| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,499 |
11,502 |
3 |
0.0% |
11,443 |
| High |
11,506 |
11,537 |
31 |
0.3% |
11,523 |
| Low |
11,453 |
11,470 |
17 |
0.1% |
11,378 |
| Close |
11,503 |
11,509 |
6 |
0.1% |
11,522 |
| Range |
53 |
67 |
14 |
26.4% |
145 |
| ATR |
103 |
100 |
-3 |
-2.5% |
0 |
| Volume |
33,695 |
32,529 |
-1,166 |
-3.5% |
201,045 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,706 |
11,675 |
11,546 |
|
| R3 |
11,639 |
11,608 |
11,528 |
|
| R2 |
11,572 |
11,572 |
11,521 |
|
| R1 |
11,541 |
11,541 |
11,515 |
11,557 |
| PP |
11,505 |
11,505 |
11,505 |
11,513 |
| S1 |
11,474 |
11,474 |
11,503 |
11,490 |
| S2 |
11,438 |
11,438 |
11,497 |
|
| S3 |
11,371 |
11,407 |
11,491 |
|
| S4 |
11,304 |
11,340 |
11,472 |
|
|
| 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 |
11,537 |
11,402 |
135 |
1.2% |
60 |
0.5% |
79% |
True |
False |
38,432 |
| 10 |
11,537 |
11,349 |
188 |
1.6% |
75 |
0.7% |
85% |
True |
False |
64,493 |
| 20 |
11,537 |
10,870 |
667 |
5.8% |
99 |
0.9% |
96% |
True |
False |
43,994 |
| 40 |
11,537 |
10,855 |
682 |
5.9% |
118 |
1.0% |
96% |
True |
False |
22,029 |
| 60 |
11,537 |
10,575 |
962 |
8.4% |
122 |
1.1% |
97% |
True |
False |
14,707 |
| 80 |
11,537 |
10,206 |
1,331 |
11.6% |
115 |
1.0% |
98% |
True |
False |
11,039 |
| 100 |
11,537 |
9,790 |
1,747 |
15.2% |
102 |
0.9% |
98% |
True |
False |
8,832 |
| 120 |
11,537 |
9,790 |
1,747 |
15.2% |
86 |
0.7% |
98% |
True |
False |
7,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,822 |
|
2.618 |
11,713 |
|
1.618 |
11,646 |
|
1.000 |
11,604 |
|
0.618 |
11,579 |
|
HIGH |
11,537 |
|
0.618 |
11,512 |
|
0.500 |
11,504 |
|
0.382 |
11,496 |
|
LOW |
11,470 |
|
0.618 |
11,429 |
|
1.000 |
11,403 |
|
1.618 |
11,362 |
|
2.618 |
11,295 |
|
4.250 |
11,185 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,507 |
11,504 |
| PP |
11,505 |
11,500 |
| S1 |
11,504 |
11,495 |
|