| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,402 |
11,468 |
66 |
0.6% |
11,356 |
| High |
11,487 |
11,507 |
20 |
0.2% |
11,460 |
| Low |
11,402 |
11,458 |
56 |
0.5% |
11,316 |
| Close |
11,471 |
11,495 |
24 |
0.2% |
11,430 |
| Range |
85 |
49 |
-36 |
-42.4% |
144 |
| ATR |
115 |
110 |
-5 |
-4.1% |
0 |
| Volume |
52,404 |
39,840 |
-12,564 |
-24.0% |
476,758 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,634 |
11,613 |
11,522 |
|
| R3 |
11,585 |
11,564 |
11,509 |
|
| R2 |
11,536 |
11,536 |
11,504 |
|
| R1 |
11,515 |
11,515 |
11,500 |
11,526 |
| PP |
11,487 |
11,487 |
11,487 |
11,492 |
| S1 |
11,466 |
11,466 |
11,491 |
11,477 |
| S2 |
11,438 |
11,438 |
11,486 |
|
| S3 |
11,389 |
11,417 |
11,482 |
|
| S4 |
11,340 |
11,368 |
11,468 |
|
|
| 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 |
11,507 |
11,353 |
154 |
1.3% |
78 |
0.7% |
92% |
True |
False |
65,846 |
| 10 |
11,507 |
11,265 |
242 |
2.1% |
86 |
0.7% |
95% |
True |
False |
75,612 |
| 20 |
11,507 |
10,855 |
652 |
5.7% |
116 |
1.0% |
98% |
True |
False |
39,007 |
| 40 |
11,507 |
10,855 |
652 |
5.7% |
123 |
1.1% |
98% |
True |
False |
19,538 |
| 60 |
11,507 |
10,575 |
932 |
8.1% |
126 |
1.1% |
99% |
True |
False |
13,044 |
| 80 |
11,507 |
9,814 |
1,693 |
14.7% |
117 |
1.0% |
99% |
True |
False |
9,791 |
| 100 |
11,507 |
9,790 |
1,717 |
14.9% |
101 |
0.9% |
99% |
True |
False |
7,833 |
| 120 |
11,507 |
9,483 |
2,024 |
17.6% |
85 |
0.7% |
99% |
True |
False |
6,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,715 |
|
2.618 |
11,635 |
|
1.618 |
11,586 |
|
1.000 |
11,556 |
|
0.618 |
11,537 |
|
HIGH |
11,507 |
|
0.618 |
11,488 |
|
0.500 |
11,483 |
|
0.382 |
11,477 |
|
LOW |
11,458 |
|
0.618 |
11,428 |
|
1.000 |
11,409 |
|
1.618 |
11,379 |
|
2.618 |
11,330 |
|
4.250 |
11,250 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,491 |
11,478 |
| PP |
11,487 |
11,460 |
| S1 |
11,483 |
11,443 |
|