| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,468 |
11,493 |
25 |
0.2% |
11,356 |
| High |
11,507 |
11,523 |
16 |
0.1% |
11,460 |
| Low |
11,458 |
11,479 |
21 |
0.2% |
11,316 |
| Close |
11,495 |
11,522 |
27 |
0.2% |
11,430 |
| Range |
49 |
44 |
-5 |
-10.2% |
144 |
| ATR |
110 |
105 |
-5 |
-4.3% |
0 |
| Volume |
39,840 |
33,695 |
-6,145 |
-15.4% |
476,758 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,640 |
11,625 |
11,546 |
|
| R3 |
11,596 |
11,581 |
11,534 |
|
| R2 |
11,552 |
11,552 |
11,530 |
|
| R1 |
11,537 |
11,537 |
11,526 |
11,545 |
| PP |
11,508 |
11,508 |
11,508 |
11,512 |
| S1 |
11,493 |
11,493 |
11,518 |
11,501 |
| S2 |
11,464 |
11,464 |
11,514 |
|
| S3 |
11,420 |
11,449 |
11,510 |
|
| S4 |
11,376 |
11,405 |
11,498 |
|
|
| 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 |
11,523 |
11,378 |
145 |
1.3% |
66 |
0.6% |
99% |
True |
False |
52,490 |
| 10 |
11,523 |
11,288 |
235 |
2.0% |
79 |
0.7% |
100% |
True |
False |
73,899 |
| 20 |
11,523 |
10,855 |
668 |
5.8% |
110 |
0.9% |
100% |
True |
False |
40,689 |
| 40 |
11,523 |
10,855 |
668 |
5.8% |
120 |
1.0% |
100% |
True |
False |
20,379 |
| 60 |
11,523 |
10,575 |
948 |
8.2% |
125 |
1.1% |
100% |
True |
False |
13,605 |
| 80 |
11,523 |
9,990 |
1,533 |
13.3% |
116 |
1.0% |
100% |
True |
False |
10,212 |
| 100 |
11,523 |
9,790 |
1,733 |
15.0% |
101 |
0.9% |
100% |
True |
False |
8,170 |
| 120 |
11,523 |
9,550 |
1,973 |
17.1% |
85 |
0.7% |
100% |
True |
False |
6,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,710 |
|
2.618 |
11,638 |
|
1.618 |
11,594 |
|
1.000 |
11,567 |
|
0.618 |
11,550 |
|
HIGH |
11,523 |
|
0.618 |
11,506 |
|
0.500 |
11,501 |
|
0.382 |
11,496 |
|
LOW |
11,479 |
|
0.618 |
11,452 |
|
1.000 |
11,435 |
|
1.618 |
11,408 |
|
2.618 |
11,364 |
|
4.250 |
11,292 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,515 |
11,502 |
| PP |
11,508 |
11,482 |
| S1 |
11,501 |
11,463 |
|