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 |
1,242.00 |
1,240.75 |
-1.25 |
-0.1% |
1,223.25 |
High |
1,247.00 |
1,247.25 |
0.25 |
0.0% |
1,241.50 |
Low |
1,236.75 |
1,237.75 |
1.00 |
0.1% |
1,216.25 |
Close |
1,241.25 |
1,241.75 |
0.50 |
0.0% |
1,241.00 |
Range |
10.25 |
9.50 |
-0.75 |
-7.3% |
25.25 |
ATR |
15.92 |
15.46 |
-0.46 |
-2.9% |
0.00 |
Volume |
682,650 |
659,316 |
-23,334 |
-3.4% |
8,190,928 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.75 |
1,265.75 |
1,247.00 |
|
R3 |
1,261.25 |
1,256.25 |
1,244.25 |
|
R2 |
1,251.75 |
1,251.75 |
1,243.50 |
|
R1 |
1,246.75 |
1,246.75 |
1,242.50 |
1,249.25 |
PP |
1,242.25 |
1,242.25 |
1,242.25 |
1,243.50 |
S1 |
1,237.25 |
1,237.25 |
1,241.00 |
1,239.75 |
S2 |
1,232.75 |
1,232.75 |
1,240.00 |
|
S3 |
1,223.25 |
1,227.75 |
1,239.25 |
|
S4 |
1,213.75 |
1,218.25 |
1,236.50 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.75 |
1,300.00 |
1,255.00 |
|
R3 |
1,283.50 |
1,274.75 |
1,248.00 |
|
R2 |
1,258.25 |
1,258.25 |
1,245.75 |
|
R1 |
1,249.50 |
1,249.50 |
1,243.25 |
1,254.00 |
PP |
1,233.00 |
1,233.00 |
1,233.00 |
1,235.00 |
S1 |
1,224.25 |
1,224.25 |
1,238.75 |
1,228.50 |
S2 |
1,207.75 |
1,207.75 |
1,236.25 |
|
S3 |
1,182.50 |
1,199.00 |
1,234.00 |
|
S4 |
1,157.25 |
1,173.75 |
1,227.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,247.25 |
1,217.25 |
30.00 |
2.4% |
10.75 |
0.9% |
82% |
True |
False |
1,151,750 |
10 |
1,247.25 |
1,176.25 |
71.00 |
5.7% |
14.75 |
1.2% |
92% |
True |
False |
1,580,422 |
20 |
1,247.25 |
1,171.00 |
76.25 |
6.1% |
17.00 |
1.4% |
93% |
True |
False |
1,890,670 |
40 |
1,247.25 |
1,155.50 |
91.75 |
7.4% |
16.25 |
1.3% |
94% |
True |
False |
1,989,014 |
60 |
1,247.25 |
1,117.25 |
130.00 |
10.5% |
16.25 |
1.3% |
96% |
True |
False |
1,988,258 |
80 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.50 |
1.3% |
97% |
True |
False |
1,679,655 |
100 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.75 |
1.4% |
97% |
True |
False |
1,344,339 |
120 |
1,247.25 |
998.75 |
248.50 |
20.0% |
18.00 |
1.4% |
98% |
True |
False |
1,120,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.50 |
2.618 |
1,272.00 |
1.618 |
1,262.50 |
1.000 |
1,256.75 |
0.618 |
1,253.00 |
HIGH |
1,247.25 |
0.618 |
1,243.50 |
0.500 |
1,242.50 |
0.382 |
1,241.50 |
LOW |
1,237.75 |
0.618 |
1,232.00 |
1.000 |
1,228.25 |
1.618 |
1,222.50 |
2.618 |
1,213.00 |
4.250 |
1,197.50 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,242.50 |
1,241.00 |
PP |
1,242.25 |
1,240.25 |
S1 |
1,242.00 |
1,239.50 |
|