 |
11,503 |
| PP |
11,430 |
11,430 |
11,430 |
11,442 |
| S1 |
11,380 |
11,380 |
11,420 |
11,405 |
| S2 |
11,332 |
11,332 |
11,411 |
|
| S3 |
11,234 |
11,282 |
11,402 |
|
| S4 |
11,136 |
11,184 |
11,375 |
|
|
| 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 |
11,479 |
11,285 |
194 |
1.7% |
99 |
0.9% |
74% |
True |
False |
76,408 |
| 10 |
11,479 |
10,932 |
547 |
4.8% |
126 |
1.1% |
91% |
True |
False |
95,998 |
| 20 |
11,479 |
10,916 |
563 |
4.9% |
145 |
1.3% |
91% |
True |
False |
104,689 |
| 40 |
11,479 |
10,861 |
618 |
5.4% |
140 |
1.2% |
92% |
True |
False |
114,020 |
| 60 |
11,479 |
10,513 |
966 |
8.5% |
140 |
1.2% |
95% |
True |
False |
120,262 |
| 80 |
11,479 |
9,844 |
1,635 |
14.3% |
141 |
1.2% |
97% |
True |
False |
100,534 |
| 100 |
11,479 |
9,844 |
1,635 |
14.3% |
142 |
1.2% |
97% |
True |
False |
80,444 |
| 120 |
11,479 |
9,452 |
2,027 |
17.7% |
151 |
1.3% |
98% |
True |
False |
67,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,896 |
|
2.618 |
11,736 |
|
1.618 |
11,638 |
|
1.000 |
11,577 |
|
0.618 |
11,540 |
|
HIGH |
11,479 |
|
0.618 |
11,442 |
|
0.500 |
11,430 |
|
0.382 |
11,419 |
|
LOW |
11,381 |
|
0.618 |
11,321 |
|
1.000 |
11,283 |
|
1.618 |
11,223 |
|
2.618 |
11,125 |
|
4.250 |
10,965 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,430 |
11,421 |
| PP |
11,430 |
11,412 |
| S1 |
11,429 |
11,404 |
|