| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,356 |
11,364 |
8 |
0.1% |
11,298 |
| High |
11,418 |
11,454 |
36 |
0.3% |
11,377 |
| Low |
11,316 |
11,349 |
33 |
0.3% |
11,216 |
| Close |
11,366 |
11,421 |
55 |
0.5% |
11,344 |
| Range |
102 |
105 |
3 |
2.9% |
161 |
| ATR |
129 |
127 |
-2 |
-1.3% |
0 |
| Volume |
99,088 |
104,040 |
4,952 |
5.0% |
135,077 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,723 |
11,677 |
11,479 |
|
| R3 |
11,618 |
11,572 |
11,450 |
|
| R2 |
11,513 |
11,513 |
11,440 |
|
| R1 |
11,467 |
11,467 |
11,431 |
11,490 |
| PP |
11,408 |
11,408 |
11,408 |
11,420 |
| S1 |
11,362 |
11,362 |
11,412 |
11,385 |
| S2 |
11,303 |
11,303 |
11,402 |
|
| S3 |
11,198 |
11,257 |
11,392 |
|
| S4 |
11,093 |
11,152 |
11,363 |
|
|
| 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 |
11,454 |
11,216 |
238 |
2.1% |
97 |
0.8% |
86% |
True |
False |
66,507 |
| 10 |
11,454 |
10,909 |
545 |
4.8% |
122 |
1.1% |
94% |
True |
False |
33,887 |
| 20 |
11,454 |
10,855 |
599 |
5.2% |
137 |
1.2% |
94% |
True |
False |
16,983 |
| 40 |
11,454 |
10,794 |
660 |
5.8% |
131 |
1.1% |
95% |
True |
False |
8,524 |
| 60 |
11,454 |
10,512 |
942 |
8.2% |
131 |
1.1% |
96% |
True |
False |
5,702 |
| 80 |
11,454 |
9,790 |
1,664 |
14.6% |
118 |
1.0% |
98% |
True |
False |
4,278 |
| 100 |
11,454 |
9,790 |
1,664 |
14.6% |
96 |
0.8% |
98% |
True |
False |
3,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,900 |
|
2.618 |
11,729 |
|
1.618 |
11,624 |
|
1.000 |
11,559 |
|
0.618 |
11,519 |
|
HIGH |
11,454 |
|
0.618 |
11,414 |
|
0.500 |
11,402 |
|
0.382 |
11,389 |
|
LOW |
11,349 |
|
0.618 |
11,284 |
|
1.000 |
11,244 |
|
1.618 |
11,179 |
|
2.618 |
11,074 |
|
4.250 |
10,903 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,415 |
11,404 |
| PP |
11,408 |
11,388 |
| S1 |
11,402 |
11,371 |
|