Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,748.0 |
4,763.0 |
15.0 |
0.3% |
4,706.0 |
High |
4,759.0 |
4,784.0 |
25.0 |
0.5% |
4,759.0 |
Low |
4,735.0 |
4,754.0 |
19.0 |
0.4% |
4,691.0 |
Close |
4,758.0 |
4,760.0 |
2.0 |
0.0% |
4,758.0 |
Range |
24.0 |
30.0 |
6.0 |
25.0% |
68.0 |
ATR |
49.3 |
47.9 |
-1.4 |
-2.8% |
0.0 |
Volume |
32,247 |
55,992 |
23,745 |
73.6% |
142,676 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.0 |
4,838.0 |
4,776.5 |
|
R3 |
4,826.0 |
4,808.0 |
4,768.3 |
|
R2 |
4,796.0 |
4,796.0 |
4,765.5 |
|
R1 |
4,778.0 |
4,778.0 |
4,762.8 |
4,772.0 |
PP |
4,766.0 |
4,766.0 |
4,766.0 |
4,763.0 |
S1 |
4,748.0 |
4,748.0 |
4,757.3 |
4,742.0 |
S2 |
4,736.0 |
4,736.0 |
4,754.5 |
|
S3 |
4,706.0 |
4,718.0 |
4,751.8 |
|
S4 |
4,676.0 |
4,688.0 |
4,743.5 |
|
|
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 |
4,784.0 |
4,698.0 |
86.0 |
1.8% |
35.6 |
0.7% |
72% |
True |
False |
35,496 |
10 |
4,784.0 |
4,563.0 |
221.0 |
4.6% |
38.9 |
0.8% |
89% |
True |
False |
32,631 |
20 |
4,784.0 |
4,550.0 |
234.0 |
4.9% |
41.6 |
0.9% |
90% |
True |
False |
31,567 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
44.3 |
0.9% |
75% |
False |
False |
29,826 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
45.1 |
0.9% |
75% |
False |
False |
28,136 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.7% |
42.5 |
0.9% |
86% |
False |
False |
24,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,911.5 |
2.618 |
4,862.5 |
1.618 |
4,832.5 |
1.000 |
4,814.0 |
0.618 |
4,802.5 |
HIGH |
4,784.0 |
0.618 |
4,772.5 |
0.500 |
4,769.0 |
0.382 |
4,765.5 |
LOW |
4,754.0 |
0.618 |
4,735.5 |
1.000 |
4,724.0 |
1.618 |
4,705.5 |
2.618 |
4,675.5 |
4.250 |
4,626.5 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,769.0 |
4,756.3 |
PP |
4,766.0 |
4,752.7 |
S1 |
4,763.0 |
4,749.0 |
|