Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
7,022.5 |
7,006.0 |
-16.5 |
-0.2% |
6,969.0 |
High |
7,038.0 |
7,031.5 |
-6.5 |
-0.1% |
7,043.5 |
Low |
7,012.0 |
6,964.5 |
-47.5 |
-0.7% |
6,927.5 |
Close |
7,026.0 |
7,023.0 |
-3.0 |
0.0% |
7,002.5 |
Range |
26.0 |
67.0 |
41.0 |
157.7% |
116.0 |
ATR |
89.9 |
88.3 |
-1.6 |
-1.8% |
0.0 |
Volume |
188,436 |
235,531 |
47,095 |
25.0% |
574,101 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,207.3 |
7,182.2 |
7,059.9 |
|
R3 |
7,140.3 |
7,115.2 |
7,041.4 |
|
R2 |
7,073.3 |
7,073.3 |
7,035.3 |
|
R1 |
7,048.2 |
7,048.2 |
7,029.1 |
7,060.8 |
PP |
7,006.3 |
7,006.3 |
7,006.3 |
7,012.6 |
S1 |
6,981.2 |
6,981.2 |
7,016.9 |
6,993.8 |
S2 |
6,939.3 |
6,939.3 |
7,010.7 |
|
S3 |
6,872.3 |
6,914.2 |
7,004.6 |
|
S4 |
6,805.3 |
6,847.2 |
6,986.2 |
|
|
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 |
7,046.0 |
6,946.5 |
99.5 |
1.4% |
52.6 |
0.7% |
77% |
False |
False |
161,356 |
10 |
7,046.0 |
6,843.0 |
203.0 |
2.9% |
64.1 |
0.9% |
89% |
False |
False |
125,550 |
20 |
7,046.0 |
6,660.0 |
386.0 |
5.5% |
91.3 |
1.3% |
94% |
False |
False |
132,778 |
40 |
7,046.0 |
6,471.0 |
575.0 |
8.2% |
87.8 |
1.3% |
96% |
False |
False |
118,835 |
60 |
7,046.0 |
6,118.5 |
927.5 |
13.2% |
92.4 |
1.3% |
98% |
False |
False |
114,225 |
80 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
91.2 |
1.3% |
98% |
False |
False |
95,359 |
100 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
91.8 |
1.3% |
98% |
False |
False |
76,349 |
120 |
7,046.0 |
5,818.0 |
1,228.0 |
17.5% |
94.0 |
1.3% |
98% |
False |
False |
63,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,316.3 |
2.618 |
7,206.9 |
1.618 |
7,139.9 |
1.000 |
7,098.5 |
0.618 |
7,072.9 |
HIGH |
7,031.5 |
0.618 |
7,005.9 |
0.500 |
6,998.0 |
0.382 |
6,990.1 |
LOW |
6,964.5 |
0.618 |
6,923.1 |
1.000 |
6,897.5 |
1.618 |
6,856.1 |
2.618 |
6,789.1 |
4.250 |
6,679.8 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,014.7 |
7,017.1 |
PP |
7,006.3 |
7,011.2 |
S1 |
6,998.0 |
7,005.3 |
|