Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,242.00 |
1,237.00 |
-5.00 |
-0.4% |
1,223.25 |
High |
1,244.25 |
1,244.50 |
0.25 |
0.0% |
1,241.50 |
Low |
1,234.00 |
1,232.50 |
-1.50 |
-0.1% |
1,216.25 |
Close |
1,237.00 |
1,243.50 |
6.50 |
0.5% |
1,241.00 |
Range |
10.25 |
12.00 |
1.75 |
17.1% |
25.25 |
ATR |
15.09 |
14.87 |
-0.22 |
-1.5% |
0.00 |
Volume |
532,608 |
317,800 |
-214,808 |
-40.3% |
8,190,928 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.25 |
1,271.75 |
1,250.00 |
|
R3 |
1,264.25 |
1,259.75 |
1,246.75 |
|
R2 |
1,252.25 |
1,252.25 |
1,245.75 |
|
R1 |
1,247.75 |
1,247.75 |
1,244.50 |
1,250.00 |
PP |
1,240.25 |
1,240.25 |
1,240.25 |
1,241.25 |
S1 |
1,235.75 |
1,235.75 |
1,242.50 |
1,238.00 |
S2 |
1,228.25 |
1,228.25 |
1,241.25 |
|
S3 |
1,216.25 |
1,223.75 |
1,240.25 |
|
S4 |
1,204.25 |
1,211.75 |
1,237.00 |
|
|
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 |
1,231.50 |
15.75 |
1.3% |
10.50 |
0.8% |
76% |
False |
False |
616,959 |
10 |
1,247.25 |
1,213.00 |
34.25 |
2.8% |
11.50 |
0.9% |
89% |
False |
False |
1,227,321 |
20 |
1,247.25 |
1,172.25 |
75.00 |
6.0% |
16.25 |
1.3% |
95% |
False |
False |
1,673,873 |
40 |
1,247.25 |
1,167.25 |
80.00 |
6.4% |
15.50 |
1.3% |
95% |
False |
False |
1,876,689 |
60 |
1,247.25 |
1,117.25 |
130.00 |
10.5% |
16.25 |
1.3% |
97% |
False |
False |
1,935,243 |
80 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.50 |
1.3% |
98% |
False |
False |
1,690,125 |
100 |
1,247.25 |
1,032.50 |
214.75 |
17.3% |
16.75 |
1.3% |
98% |
False |
False |
1,352,803 |
120 |
1,247.25 |
998.75 |
248.50 |
20.0% |
17.75 |
1.4% |
98% |
False |
False |
1,127,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.50 |
2.618 |
1,276.00 |
1.618 |
1,264.00 |
1.000 |
1,256.50 |
0.618 |
1,252.00 |
HIGH |
1,244.50 |
0.618 |
1,240.00 |
0.500 |
1,238.50 |
0.382 |
1,237.00 |
LOW |
1,232.50 |
0.618 |
1,225.00 |
1.000 |
1,220.50 |
1.618 |
1,213.00 |
2.618 |
1,201.00 |
4.250 |
1,181.50 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,241.75 |
1,242.25 |
PP |
1,240.25 |
1,241.00 |
S1 |
1,238.50 |
1,240.00 |
|