Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,763.0 |
4,766.0 |
3.0 |
0.1% |
4,706.0 |
High |
4,784.0 |
4,778.0 |
-6.0 |
-0.1% |
4,759.0 |
Low |
4,754.0 |
4,759.0 |
5.0 |
0.1% |
4,691.0 |
Close |
4,760.0 |
4,777.0 |
17.0 |
0.4% |
4,758.0 |
Range |
30.0 |
19.0 |
-11.0 |
-36.7% |
68.0 |
ATR |
47.9 |
45.9 |
-2.1 |
-4.3% |
0.0 |
Volume |
55,992 |
98,172 |
42,180 |
75.3% |
142,676 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,828.3 |
4,821.7 |
4,787.5 |
|
R3 |
4,809.3 |
4,802.7 |
4,782.2 |
|
R2 |
4,790.3 |
4,790.3 |
4,780.5 |
|
R1 |
4,783.7 |
4,783.7 |
4,778.7 |
4,787.0 |
PP |
4,771.3 |
4,771.3 |
4,771.3 |
4,773.0 |
S1 |
4,764.7 |
4,764.7 |
4,775.3 |
4,768.0 |
S2 |
4,752.3 |
4,752.3 |
4,773.5 |
|
S3 |
4,733.3 |
4,745.7 |
4,771.8 |
|
S4 |
4,714.3 |
4,726.7 |
4,766.6 |
|
|
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% |
29.4 |
0.6% |
92% |
False |
False |
49,390 |
10 |
4,784.0 |
4,563.0 |
221.0 |
4.6% |
36.7 |
0.8% |
97% |
False |
False |
39,339 |
20 |
4,784.0 |
4,550.0 |
234.0 |
4.9% |
40.7 |
0.9% |
97% |
False |
False |
35,241 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
43.2 |
0.9% |
81% |
False |
False |
31,690 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
44.9 |
0.9% |
81% |
False |
False |
29,501 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.7% |
42.8 |
0.9% |
89% |
False |
False |
25,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,858.8 |
2.618 |
4,827.7 |
1.618 |
4,808.7 |
1.000 |
4,797.0 |
0.618 |
4,789.7 |
HIGH |
4,778.0 |
0.618 |
4,770.7 |
0.500 |
4,768.5 |
0.382 |
4,766.3 |
LOW |
4,759.0 |
0.618 |
4,747.3 |
1.000 |
4,740.0 |
1.618 |
4,728.3 |
2.618 |
4,709.3 |
4.250 |
4,678.3 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,774.2 |
4,771.2 |
PP |
4,771.3 |
4,765.3 |
S1 |
4,768.5 |
4,759.5 |
|