| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,472 |
11,491 |
19 |
0.2% |
11,411 |
| High |
11,514 |
11,498 |
-16 |
-0.1% |
11,520 |
| Low |
11,405 |
11,483 |
78 |
0.7% |
11,381 |
| Close |
11,490 |
11,498 |
8 |
0.1% |
11,498 |
| Range |
109 |
15 |
-94 |
-86.2% |
139 |
| ATR |
128 |
119 |
-8 |
-6.3% |
0 |
| Volume |
15,101 |
1,229 |
-13,872 |
-91.9% |
99,568 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,538 |
11,533 |
11,506 |
|
| R3 |
11,523 |
11,518 |
11,502 |
|
| R2 |
11,508 |
11,508 |
11,501 |
|
| R1 |
11,503 |
11,503 |
11,500 |
11,506 |
| PP |
11,493 |
11,493 |
11,493 |
11,494 |
| S1 |
11,488 |
11,488 |
11,497 |
11,491 |
| S2 |
11,478 |
11,478 |
11,495 |
|
| S3 |
11,463 |
11,473 |
11,494 |
|
| S4 |
11,448 |
11,458 |
11,490 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,883 |
11,830 |
11,575 |
|
| R3 |
11,744 |
11,691 |
11,536 |
|
| R2 |
11,605 |
11,605 |
11,524 |
|
| R1 |
11,552 |
11,552 |
11,511 |
11,579 |
| PP |
11,466 |
11,466 |
11,466 |
11,480 |
| S1 |
11,413 |
11,413 |
11,485 |
11,440 |
| S2 |
11,327 |
11,327 |
11,473 |
|
| S3 |
11,188 |
11,274 |
11,460 |
|
| S4 |
11,049 |
11,135 |
11,422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,520 |
11,381 |
139 |
1.2% |
83 |
0.7% |
84% |
False |
False |
19,913 |
| 10 |
11,520 |
11,285 |
235 |
2.0% |
89 |
0.8% |
91% |
False |
False |
53,091 |
| 20 |
11,520 |
10,916 |
604 |
5.3% |
131 |
1.1% |
96% |
False |
False |
83,438 |
| 40 |
11,520 |
10,916 |
604 |
5.3% |
130 |
1.1% |
96% |
False |
False |
100,606 |
| 60 |
11,520 |
10,591 |
929 |
8.1% |
136 |
1.2% |
98% |
False |
False |
112,304 |
| 80 |
11,520 |
9,844 |
1,676 |
14.6% |
137 |
1.2% |
99% |
False |
False |
101,330 |
| 100 |
11,520 |
9,844 |
1,676 |
14.6% |
141 |
1.2% |
99% |
False |
False |
81,086 |
| 120 |
11,520 |
9,452 |
2,068 |
18.0% |
147 |
1.3% |
99% |
False |
False |
67,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,562 |
|
2.618 |
11,537 |
|
1.618 |
11,522 |
|
1.000 |
11,513 |
|
0.618 |
11,507 |
|
HIGH |
11,498 |
|
0.618 |
11,492 |
|
0.500 |
11,491 |
|
0.382 |
11,489 |
|
LOW |
11,483 |
|
0.618 |
11,474 |
|
1.000 |
11,468 |
|
1.618 |
11,459 |
|
2.618 |
11,444 |
|
4.250 |
11,419 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,496 |
11,486 |
| PP |
11,493 |
11,474 |
| S1 |
11,491 |
11,463 |
|