| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,491.30 |
11,478.36 |
-12.94 |
-0.1% |
11,406.16 |
| High |
11,517.07 |
11,549.12 |
32.05 |
0.3% |
11,519.04 |
| Low |
11,442.68 |
11,478.29 |
35.61 |
0.3% |
11,405.33 |
| Close |
11,478.13 |
11,533.16 |
55.03 |
0.5% |
11,491.91 |
| Range |
74.39 |
70.83 |
-3.56 |
-4.8% |
113.71 |
| ATR |
100.58 |
98.47 |
-2.11 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,732.68 |
11,703.75 |
11,572.12 |
|
| R3 |
11,661.85 |
11,632.92 |
11,552.64 |
|
| R2 |
11,591.02 |
11,591.02 |
11,546.15 |
|
| R1 |
11,562.09 |
11,562.09 |
11,539.65 |
11,576.56 |
| PP |
11,520.19 |
11,520.19 |
11,520.19 |
11,527.42 |
| S1 |
11,491.26 |
11,491.26 |
11,526.67 |
11,505.73 |
| S2 |
11,449.36 |
11,449.36 |
11,520.17 |
|
| S3 |
11,378.53 |
11,420.43 |
11,513.68 |
|
| S4 |
11,307.70 |
11,349.60 |
11,494.20 |
|
|
| 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 |
11,549.12 |
11,421.30 |
127.82 |
1.1% |
72.86 |
0.6% |
88% |
True |
False |
|
| 10 |
11,549.12 |
11,327.49 |
221.63 |
1.9% |
72.36 |
0.6% |
93% |
True |
False |
|
| 20 |
11,549.12 |
10,929.28 |
619.84 |
5.4% |
102.81 |
0.9% |
97% |
True |
False |
|
| 40 |
11,549.12 |
10,929.28 |
619.84 |
5.4% |
112.48 |
1.0% |
97% |
True |
False |
|
| 60 |
11,549.12 |
10,711.12 |
838.00 |
7.3% |
116.69 |
1.0% |
98% |
True |
False |
|
| 80 |
11,549.12 |
9,941.84 |
1,607.28 |
13.9% |
116.64 |
1.0% |
99% |
True |
False |
|
| 100 |
11,549.12 |
9,936.62 |
1,612.50 |
14.0% |
121.76 |
1.1% |
99% |
True |
False |
|
| 120 |
11,549.12 |
9,614.32 |
1,934.80 |
16.8% |
128.16 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,850.15 |
|
2.618 |
11,734.55 |
|
1.618 |
11,663.72 |
|
1.000 |
11,619.95 |
|
0.618 |
11,592.89 |
|
HIGH |
11,549.12 |
|
0.618 |
11,522.06 |
|
0.500 |
11,513.71 |
|
0.382 |
11,505.35 |
|
LOW |
11,478.29 |
|
0.618 |
11,434.52 |
|
1.000 |
11,407.46 |
|
1.618 |
11,363.69 |
|
2.618 |
11,292.86 |
|
4.250 |
11,177.26 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,526.68 |
11,520.74 |
| PP |
11,520.19 |
11,508.32 |
| S1 |
11,513.71 |
11,495.90 |
|