| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,493 |
11,499 |
6 |
0.1% |
11,443 |
| High |
11,523 |
11,506 |
-17 |
-0.1% |
11,523 |
| Low |
11,479 |
11,453 |
-26 |
-0.2% |
11,378 |
| Close |
11,522 |
11,503 |
-19 |
-0.2% |
11,522 |
| Range |
44 |
53 |
9 |
20.5% |
145 |
| ATR |
105 |
103 |
-3 |
-2.5% |
0 |
| Volume |
33,695 |
33,695 |
0 |
0.0% |
201,045 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,646 |
11,628 |
11,532 |
|
| R3 |
11,593 |
11,575 |
11,518 |
|
| R2 |
11,540 |
11,540 |
11,513 |
|
| R1 |
11,522 |
11,522 |
11,508 |
11,531 |
| PP |
11,487 |
11,487 |
11,487 |
11,492 |
| S1 |
11,469 |
11,469 |
11,498 |
11,478 |
| S2 |
11,434 |
11,434 |
11,493 |
|
| S3 |
11,381 |
11,416 |
11,489 |
|
| S4 |
11,328 |
11,363 |
11,474 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909 |
11,861 |
11,602 |
|
| R3 |
11,764 |
11,716 |
11,562 |
|
| R2 |
11,619 |
11,619 |
11,549 |
|
| R1 |
11,571 |
11,571 |
11,535 |
11,595 |
| PP |
11,474 |
11,474 |
11,474 |
11,487 |
| S1 |
11,426 |
11,426 |
11,509 |
11,450 |
| S2 |
11,329 |
11,329 |
11,496 |
|
| S3 |
11,184 |
11,281 |
11,482 |
|
| S4 |
11,039 |
11,136 |
11,442 |
|
|
| 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% |
65 |
0.6% |
86% |
False |
False |
46,948 |
| 10 |
11,523 |
11,316 |
207 |
1.8% |
79 |
0.7% |
90% |
False |
False |
71,149 |
| 20 |
11,523 |
10,855 |
668 |
5.8% |
106 |
0.9% |
97% |
False |
False |
42,371 |
| 40 |
11,523 |
10,855 |
668 |
5.8% |
118 |
1.0% |
97% |
False |
False |
21,218 |
| 60 |
11,523 |
10,575 |
948 |
8.2% |
123 |
1.1% |
98% |
False |
False |
14,166 |
| 80 |
11,523 |
10,119 |
1,404 |
12.2% |
115 |
1.0% |
99% |
False |
False |
10,633 |
| 100 |
11,523 |
9,790 |
1,733 |
15.1% |
102 |
0.9% |
99% |
False |
False |
8,507 |
| 120 |
11,523 |
9,790 |
1,733 |
15.1% |
86 |
0.7% |
99% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,731 |
|
2.618 |
11,645 |
|
1.618 |
11,592 |
|
1.000 |
11,559 |
|
0.618 |
11,539 |
|
HIGH |
11,506 |
|
0.618 |
11,486 |
|
0.500 |
11,480 |
|
0.382 |
11,473 |
|
LOW |
11,453 |
|
0.618 |
11,420 |
|
1.000 |
11,400 |
|
1.618 |
11,367 |
|
2.618 |
11,314 |
|
4.250 |
11,228 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,495 |
11,498 |
| PP |
11,487 |
11,493 |
| S1 |
11,480 |
11,488 |
|