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 |
1,380.6 |
1,388.9 |
8.3 |
0.6% |
1,414.0 |
High |
1,394.2 |
1,392.0 |
-2.2 |
-0.2% |
1,431.1 |
Low |
1,380.5 |
1,373.1 |
-7.4 |
-0.5% |
1,372.0 |
Close |
1,392.1 |
1,384.3 |
-7.8 |
-0.6% |
1,384.3 |
Range |
13.7 |
18.9 |
5.2 |
38.0% |
59.1 |
ATR |
24.3 |
23.9 |
-0.4 |
-1.6% |
0.0 |
Volume |
971 |
457 |
-514 |
-52.9% |
4,602 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.8 |
1,431.0 |
1,394.7 |
|
R3 |
1,420.9 |
1,412.1 |
1,389.5 |
|
R2 |
1,402.0 |
1,402.0 |
1,387.8 |
|
R1 |
1,393.2 |
1,393.2 |
1,386.0 |
1,388.2 |
PP |
1,383.1 |
1,383.1 |
1,383.1 |
1,380.6 |
S1 |
1,374.3 |
1,374.3 |
1,382.6 |
1,369.3 |
S2 |
1,364.2 |
1,364.2 |
1,380.8 |
|
S3 |
1,345.3 |
1,355.4 |
1,379.1 |
|
S4 |
1,326.4 |
1,336.5 |
1,373.9 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.1 |
1,537.8 |
1,416.8 |
|
R3 |
1,514.0 |
1,478.7 |
1,400.6 |
|
R2 |
1,454.9 |
1,454.9 |
1,395.1 |
|
R1 |
1,419.6 |
1,419.6 |
1,389.7 |
1,407.7 |
PP |
1,395.8 |
1,395.8 |
1,395.8 |
1,389.9 |
S1 |
1,360.5 |
1,360.5 |
1,378.9 |
1,348.6 |
S2 |
1,336.7 |
1,336.7 |
1,373.5 |
|
S3 |
1,277.6 |
1,301.4 |
1,368.0 |
|
S4 |
1,218.5 |
1,242.3 |
1,351.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.1 |
1,372.0 |
59.1 |
4.3% |
23.2 |
1.7% |
21% |
False |
False |
920 |
10 |
1,431.1 |
1,352.6 |
78.5 |
5.7% |
22.0 |
1.6% |
40% |
False |
False |
11,510 |
20 |
1,431.1 |
1,329.0 |
102.1 |
7.4% |
23.6 |
1.7% |
54% |
False |
False |
101,810 |
40 |
1,431.1 |
1,315.6 |
115.5 |
8.3% |
24.6 |
1.8% |
59% |
False |
False |
140,180 |
60 |
1,431.1 |
1,272.0 |
159.1 |
11.5% |
22.2 |
1.6% |
71% |
False |
False |
136,186 |
80 |
1,431.1 |
1,211.7 |
219.4 |
15.8% |
20.0 |
1.4% |
79% |
False |
False |
124,781 |
100 |
1,431.1 |
1,159.3 |
271.8 |
19.6% |
19.1 |
1.4% |
83% |
False |
False |
117,731 |
120 |
1,431.1 |
1,159.3 |
271.8 |
19.6% |
19.3 |
1.4% |
83% |
False |
False |
100,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.3 |
2.618 |
1,441.5 |
1.618 |
1,422.6 |
1.000 |
1,410.9 |
0.618 |
1,403.7 |
HIGH |
1,392.0 |
0.618 |
1,384.8 |
0.500 |
1,382.6 |
0.382 |
1,380.3 |
LOW |
1,373.1 |
0.618 |
1,361.4 |
1.000 |
1,354.2 |
1.618 |
1,342.5 |
2.618 |
1,323.6 |
4.250 |
1,292.8 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,383.7 |
1,387.9 |
PP |
1,383.1 |
1,386.7 |
S1 |
1,382.6 |
1,385.5 |
|