| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,506 |
11,530 |
24 |
0.2% |
11,443 |
| High |
11,564 |
11,546 |
-18 |
-0.2% |
11,523 |
| Low |
11,501 |
11,491 |
-10 |
-0.1% |
11,378 |
| Close |
11,532 |
11,522 |
-10 |
-0.1% |
11,522 |
| Range |
63 |
55 |
-8 |
-12.7% |
145 |
| ATR |
97 |
94 |
-3 |
-3.1% |
0 |
| Volume |
30,402 |
38,494 |
8,092 |
26.6% |
201,045 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,685 |
11,658 |
11,552 |
|
| R3 |
11,630 |
11,603 |
11,537 |
|
| R2 |
11,575 |
11,575 |
11,532 |
|
| R1 |
11,548 |
11,548 |
11,527 |
11,534 |
| PP |
11,520 |
11,520 |
11,520 |
11,513 |
| S1 |
11,493 |
11,493 |
11,517 |
11,479 |
| S2 |
11,465 |
11,465 |
11,512 |
|
| S3 |
11,410 |
11,438 |
11,507 |
|
| S4 |
11,355 |
11,383 |
11,492 |
|
|
| 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% |
57 |
0.5% |
62% |
False |
False |
33,763 |
| 10 |
11,564 |
11,353 |
211 |
1.8% |
67 |
0.6% |
80% |
False |
False |
49,804 |
| 20 |
11,564 |
11,145 |
419 |
3.6% |
85 |
0.7% |
90% |
False |
False |
47,426 |
| 40 |
11,564 |
10,855 |
709 |
6.2% |
114 |
1.0% |
94% |
False |
False |
23,748 |
| 60 |
11,564 |
10,754 |
810 |
7.0% |
118 |
1.0% |
95% |
False |
False |
15,853 |
| 80 |
11,564 |
10,263 |
1,301 |
11.3% |
116 |
1.0% |
97% |
False |
False |
11,901 |
| 100 |
11,564 |
9,790 |
1,774 |
15.4% |
102 |
0.9% |
98% |
False |
False |
9,521 |
| 120 |
11,564 |
9,790 |
1,774 |
15.4% |
87 |
0.8% |
98% |
False |
False |
7,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,780 |
|
2.618 |
11,690 |
|
1.618 |
11,635 |
|
1.000 |
11,601 |
|
0.618 |
11,580 |
|
HIGH |
11,546 |
|
0.618 |
11,525 |
|
0.500 |
11,519 |
|
0.382 |
11,512 |
|
LOW |
11,491 |
|
0.618 |
11,457 |
|
1.000 |
11,436 |
|
1.618 |
11,402 |
|
2.618 |
11,347 |
|
4.250 |
11,257 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,521 |
11,520 |
| PP |
11,520 |
11,519 |
| S1 |
11,519 |
11,517 |
|