Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,779.0 |
4,764.0 |
-15.0 |
-0.3% |
4,706.0 |
High |
4,786.0 |
4,773.0 |
-13.0 |
-0.3% |
4,759.0 |
Low |
4,765.0 |
4,760.0 |
-5.0 |
-0.1% |
4,691.0 |
Close |
4,769.0 |
4,762.0 |
-7.0 |
-0.1% |
4,758.0 |
Range |
21.0 |
13.0 |
-8.0 |
-38.1% |
68.0 |
ATR |
44.1 |
41.9 |
-2.2 |
-5.0% |
0.0 |
Volume |
74,380 |
8,406 |
-65,974 |
-88.7% |
142,676 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,804.0 |
4,796.0 |
4,769.2 |
|
R3 |
4,791.0 |
4,783.0 |
4,765.6 |
|
R2 |
4,778.0 |
4,778.0 |
4,764.4 |
|
R1 |
4,770.0 |
4,770.0 |
4,763.2 |
4,767.5 |
PP |
4,765.0 |
4,765.0 |
4,765.0 |
4,763.8 |
S1 |
4,757.0 |
4,757.0 |
4,760.8 |
4,754.5 |
S2 |
4,752.0 |
4,752.0 |
4,759.6 |
|
S3 |
4,739.0 |
4,744.0 |
4,758.4 |
|
S4 |
4,726.0 |
4,731.0 |
4,754.9 |
|
|
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 |
4,786.0 |
4,735.0 |
51.0 |
1.1% |
21.4 |
0.4% |
53% |
False |
False |
53,839 |
10 |
4,786.0 |
4,688.0 |
98.0 |
2.1% |
30.4 |
0.6% |
76% |
False |
False |
40,800 |
20 |
4,786.0 |
4,550.0 |
236.0 |
5.0% |
39.0 |
0.8% |
90% |
False |
False |
35,666 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
42.0 |
0.9% |
75% |
False |
False |
32,085 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
44.0 |
0.9% |
75% |
False |
False |
30,214 |
80 |
4,831.0 |
4,325.0 |
506.0 |
10.6% |
42.7 |
0.9% |
86% |
False |
False |
26,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,828.3 |
2.618 |
4,807.0 |
1.618 |
4,794.0 |
1.000 |
4,786.0 |
0.618 |
4,781.0 |
HIGH |
4,773.0 |
0.618 |
4,768.0 |
0.500 |
4,766.5 |
0.382 |
4,765.0 |
LOW |
4,760.0 |
0.618 |
4,752.0 |
1.000 |
4,747.0 |
1.618 |
4,739.0 |
2.618 |
4,726.0 |
4.250 |
4,704.8 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,766.5 |
4,772.5 |
PP |
4,765.0 |
4,769.0 |
S1 |
4,763.5 |
4,765.5 |
|