| 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 |
11,421 |
11,411 |
-10 |
-0.1% |
11,298 |
| High |
11,460 |
11,454 |
-6 |
-0.1% |
11,377 |
| Low |
11,367 |
11,353 |
-14 |
-0.1% |
11,216 |
| Close |
11,415 |
11,431 |
16 |
0.1% |
11,344 |
| Range |
93 |
101 |
8 |
8.6% |
161 |
| ATR |
125 |
123 |
-2 |
-1.4% |
0 |
| Volume |
111,746 |
100,475 |
-11,271 |
-10.1% |
135,077 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,716 |
11,674 |
11,487 |
|
| R3 |
11,615 |
11,573 |
11,459 |
|
| R2 |
11,514 |
11,514 |
11,450 |
|
| R1 |
11,472 |
11,472 |
11,440 |
11,493 |
| PP |
11,413 |
11,413 |
11,413 |
11,423 |
| S1 |
11,371 |
11,371 |
11,422 |
11,392 |
| S2 |
11,312 |
11,312 |
11,413 |
|
| S3 |
11,211 |
11,270 |
11,403 |
|
| S4 |
11,110 |
11,169 |
11,376 |
|
|
| 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 |
11,288 |
172 |
1.5% |
92 |
0.8% |
83% |
False |
False |
95,308 |
| 10 |
11,460 |
11,216 |
244 |
2.1% |
97 |
0.8% |
88% |
False |
False |
55,072 |
| 20 |
11,460 |
10,855 |
605 |
5.3% |
133 |
1.2% |
95% |
False |
False |
27,584 |
| 40 |
11,460 |
10,855 |
605 |
5.3% |
126 |
1.1% |
95% |
False |
False |
13,827 |
| 60 |
11,460 |
10,512 |
948 |
8.3% |
131 |
1.1% |
97% |
False |
False |
9,237 |
| 80 |
11,460 |
9,790 |
1,670 |
14.6% |
120 |
1.0% |
98% |
False |
False |
6,931 |
| 100 |
11,460 |
9,790 |
1,670 |
14.6% |
98 |
0.9% |
98% |
False |
False |
5,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,883 |
|
2.618 |
11,719 |
|
1.618 |
11,618 |
|
1.000 |
11,555 |
|
0.618 |
11,517 |
|
HIGH |
11,454 |
|
0.618 |
11,416 |
|
0.500 |
11,404 |
|
0.382 |
11,392 |
|
LOW |
11,353 |
|
0.618 |
11,291 |
|
1.000 |
11,252 |
|
1.618 |
11,190 |
|
2.618 |
11,089 |
|
4.250 |
10,924 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,422 |
11,422 |
| PP |
11,413 |
11,413 |
| S1 |
11,404 |
11,405 |
|