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 |
7,010.5 |
7,005.0 |
-5.5 |
-0.1% |
6,969.0 |
High |
7,029.0 |
7,028.5 |
-0.5 |
0.0% |
7,043.5 |
Low |
6,946.5 |
6,974.0 |
27.5 |
0.4% |
6,927.5 |
Close |
6,964.0 |
7,002.5 |
38.5 |
0.6% |
7,002.5 |
Range |
82.5 |
54.5 |
-28.0 |
-33.9% |
116.0 |
ATR |
101.4 |
98.8 |
-2.6 |
-2.6% |
0.0 |
Volume |
151,225 |
108,114 |
-43,111 |
-28.5% |
574,101 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,165.2 |
7,138.3 |
7,032.5 |
|
R3 |
7,110.7 |
7,083.8 |
7,017.5 |
|
R2 |
7,056.2 |
7,056.2 |
7,012.5 |
|
R1 |
7,029.3 |
7,029.3 |
7,007.5 |
7,015.5 |
PP |
7,001.7 |
7,001.7 |
7,001.7 |
6,994.8 |
S1 |
6,974.8 |
6,974.8 |
6,997.5 |
6,961.0 |
S2 |
6,947.2 |
6,947.2 |
6,992.5 |
|
S3 |
6,892.7 |
6,920.3 |
6,987.5 |
|
S4 |
6,838.2 |
6,865.8 |
6,972.5 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,339.2 |
7,286.8 |
7,066.3 |
|
R3 |
7,223.2 |
7,170.8 |
7,034.4 |
|
R2 |
7,107.2 |
7,107.2 |
7,023.8 |
|
R1 |
7,054.8 |
7,054.8 |
7,013.1 |
7,081.0 |
PP |
6,991.2 |
6,991.2 |
6,991.2 |
7,004.3 |
S1 |
6,938.8 |
6,938.8 |
6,991.9 |
6,965.0 |
S2 |
6,875.2 |
6,875.2 |
6,981.2 |
|
S3 |
6,759.2 |
6,822.8 |
6,970.6 |
|
S4 |
6,643.2 |
6,706.8 |
6,938.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,043.5 |
6,927.5 |
116.0 |
1.7% |
65.4 |
0.9% |
65% |
False |
False |
114,820 |
10 |
7,043.5 |
6,660.5 |
383.0 |
5.5% |
100.9 |
1.4% |
89% |
False |
False |
135,525 |
20 |
7,043.5 |
6,625.5 |
418.0 |
6.0% |
105.0 |
1.5% |
90% |
False |
False |
112,719 |
40 |
7,043.5 |
6,447.0 |
596.5 |
8.5% |
91.2 |
1.3% |
93% |
False |
False |
108,131 |
60 |
7,043.5 |
6,118.5 |
925.0 |
13.2% |
95.6 |
1.4% |
96% |
False |
False |
112,797 |
80 |
7,043.5 |
5,830.0 |
1,213.5 |
17.3% |
92.8 |
1.3% |
97% |
False |
False |
88,544 |
100 |
7,043.5 |
5,830.0 |
1,213.5 |
17.3% |
92.3 |
1.3% |
97% |
False |
False |
70,897 |
120 |
7,043.5 |
5,818.0 |
1,225.5 |
17.5% |
95.6 |
1.4% |
97% |
False |
False |
59,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,260.1 |
2.618 |
7,171.2 |
1.618 |
7,116.7 |
1.000 |
7,083.0 |
0.618 |
7,062.2 |
HIGH |
7,028.5 |
0.618 |
7,007.7 |
0.500 |
7,001.3 |
0.382 |
6,994.8 |
LOW |
6,974.0 |
0.618 |
6,940.3 |
1.000 |
6,919.5 |
1.618 |
6,885.8 |
2.618 |
6,831.3 |
4.250 |
6,742.4 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,002.1 |
6,997.6 |
PP |
7,001.7 |
6,992.7 |
S1 |
7,001.3 |
6,987.8 |
|