| 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 |
11,480 |
11,472 |
-8 |
-0.1% |
11,363 |
| High |
11,520 |
11,514 |
-6 |
-0.1% |
11,448 |
| Low |
11,430 |
11,405 |
-25 |
-0.2% |
11,285 |
| Close |
11,478 |
11,490 |
12 |
0.1% |
11,408 |
| Range |
90 |
109 |
19 |
21.1% |
163 |
| ATR |
129 |
128 |
-1 |
-1.1% |
0 |
| Volume |
22,624 |
15,101 |
-7,523 |
-33.3% |
431,350 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,797 |
11,752 |
11,550 |
|
| R3 |
11,688 |
11,643 |
11,520 |
|
| R2 |
11,579 |
11,579 |
11,510 |
|
| R1 |
11,534 |
11,534 |
11,500 |
11,557 |
| PP |
11,470 |
11,470 |
11,470 |
11,481 |
| S1 |
11,425 |
11,425 |
11,480 |
11,448 |
| S2 |
11,361 |
11,361 |
11,470 |
|
| S3 |
11,252 |
11,316 |
11,460 |
|
| S4 |
11,143 |
11,207 |
11,430 |
|
|
| 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 |
11,520 |
11,352 |
168 |
1.5% |
93 |
0.8% |
82% |
False |
False |
26,491 |
| 10 |
11,520 |
11,285 |
235 |
2.0% |
98 |
0.9% |
87% |
False |
False |
61,934 |
| 20 |
11,520 |
10,916 |
604 |
5.3% |
140 |
1.2% |
95% |
False |
False |
88,798 |
| 40 |
11,520 |
10,916 |
604 |
5.3% |
134 |
1.2% |
95% |
False |
False |
104,358 |
| 60 |
11,520 |
10,573 |
947 |
8.2% |
138 |
1.2% |
97% |
False |
False |
114,853 |
| 80 |
11,520 |
9,844 |
1,676 |
14.6% |
139 |
1.2% |
98% |
False |
False |
101,319 |
| 100 |
11,520 |
9,844 |
1,676 |
14.6% |
142 |
1.2% |
98% |
False |
False |
81,074 |
| 120 |
11,520 |
9,452 |
2,068 |
18.0% |
150 |
1.3% |
99% |
False |
False |
67,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,977 |
|
2.618 |
11,799 |
|
1.618 |
11,690 |
|
1.000 |
11,623 |
|
0.618 |
11,581 |
|
HIGH |
11,514 |
|
0.618 |
11,472 |
|
0.500 |
11,460 |
|
0.382 |
11,447 |
|
LOW |
11,405 |
|
0.618 |
11,338 |
|
1.000 |
11,296 |
|
1.618 |
11,229 |
|
2.618 |
11,120 |
|
4.250 |
10,942 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,480 |
11,481 |
| PP |
11,470 |
11,472 |
| S1 |
11,460 |
11,463 |
|