| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,443 |
11,402 |
-41 |
-0.4% |
11,356 |
| High |
11,472 |
11,487 |
15 |
0.1% |
11,460 |
| Low |
11,378 |
11,402 |
24 |
0.2% |
11,316 |
| Close |
11,404 |
11,471 |
67 |
0.6% |
11,430 |
| Range |
94 |
85 |
-9 |
-9.6% |
144 |
| ATR |
117 |
115 |
-2 |
-1.9% |
0 |
| Volume |
75,106 |
52,404 |
-22,702 |
-30.2% |
476,758 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,708 |
11,675 |
11,518 |
|
| R3 |
11,623 |
11,590 |
11,495 |
|
| R2 |
11,538 |
11,538 |
11,487 |
|
| R1 |
11,505 |
11,505 |
11,479 |
11,522 |
| PP |
11,453 |
11,453 |
11,453 |
11,462 |
| S1 |
11,420 |
11,420 |
11,463 |
11,437 |
| S2 |
11,368 |
11,368 |
11,456 |
|
| S3 |
11,283 |
11,335 |
11,448 |
|
| S4 |
11,198 |
11,250 |
11,424 |
|
|
| 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 |
11,487 |
11,353 |
134 |
1.2% |
87 |
0.8% |
88% |
True |
False |
80,228 |
| 10 |
11,487 |
11,216 |
271 |
2.4% |
92 |
0.8% |
94% |
True |
False |
73,367 |
| 20 |
11,487 |
10,855 |
632 |
5.5% |
122 |
1.1% |
97% |
True |
False |
37,020 |
| 40 |
11,487 |
10,855 |
632 |
5.5% |
124 |
1.1% |
97% |
True |
False |
18,543 |
| 60 |
11,487 |
10,575 |
912 |
8.0% |
127 |
1.1% |
98% |
True |
False |
12,381 |
| 80 |
11,487 |
9,814 |
1,673 |
14.6% |
118 |
1.0% |
99% |
True |
False |
9,293 |
| 100 |
11,487 |
9,790 |
1,697 |
14.8% |
100 |
0.9% |
99% |
True |
False |
7,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,848 |
|
2.618 |
11,710 |
|
1.618 |
11,625 |
|
1.000 |
11,572 |
|
0.618 |
11,540 |
|
HIGH |
11,487 |
|
0.618 |
11,455 |
|
0.500 |
11,445 |
|
0.382 |
11,435 |
|
LOW |
11,402 |
|
0.618 |
11,350 |
|
1.000 |
11,317 |
|
1.618 |
11,265 |
|
2.618 |
11,180 |
|
4.250 |
11,041 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,462 |
11,458 |
| PP |
11,453 |
11,445 |
| S1 |
11,445 |
11,433 |
|