Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
7,012.0 |
7,033.0 |
21.0 |
0.3% |
7,013.0 |
High |
7,035.0 |
7,042.0 |
7.0 |
0.1% |
7,046.0 |
Low |
6,990.0 |
7,005.0 |
15.0 |
0.2% |
6,964.5 |
Close |
7,023.0 |
7,009.4 |
-13.6 |
-0.2% |
7,009.4 |
Range |
45.0 |
37.0 |
-8.0 |
-17.8% |
81.5 |
ATR |
85.2 |
81.7 |
-3.4 |
-4.0% |
0.0 |
Volume |
176,805 |
21,893 |
-154,912 |
-87.6% |
746,143 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,129.8 |
7,106.6 |
7,029.8 |
|
R3 |
7,092.8 |
7,069.6 |
7,019.6 |
|
R2 |
7,055.8 |
7,055.8 |
7,016.2 |
|
R1 |
7,032.6 |
7,032.6 |
7,012.8 |
7,025.7 |
PP |
7,018.8 |
7,018.8 |
7,018.8 |
7,015.4 |
S1 |
6,995.6 |
6,995.6 |
7,006.0 |
6,988.7 |
S2 |
6,981.8 |
6,981.8 |
7,002.6 |
|
S3 |
6,944.8 |
6,958.6 |
6,999.2 |
|
S4 |
6,907.8 |
6,921.6 |
6,989.1 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,251.1 |
7,211.8 |
7,054.2 |
|
R3 |
7,169.6 |
7,130.3 |
7,031.8 |
|
R2 |
7,088.1 |
7,088.1 |
7,024.3 |
|
R1 |
7,048.8 |
7,048.8 |
7,016.9 |
7,027.7 |
PP |
7,006.6 |
7,006.6 |
7,006.6 |
6,996.1 |
S1 |
6,967.3 |
6,967.3 |
7,001.9 |
6,946.2 |
S2 |
6,925.1 |
6,925.1 |
6,994.5 |
|
S3 |
6,843.6 |
6,885.8 |
6,987.0 |
|
S4 |
6,762.1 |
6,804.3 |
6,964.6 |
|
|
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 |
6,964.5 |
81.5 |
1.2% |
41.6 |
0.6% |
55% |
False |
False |
149,228 |
10 |
7,046.0 |
6,927.5 |
118.5 |
1.7% |
53.5 |
0.8% |
69% |
False |
False |
132,024 |
20 |
7,046.0 |
6,660.5 |
385.5 |
5.5% |
88.4 |
1.3% |
91% |
False |
False |
128,643 |
40 |
7,046.0 |
6,562.5 |
483.5 |
6.9% |
85.0 |
1.2% |
92% |
False |
False |
116,645 |
60 |
7,046.0 |
6,118.5 |
927.5 |
13.2% |
89.6 |
1.3% |
96% |
False |
False |
111,833 |
80 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
90.0 |
1.3% |
97% |
False |
False |
97,834 |
100 |
7,046.0 |
5,830.0 |
1,216.0 |
17.3% |
90.3 |
1.3% |
97% |
False |
False |
78,332 |
120 |
7,046.0 |
5,818.0 |
1,228.0 |
17.5% |
92.9 |
1.3% |
97% |
False |
False |
65,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,199.3 |
2.618 |
7,138.9 |
1.618 |
7,101.9 |
1.000 |
7,079.0 |
0.618 |
7,064.9 |
HIGH |
7,042.0 |
0.618 |
7,027.9 |
0.500 |
7,023.5 |
0.382 |
7,019.1 |
LOW |
7,005.0 |
0.618 |
6,982.1 |
1.000 |
6,968.0 |
1.618 |
6,945.1 |
2.618 |
6,908.1 |
4.250 |
6,847.8 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,023.5 |
7,007.4 |
PP |
7,018.8 |
7,005.3 |
S1 |
7,014.1 |
7,003.3 |
|