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 |
1,240.75 |
1,242.00 |
1.25 |
0.1% |
1,223.25 |
High |
1,247.25 |
1,244.25 |
-3.00 |
-0.2% |
1,241.50 |
Low |
1,237.75 |
1,234.00 |
-3.75 |
-0.3% |
1,216.25 |
Close |
1,241.75 |
1,237.00 |
-4.75 |
-0.4% |
1,241.00 |
Range |
9.50 |
10.25 |
0.75 |
7.9% |
25.25 |
ATR |
15.46 |
15.09 |
-0.37 |
-2.4% |
0.00 |
Volume |
659,316 |
532,608 |
-126,708 |
-19.2% |
8,190,928 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.25 |
1,263.25 |
1,242.75 |
|
R3 |
1,259.00 |
1,253.00 |
1,239.75 |
|
R2 |
1,248.75 |
1,248.75 |
1,239.00 |
|
R1 |
1,242.75 |
1,242.75 |
1,238.00 |
1,240.50 |
PP |
1,238.50 |
1,238.50 |
1,238.50 |
1,237.25 |
S1 |
1,232.50 |
1,232.50 |
1,236.00 |
1,230.50 |
S2 |
1,228.25 |
1,228.25 |
1,235.00 |
|
S3 |
1,218.00 |
1,222.25 |
1,234.25 |
|
S4 |
1,207.75 |
1,212.00 |
1,231.25 |
|
|
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 |
1,226.50 |
20.75 |
1.7% |
10.25 |
0.8% |
51% |
False |
False |
830,990 |
10 |
1,247.25 |
1,202.00 |
45.25 |
3.7% |
12.50 |
1.0% |
77% |
False |
False |
1,399,055 |
20 |
1,247.25 |
1,172.25 |
75.00 |
6.1% |
16.25 |
1.3% |
86% |
False |
False |
1,758,856 |
40 |
1,247.25 |
1,160.50 |
86.75 |
7.0% |
15.75 |
1.3% |
88% |
False |
False |
1,925,931 |
60 |
1,247.25 |
1,117.25 |
130.00 |
10.5% |
16.25 |
1.3% |
92% |
False |
False |
1,962,482 |
80 |
1,247.25 |
1,032.50 |
214.75 |
17.4% |
16.50 |
1.3% |
95% |
False |
False |
1,686,218 |
100 |
1,247.25 |
1,032.50 |
214.75 |
17.4% |
16.75 |
1.4% |
95% |
False |
False |
1,349,633 |
120 |
1,247.25 |
998.75 |
248.50 |
20.1% |
17.75 |
1.4% |
96% |
False |
False |
1,125,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.75 |
2.618 |
1,271.00 |
1.618 |
1,260.75 |
1.000 |
1,254.50 |
0.618 |
1,250.50 |
HIGH |
1,244.25 |
0.618 |
1,240.25 |
0.500 |
1,239.00 |
0.382 |
1,238.00 |
LOW |
1,234.00 |
0.618 |
1,227.75 |
1.000 |
1,223.75 |
1.618 |
1,217.50 |
2.618 |
1,207.25 |
4.250 |
1,190.50 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,239.00 |
1,240.50 |
PP |
1,238.50 |
1,239.50 |
S1 |
1,237.75 |
1,238.25 |
|