| 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 |
11,411 |
11,434 |
23 |
0.2% |
11,356 |
| High |
11,454 |
11,447 |
-7 |
-0.1% |
11,460 |
| Low |
11,353 |
11,388 |
35 |
0.3% |
11,316 |
| Close |
11,431 |
11,430 |
-1 |
0.0% |
11,430 |
| Range |
101 |
59 |
-42 |
-41.6% |
144 |
| ATR |
123 |
119 |
-5 |
-3.7% |
0 |
| Volume |
100,475 |
61,409 |
-39,066 |
-38.9% |
476,758 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,599 |
11,573 |
11,463 |
|
| R3 |
11,540 |
11,514 |
11,446 |
|
| R2 |
11,481 |
11,481 |
11,441 |
|
| R1 |
11,455 |
11,455 |
11,436 |
11,439 |
| PP |
11,422 |
11,422 |
11,422 |
11,413 |
| S1 |
11,396 |
11,396 |
11,425 |
11,380 |
| S2 |
11,363 |
11,363 |
11,419 |
|
| S3 |
11,304 |
11,337 |
11,414 |
|
| S4 |
11,245 |
11,278 |
11,398 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,834 |
11,776 |
11,509 |
|
| R3 |
11,690 |
11,632 |
11,470 |
|
| R2 |
11,546 |
11,546 |
11,457 |
|
| R1 |
11,488 |
11,488 |
11,443 |
11,517 |
| PP |
11,402 |
11,402 |
11,402 |
11,417 |
| S1 |
11,344 |
11,344 |
11,417 |
11,373 |
| S2 |
11,258 |
11,258 |
11,404 |
|
| S3 |
11,114 |
11,200 |
11,391 |
|
| S4 |
10,970 |
11,056 |
11,351 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,460 |
11,316 |
144 |
1.3% |
92 |
0.8% |
79% |
False |
False |
95,351 |
| 10 |
11,460 |
11,216 |
244 |
2.1% |
92 |
0.8% |
88% |
False |
False |
61,183 |
| 20 |
11,460 |
10,855 |
605 |
5.3% |
128 |
1.1% |
95% |
False |
False |
30,651 |
| 40 |
11,460 |
10,855 |
605 |
5.3% |
124 |
1.1% |
95% |
False |
False |
15,359 |
| 60 |
11,460 |
10,534 |
926 |
8.1% |
129 |
1.1% |
97% |
False |
False |
10,257 |
| 80 |
11,460 |
9,808 |
1,652 |
14.5% |
119 |
1.0% |
98% |
False |
False |
7,699 |
| 100 |
11,460 |
9,790 |
1,670 |
14.6% |
98 |
0.9% |
98% |
False |
False |
6,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,698 |
|
2.618 |
11,602 |
|
1.618 |
11,543 |
|
1.000 |
11,506 |
|
0.618 |
11,484 |
|
HIGH |
11,447 |
|
0.618 |
11,425 |
|
0.500 |
11,418 |
|
0.382 |
11,411 |
|
LOW |
11,388 |
|
0.618 |
11,352 |
|
1.000 |
11,329 |
|
1.618 |
11,293 |
|
2.618 |
11,234 |
|
4.250 |
11,137 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,426 |
11,422 |
| PP |
11,422 |
11,414 |
| S1 |
11,418 |
11,407 |
|