| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,502 |
11,506 |
4 |
0.0% |
11,443 |
| High |
11,537 |
11,564 |
27 |
0.2% |
11,523 |
| Low |
11,470 |
11,501 |
31 |
0.3% |
11,378 |
| Close |
11,509 |
11,532 |
23 |
0.2% |
11,522 |
| Range |
67 |
63 |
-4 |
-6.0% |
145 |
| ATR |
100 |
97 |
-3 |
-2.6% |
0 |
| Volume |
32,529 |
30,402 |
-2,127 |
-6.5% |
201,045 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,721 |
11,690 |
11,567 |
|
| R3 |
11,658 |
11,627 |
11,549 |
|
| R2 |
11,595 |
11,595 |
11,544 |
|
| R1 |
11,564 |
11,564 |
11,538 |
11,580 |
| PP |
11,532 |
11,532 |
11,532 |
11,540 |
| S1 |
11,501 |
11,501 |
11,526 |
11,517 |
| S2 |
11,469 |
11,469 |
11,521 |
|
| S3 |
11,406 |
11,438 |
11,515 |
|
| S4 |
11,343 |
11,375 |
11,497 |
|
|
| 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 |
11,564 |
11,453 |
111 |
1.0% |
55 |
0.5% |
71% |
True |
False |
34,032 |
| 10 |
11,564 |
11,353 |
211 |
1.8% |
71 |
0.6% |
85% |
True |
False |
57,130 |
| 20 |
11,564 |
10,909 |
655 |
5.7% |
97 |
0.8% |
95% |
True |
False |
45,508 |
| 40 |
11,564 |
10,855 |
709 |
6.1% |
115 |
1.0% |
95% |
True |
False |
22,787 |
| 60 |
11,564 |
10,633 |
931 |
8.1% |
121 |
1.0% |
97% |
True |
False |
15,213 |
| 80 |
11,564 |
10,206 |
1,358 |
11.8% |
116 |
1.0% |
98% |
True |
False |
11,419 |
| 100 |
11,564 |
9,790 |
1,774 |
15.4% |
102 |
0.9% |
98% |
True |
False |
9,136 |
| 120 |
11,564 |
9,790 |
1,774 |
15.4% |
87 |
0.8% |
98% |
True |
False |
7,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,832 |
|
2.618 |
11,729 |
|
1.618 |
11,666 |
|
1.000 |
11,627 |
|
0.618 |
11,603 |
|
HIGH |
11,564 |
|
0.618 |
11,540 |
|
0.500 |
11,533 |
|
0.382 |
11,525 |
|
LOW |
11,501 |
|
0.618 |
11,462 |
|
1.000 |
11,438 |
|
1.618 |
11,399 |
|
2.618 |
11,336 |
|
4.250 |
11,233 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,533 |
11,524 |
| PP |
11,532 |
11,516 |
| S1 |
11,532 |
11,509 |
|