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 |
11,411 |
11,424 |
13 |
0.1% |
11,363 |
High |
11,479 |
11,514 |
35 |
0.3% |
11,448 |
Low |
11,381 |
11,412 |
31 |
0.3% |
11,285 |
Close |
11,429 |
11,484 |
55 |
0.5% |
11,408 |
Range |
98 |
102 |
4 |
4.1% |
163 |
ATR |
134 |
132 |
-2 |
-1.7% |
0 |
Volume |
35,093 |
25,521 |
-9,572 |
-27.3% |
431,350 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,776 |
11,732 |
11,540 |
|
R3 |
11,674 |
11,630 |
11,512 |
|
R2 |
11,572 |
11,572 |
11,503 |
|
R1 |
11,528 |
11,528 |
11,493 |
11,550 |
PP |
11,470 |
11,470 |
11,470 |
11,481 |
S1 |
11,426 |
11,426 |
11,475 |
11,448 |
S2 |
11,368 |
11,368 |
11,465 |
|
S3 |
11,266 |
11,324 |
11,456 |
|
S4 |
11,164 |
11,222 |
11,428 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,869 |
11,802 |
11,498 |
|
R3 |
11,706 |
11,639 |
11,453 |
|
R2 |
11,543 |
11,543 |
11,438 |
|
R1 |
11,476 |
11,476 |
11,423 |
11,510 |
PP |
11,380 |
11,380 |
11,380 |
11,397 |
S1 |
11,313 |
11,313 |
11,393 |
11,347 |
S2 |
11,217 |
11,217 |
11,378 |
|
S3 |
11,054 |
11,150 |
11,363 |
|
S4 |
10,891 |
10,987 |
11,318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,514 |
11,285 |
229 |
2.0% |
96 |
0.8% |
87% |
True |
False |
57,847 |
10 |
11,514 |
10,971 |
543 |
4.7% |
124 |
1.1% |
94% |
True |
False |
84,439 |
20 |
11,514 |
10,916 |
598 |
5.2% |
144 |
1.3% |
95% |
True |
False |
100,296 |
40 |
11,514 |
10,861 |
653 |
5.7% |
139 |
1.2% |
95% |
True |
False |
112,125 |
60 |
11,514 |
10,573 |
941 |
8.2% |
139 |
1.2% |
97% |
True |
False |
118,794 |
80 |
11,514 |
9,844 |
1,670 |
14.5% |
140 |
1.2% |
98% |
True |
False |
100,850 |
100 |
11,514 |
9,844 |
1,670 |
14.5% |
142 |
1.2% |
98% |
True |
False |
80,698 |
120 |
11,514 |
9,452 |
2,062 |
18.0% |
150 |
1.3% |
99% |
True |
False |
67,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,948 |
2.618 |
11,781 |
1.618 |
11,679 |
1.000 |
11,616 |
0.618 |
11,577 |
HIGH |
11,514 |
0.618 |
11,475 |
0.500 |
11,463 |
0.382 |
11,451 |
LOW |
11,412 |
0.618 |
11,349 |
1.000 |
11,310 |
1.618 |
11,247 |
2.618 |
11,145 |
4.250 |
10,979 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,477 |
11,467 |
PP |
11,470 |
11,450 |
S1 |
11,463 |
11,433 |
|