| 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 |
11,304 |
11,296 |
-8 |
-0.1% |
11,298 |
| High |
11,377 |
11,347 |
-30 |
-0.3% |
11,377 |
| Low |
11,265 |
11,288 |
23 |
0.2% |
11,216 |
| Close |
11,297 |
11,344 |
47 |
0.4% |
11,344 |
| Range |
112 |
59 |
-53 |
-47.3% |
161 |
| ATR |
137 |
131 |
-6 |
-4.1% |
0 |
| Volume |
50,819 |
61,194 |
10,375 |
20.4% |
135,077 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,503 |
11,483 |
11,377 |
|
| R3 |
11,444 |
11,424 |
11,360 |
|
| R2 |
11,385 |
11,385 |
11,355 |
|
| R1 |
11,365 |
11,365 |
11,350 |
11,375 |
| PP |
11,326 |
11,326 |
11,326 |
11,332 |
| S1 |
11,306 |
11,306 |
11,339 |
11,316 |
| S2 |
11,267 |
11,267 |
11,333 |
|
| S3 |
11,208 |
11,247 |
11,328 |
|
| S4 |
11,149 |
11,188 |
11,312 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,795 |
11,731 |
11,433 |
|
| R3 |
11,634 |
11,570 |
11,388 |
|
| R2 |
11,473 |
11,473 |
11,374 |
|
| R1 |
11,409 |
11,409 |
11,359 |
11,441 |
| PP |
11,312 |
11,312 |
11,312 |
11,329 |
| S1 |
11,248 |
11,248 |
11,329 |
11,280 |
| S2 |
11,151 |
11,151 |
11,315 |
|
| S3 |
10,990 |
11,087 |
11,300 |
|
| S4 |
10,829 |
10,926 |
11,256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,377 |
11,216 |
161 |
1.4% |
92 |
0.8% |
80% |
False |
False |
27,015 |
| 10 |
11,377 |
10,855 |
522 |
4.6% |
133 |
1.2% |
94% |
False |
False |
13,592 |
| 20 |
11,377 |
10,855 |
522 |
4.6% |
139 |
1.2% |
94% |
False |
False |
6,834 |
| 40 |
11,377 |
10,794 |
583 |
5.1% |
133 |
1.2% |
94% |
False |
False |
3,449 |
| 60 |
11,377 |
10,432 |
945 |
8.3% |
131 |
1.2% |
97% |
False |
False |
2,317 |
| 80 |
11,377 |
9,790 |
1,587 |
14.0% |
115 |
1.0% |
98% |
False |
False |
1,739 |
| 100 |
11,377 |
9,790 |
1,587 |
14.0% |
94 |
0.8% |
98% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,598 |
|
2.618 |
11,502 |
|
1.618 |
11,443 |
|
1.000 |
11,406 |
|
0.618 |
11,384 |
|
HIGH |
11,347 |
|
0.618 |
11,325 |
|
0.500 |
11,318 |
|
0.382 |
11,311 |
|
LOW |
11,288 |
|
0.618 |
11,252 |
|
1.000 |
11,229 |
|
1.618 |
11,193 |
|
2.618 |
11,134 |
|
4.250 |
11,037 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,335 |
11,328 |
| PP |
11,326 |
11,312 |
| S1 |
11,318 |
11,297 |
|