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 |
4,725.0 |
4,748.0 |
23.0 |
0.5% |
4,706.0 |
High |
4,754.0 |
4,759.0 |
5.0 |
0.1% |
4,759.0 |
Low |
4,714.0 |
4,735.0 |
21.0 |
0.4% |
4,691.0 |
Close |
4,751.0 |
4,758.0 |
7.0 |
0.1% |
4,758.0 |
Range |
40.0 |
24.0 |
-16.0 |
-40.0% |
68.0 |
ATR |
51.3 |
49.3 |
-1.9 |
-3.8% |
0.0 |
Volume |
34,434 |
32,247 |
-2,187 |
-6.4% |
142,676 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.7 |
4,814.3 |
4,771.2 |
|
R3 |
4,798.7 |
4,790.3 |
4,764.6 |
|
R2 |
4,774.7 |
4,774.7 |
4,762.4 |
|
R1 |
4,766.3 |
4,766.3 |
4,760.2 |
4,770.5 |
PP |
4,750.7 |
4,750.7 |
4,750.7 |
4,752.8 |
S1 |
4,742.3 |
4,742.3 |
4,755.8 |
4,746.5 |
S2 |
4,726.7 |
4,726.7 |
4,753.6 |
|
S3 |
4,702.7 |
4,718.3 |
4,751.4 |
|
S4 |
4,678.7 |
4,694.3 |
4,744.8 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,940.0 |
4,917.0 |
4,795.4 |
|
R3 |
4,872.0 |
4,849.0 |
4,776.7 |
|
R2 |
4,804.0 |
4,804.0 |
4,770.5 |
|
R1 |
4,781.0 |
4,781.0 |
4,764.2 |
4,792.5 |
PP |
4,736.0 |
4,736.0 |
4,736.0 |
4,741.8 |
S1 |
4,713.0 |
4,713.0 |
4,751.8 |
4,724.5 |
S2 |
4,668.0 |
4,668.0 |
4,745.5 |
|
S3 |
4,600.0 |
4,645.0 |
4,739.3 |
|
S4 |
4,532.0 |
4,577.0 |
4,720.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,759.0 |
4,691.0 |
68.0 |
1.4% |
35.0 |
0.7% |
99% |
True |
False |
28,535 |
10 |
4,759.0 |
4,563.0 |
196.0 |
4.1% |
43.1 |
0.9% |
99% |
True |
False |
30,564 |
20 |
4,759.0 |
4,550.0 |
209.0 |
4.4% |
42.8 |
0.9% |
100% |
True |
False |
30,699 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
44.5 |
0.9% |
74% |
False |
False |
28,959 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
45.2 |
0.9% |
74% |
False |
False |
27,614 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.7% |
42.3 |
0.9% |
86% |
False |
False |
23,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,861.0 |
2.618 |
4,821.8 |
1.618 |
4,797.8 |
1.000 |
4,783.0 |
0.618 |
4,773.8 |
HIGH |
4,759.0 |
0.618 |
4,749.8 |
0.500 |
4,747.0 |
0.382 |
4,744.2 |
LOW |
4,735.0 |
0.618 |
4,720.2 |
1.000 |
4,711.0 |
1.618 |
4,696.2 |
2.618 |
4,672.2 |
4.250 |
4,633.0 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,754.3 |
4,748.2 |
PP |
4,750.7 |
4,738.3 |
S1 |
4,747.0 |
4,728.5 |
|