| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,499.02 |
11,491.30 |
-7.72 |
-0.1% |
11,406.16 |
| High |
11,503.18 |
11,517.07 |
13.89 |
0.1% |
11,519.04 |
| Low |
11,451.00 |
11,442.68 |
-8.32 |
-0.1% |
11,405.33 |
| Close |
11,491.91 |
11,478.13 |
-13.78 |
-0.1% |
11,491.91 |
| Range |
52.18 |
74.39 |
22.21 |
42.6% |
113.71 |
| ATR |
102.59 |
100.58 |
-2.01 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,702.46 |
11,664.69 |
11,519.04 |
|
| R3 |
11,628.07 |
11,590.30 |
11,498.59 |
|
| R2 |
11,553.68 |
11,553.68 |
11,491.77 |
|
| R1 |
11,515.91 |
11,515.91 |
11,484.95 |
11,497.60 |
| PP |
11,479.29 |
11,479.29 |
11,479.29 |
11,470.14 |
| S1 |
11,441.52 |
11,441.52 |
11,471.31 |
11,423.21 |
| S2 |
11,404.90 |
11,404.90 |
11,464.49 |
|
| S3 |
11,330.51 |
11,367.13 |
11,457.67 |
|
| S4 |
11,256.12 |
11,292.74 |
11,437.22 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,813.22 |
11,766.28 |
11,554.45 |
|
| R3 |
11,699.51 |
11,652.57 |
11,523.18 |
|
| R2 |
11,585.80 |
11,585.80 |
11,512.76 |
|
| R1 |
11,538.86 |
11,538.86 |
11,502.33 |
11,562.33 |
| PP |
11,472.09 |
11,472.09 |
11,472.09 |
11,483.83 |
| S1 |
11,425.15 |
11,425.15 |
11,481.49 |
11,448.62 |
| S2 |
11,358.38 |
11,358.38 |
11,471.06 |
|
| S3 |
11,244.67 |
11,311.44 |
11,460.64 |
|
| S4 |
11,130.96 |
11,197.73 |
11,429.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,519.04 |
11,421.30 |
97.74 |
0.9% |
75.72 |
0.7% |
58% |
False |
False |
|
| 10 |
11,519.04 |
11,327.49 |
191.55 |
1.7% |
74.95 |
0.7% |
79% |
False |
False |
|
| 20 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
106.85 |
0.9% |
93% |
False |
False |
|
| 40 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
113.59 |
1.0% |
93% |
False |
False |
|
| 60 |
11,519.04 |
10,711.12 |
807.92 |
7.0% |
116.57 |
1.0% |
95% |
False |
False |
|
| 80 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
118.55 |
1.0% |
97% |
False |
False |
|
| 100 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
122.65 |
1.1% |
97% |
False |
False |
|
| 120 |
11,519.04 |
9,614.32 |
1,904.72 |
16.6% |
129.02 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,833.23 |
|
2.618 |
11,711.82 |
|
1.618 |
11,637.43 |
|
1.000 |
11,591.46 |
|
0.618 |
11,563.04 |
|
HIGH |
11,517.07 |
|
0.618 |
11,488.65 |
|
0.500 |
11,479.88 |
|
0.382 |
11,471.10 |
|
LOW |
11,442.68 |
|
0.618 |
11,396.71 |
|
1.000 |
11,368.29 |
|
1.618 |
11,322.32 |
|
2.618 |
11,247.93 |
|
4.250 |
11,126.52 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,479.88 |
11,475.15 |
| PP |
11,479.29 |
11,472.17 |
| S1 |
11,478.71 |
11,469.19 |
|