| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,434 |
11,443 |
9 |
0.1% |
11,356 |
| High |
11,447 |
11,472 |
25 |
0.2% |
11,460 |
| Low |
11,388 |
11,378 |
-10 |
-0.1% |
11,316 |
| Close |
11,430 |
11,404 |
-26 |
-0.2% |
11,430 |
| Range |
59 |
94 |
35 |
59.3% |
144 |
| ATR |
119 |
117 |
-2 |
-1.5% |
0 |
| Volume |
61,409 |
75,106 |
13,697 |
22.3% |
476,758 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700 |
11,646 |
11,456 |
|
| R3 |
11,606 |
11,552 |
11,430 |
|
| R2 |
11,512 |
11,512 |
11,421 |
|
| R1 |
11,458 |
11,458 |
11,413 |
11,438 |
| PP |
11,418 |
11,418 |
11,418 |
11,408 |
| S1 |
11,364 |
11,364 |
11,396 |
11,344 |
| S2 |
11,324 |
11,324 |
11,387 |
|
| S3 |
11,230 |
11,270 |
11,378 |
|
| S4 |
11,136 |
11,176 |
11,352 |
|
|
| 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 |
11,472 |
11,349 |
123 |
1.1% |
91 |
0.8% |
45% |
True |
False |
90,555 |
| 10 |
11,472 |
11,216 |
256 |
2.2% |
94 |
0.8% |
73% |
True |
False |
68,639 |
| 20 |
11,472 |
10,855 |
617 |
5.4% |
128 |
1.1% |
89% |
True |
False |
34,404 |
| 40 |
11,472 |
10,855 |
617 |
5.4% |
125 |
1.1% |
89% |
True |
False |
17,235 |
| 60 |
11,472 |
10,575 |
897 |
7.9% |
128 |
1.1% |
92% |
True |
False |
11,509 |
| 80 |
11,472 |
9,808 |
1,664 |
14.6% |
119 |
1.0% |
96% |
True |
False |
8,638 |
| 100 |
11,472 |
9,790 |
1,682 |
14.7% |
99 |
0.9% |
96% |
True |
False |
6,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,872 |
|
2.618 |
11,718 |
|
1.618 |
11,624 |
|
1.000 |
11,566 |
|
0.618 |
11,530 |
|
HIGH |
11,472 |
|
0.618 |
11,436 |
|
0.500 |
11,425 |
|
0.382 |
11,414 |
|
LOW |
11,378 |
|
0.618 |
11,320 |
|
1.000 |
11,284 |
|
1.618 |
11,226 |
|
2.618 |
11,132 |
|
4.250 |
10,979 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,425 |
11,413 |
| PP |
11,418 |
11,410 |
| S1 |
11,411 |
11,407 |
|