| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,370.36 |
11,370.44 |
0.08 |
0.0% |
11,381.33 |
| High |
11,413.35 |
11,413.69 |
0.34 |
0.0% |
11,450.89 |
| Low |
11,331.50 |
11,357.72 |
26.22 |
0.2% |
11,327.49 |
| Close |
11,370.06 |
11,410.32 |
40.26 |
0.4% |
11,410.32 |
| Range |
81.85 |
55.97 |
-25.88 |
-31.6% |
123.40 |
| ATR |
119.38 |
114.85 |
-4.53 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,561.82 |
11,542.04 |
11,441.10 |
|
| R3 |
11,505.85 |
11,486.07 |
11,425.71 |
|
| R2 |
11,449.88 |
11,449.88 |
11,420.58 |
|
| R1 |
11,430.10 |
11,430.10 |
11,415.45 |
11,439.99 |
| PP |
11,393.91 |
11,393.91 |
11,393.91 |
11,398.86 |
| S1 |
11,374.13 |
11,374.13 |
11,405.19 |
11,384.02 |
| S2 |
11,337.94 |
11,337.94 |
11,400.06 |
|
| S3 |
11,281.97 |
11,318.16 |
11,394.93 |
|
| S4 |
11,226.00 |
11,262.19 |
11,379.54 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,766.43 |
11,711.78 |
11,478.19 |
|
| R3 |
11,643.03 |
11,588.38 |
11,444.26 |
|
| R2 |
11,519.63 |
11,519.63 |
11,432.94 |
|
| R1 |
11,464.98 |
11,464.98 |
11,421.63 |
11,492.31 |
| PP |
11,396.23 |
11,396.23 |
11,396.23 |
11,409.90 |
| S1 |
11,341.58 |
11,341.58 |
11,399.01 |
11,368.91 |
| S2 |
11,272.83 |
11,272.83 |
11,387.70 |
|
| S3 |
11,149.43 |
11,218.18 |
11,376.39 |
|
| S4 |
11,026.03 |
11,094.78 |
11,342.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,450.89 |
11,327.49 |
123.40 |
1.1% |
67.61 |
0.6% |
67% |
False |
False |
|
| 10 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
106.91 |
0.9% |
92% |
False |
False |
|
| 20 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
122.93 |
1.1% |
92% |
False |
False |
|
| 40 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
123.15 |
1.1% |
92% |
False |
False |
|
| 60 |
11,451.53 |
10,567.36 |
884.17 |
7.7% |
122.08 |
1.1% |
95% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
124.52 |
1.1% |
97% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
126.87 |
1.1% |
97% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
133.67 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,651.56 |
|
2.618 |
11,560.22 |
|
1.618 |
11,504.25 |
|
1.000 |
11,469.66 |
|
0.618 |
11,448.28 |
|
HIGH |
11,413.69 |
|
0.618 |
11,392.31 |
|
0.500 |
11,385.71 |
|
0.382 |
11,379.10 |
|
LOW |
11,357.72 |
|
0.618 |
11,323.13 |
|
1.000 |
11,301.75 |
|
1.618 |
11,267.16 |
|
2.618 |
11,211.19 |
|
4.250 |
11,119.85 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,402.12 |
11,397.08 |
| PP |
11,393.91 |
11,383.83 |
| S1 |
11,385.71 |
11,370.59 |
|