Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,828.0 |
5,815.0 |
-13.0 |
-0.2% |
5,754.0 |
High |
5,841.0 |
5,844.0 |
3.0 |
0.1% |
5,852.0 |
Low |
5,798.0 |
5,794.0 |
-4.0 |
-0.1% |
5,728.0 |
Close |
5,801.0 |
5,809.5 |
8.5 |
0.1% |
5,809.5 |
Range |
43.0 |
50.0 |
7.0 |
16.3% |
124.0 |
ATR |
91.1 |
88.2 |
-2.9 |
-3.2% |
0.0 |
Volume |
113,927 |
121,709 |
7,782 |
6.8% |
525,644 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,966.0 |
5,937.5 |
5,837.0 |
|
R3 |
5,916.0 |
5,887.5 |
5,823.0 |
|
R2 |
5,866.0 |
5,866.0 |
5,818.5 |
|
R1 |
5,837.5 |
5,837.5 |
5,814.0 |
5,827.0 |
PP |
5,816.0 |
5,816.0 |
5,816.0 |
5,810.5 |
S1 |
5,787.5 |
5,787.5 |
5,805.0 |
5,777.0 |
S2 |
5,766.0 |
5,766.0 |
5,800.5 |
|
S3 |
5,716.0 |
5,737.5 |
5,796.0 |
|
S4 |
5,666.0 |
5,687.5 |
5,782.0 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.5 |
6,113.0 |
5,877.5 |
|
R3 |
6,044.5 |
5,989.0 |
5,843.5 |
|
R2 |
5,920.5 |
5,920.5 |
5,832.0 |
|
R1 |
5,865.0 |
5,865.0 |
5,821.0 |
5,893.0 |
PP |
5,796.5 |
5,796.5 |
5,796.5 |
5,810.5 |
S1 |
5,741.0 |
5,741.0 |
5,798.0 |
5,769.0 |
S2 |
5,672.5 |
5,672.5 |
5,787.0 |
|
S3 |
5,548.5 |
5,617.0 |
5,775.5 |
|
S4 |
5,424.5 |
5,493.0 |
5,741.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,852.0 |
5,728.0 |
124.0 |
2.1% |
60.0 |
1.0% |
66% |
False |
False |
105,128 |
10 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
91.5 |
1.6% |
87% |
False |
False |
116,428 |
20 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
99.0 |
1.7% |
87% |
False |
False |
111,145 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
85.5 |
1.5% |
78% |
False |
False |
101,743 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
85.5 |
1.5% |
82% |
False |
False |
103,342 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
81.5 |
1.4% |
90% |
False |
False |
87,521 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
73.0 |
1.3% |
90% |
False |
False |
70,031 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
73.5 |
1.3% |
93% |
False |
False |
58,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,056.5 |
2.618 |
5,975.0 |
1.618 |
5,925.0 |
1.000 |
5,894.0 |
0.618 |
5,875.0 |
HIGH |
5,844.0 |
0.618 |
5,825.0 |
0.500 |
5,819.0 |
0.382 |
5,813.0 |
LOW |
5,794.0 |
0.618 |
5,763.0 |
1.000 |
5,744.0 |
1.618 |
5,713.0 |
2.618 |
5,663.0 |
4.250 |
5,581.5 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,819.0 |
5,808.0 |
PP |
5,816.0 |
5,806.5 |
S1 |
5,812.5 |
5,805.0 |
|