| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,364 |
11,421 |
57 |
0.5% |
11,298 |
| High |
11,454 |
11,460 |
6 |
0.1% |
11,377 |
| Low |
11,349 |
11,367 |
18 |
0.2% |
11,216 |
| Close |
11,421 |
11,415 |
-6 |
-0.1% |
11,344 |
| Range |
105 |
93 |
-12 |
-11.4% |
161 |
| ATR |
127 |
125 |
-2 |
-1.9% |
0 |
| Volume |
104,040 |
111,746 |
7,706 |
7.4% |
135,077 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,693 |
11,647 |
11,466 |
|
| R3 |
11,600 |
11,554 |
11,441 |
|
| R2 |
11,507 |
11,507 |
11,432 |
|
| R1 |
11,461 |
11,461 |
11,424 |
11,438 |
| PP |
11,414 |
11,414 |
11,414 |
11,402 |
| S1 |
11,368 |
11,368 |
11,407 |
11,345 |
| S2 |
11,321 |
11,321 |
11,398 |
|
| S3 |
11,228 |
11,275 |
11,390 |
|
| S4 |
11,135 |
11,182 |
11,364 |
|
|
| 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 |
11,460 |
11,265 |
195 |
1.7% |
94 |
0.8% |
77% |
True |
False |
85,377 |
| 10 |
11,460 |
11,145 |
315 |
2.8% |
102 |
0.9% |
86% |
True |
False |
45,047 |
| 20 |
11,460 |
10,855 |
605 |
5.3% |
131 |
1.1% |
93% |
True |
False |
22,568 |
| 40 |
11,460 |
10,841 |
619 |
5.4% |
128 |
1.1% |
93% |
True |
False |
11,317 |
| 60 |
11,460 |
10,512 |
948 |
8.3% |
130 |
1.1% |
95% |
True |
False |
7,563 |
| 80 |
11,460 |
9,790 |
1,670 |
14.6% |
119 |
1.0% |
97% |
True |
False |
5,675 |
| 100 |
11,460 |
9,790 |
1,670 |
14.6% |
97 |
0.8% |
97% |
True |
False |
4,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,855 |
|
2.618 |
11,704 |
|
1.618 |
11,611 |
|
1.000 |
11,553 |
|
0.618 |
11,518 |
|
HIGH |
11,460 |
|
0.618 |
11,425 |
|
0.500 |
11,414 |
|
0.382 |
11,403 |
|
LOW |
11,367 |
|
0.618 |
11,310 |
|
1.000 |
11,274 |
|
1.618 |
11,217 |
|
2.618 |
11,124 |
|
4.250 |
10,972 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,415 |
11,406 |
| PP |
11,414 |
11,397 |
| S1 |
11,414 |
11,388 |
|