| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,532.17 |
11,559.11 |
26.94 |
0.2% |
11,406.16 |
| High |
11,566.99 |
11,580.84 |
13.85 |
0.1% |
11,519.04 |
| Low |
11,528.08 |
11,542.62 |
14.54 |
0.1% |
11,405.33 |
| Close |
11,559.49 |
11,573.49 |
14.00 |
0.1% |
11,491.91 |
| Range |
38.91 |
38.22 |
-0.69 |
-1.8% |
113.71 |
| ATR |
94.21 |
90.21 |
-4.00 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,680.31 |
11,665.12 |
11,594.51 |
|
| R3 |
11,642.09 |
11,626.90 |
11,584.00 |
|
| R2 |
11,603.87 |
11,603.87 |
11,580.50 |
|
| R1 |
11,588.68 |
11,588.68 |
11,576.99 |
11,596.28 |
| PP |
11,565.65 |
11,565.65 |
11,565.65 |
11,569.45 |
| S1 |
11,550.46 |
11,550.46 |
11,569.99 |
11,558.06 |
| S2 |
11,527.43 |
11,527.43 |
11,566.48 |
|
| S3 |
11,489.21 |
11,512.24 |
11,562.98 |
|
| S4 |
11,450.99 |
11,474.02 |
11,552.47 |
|
|
| 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 |
11,580.84 |
11,442.68 |
138.16 |
1.2% |
54.91 |
0.5% |
95% |
True |
False |
|
| 10 |
11,580.84 |
11,357.72 |
223.12 |
1.9% |
65.73 |
0.6% |
97% |
True |
False |
|
| 20 |
11,580.84 |
10,929.28 |
651.56 |
5.6% |
89.34 |
0.8% |
99% |
True |
False |
|
| 40 |
11,580.84 |
10,929.28 |
651.56 |
5.6% |
108.27 |
0.9% |
99% |
True |
False |
|
| 60 |
11,580.84 |
10,711.12 |
869.72 |
7.5% |
114.17 |
1.0% |
99% |
True |
False |
|
| 80 |
11,580.84 |
10,016.01 |
1,564.83 |
13.5% |
114.18 |
1.0% |
100% |
True |
False |
|
| 100 |
11,580.84 |
9,936.62 |
1,644.22 |
14.2% |
119.54 |
1.0% |
100% |
True |
False |
|
| 120 |
11,580.84 |
9,736.70 |
1,844.14 |
15.9% |
125.84 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,743.28 |
|
2.618 |
11,680.90 |
|
1.618 |
11,642.68 |
|
1.000 |
11,619.06 |
|
0.618 |
11,604.46 |
|
HIGH |
11,580.84 |
|
0.618 |
11,566.24 |
|
0.500 |
11,561.73 |
|
0.382 |
11,557.22 |
|
LOW |
11,542.62 |
|
0.618 |
11,519.00 |
|
1.000 |
11,504.40 |
|
1.618 |
11,480.78 |
|
2.618 |
11,442.56 |
|
4.250 |
11,380.19 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,569.57 |
11,558.85 |
| PP |
11,565.65 |
11,544.21 |
| S1 |
11,561.73 |
11,529.57 |
|