Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,815.0 |
5,835.0 |
20.0 |
0.3% |
5,754.0 |
High |
5,844.0 |
5,875.0 |
31.0 |
0.5% |
5,852.0 |
Low |
5,794.0 |
5,828.0 |
34.0 |
0.6% |
5,728.0 |
Close |
5,809.5 |
5,855.5 |
46.0 |
0.8% |
5,809.5 |
Range |
50.0 |
47.0 |
-3.0 |
-6.0% |
124.0 |
ATR |
88.2 |
86.6 |
-1.6 |
-1.8% |
0.0 |
Volume |
121,709 |
186,908 |
65,199 |
53.6% |
525,644 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,994.0 |
5,971.5 |
5,881.5 |
|
R3 |
5,947.0 |
5,924.5 |
5,868.5 |
|
R2 |
5,900.0 |
5,900.0 |
5,864.0 |
|
R1 |
5,877.5 |
5,877.5 |
5,860.0 |
5,889.0 |
PP |
5,853.0 |
5,853.0 |
5,853.0 |
5,858.5 |
S1 |
5,830.5 |
5,830.5 |
5,851.0 |
5,842.0 |
S2 |
5,806.0 |
5,806.0 |
5,847.0 |
|
S3 |
5,759.0 |
5,783.5 |
5,842.5 |
|
S4 |
5,712.0 |
5,736.5 |
5,829.5 |
|
|
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 |
5,875.0 |
5,766.5 |
108.5 |
1.9% |
57.5 |
1.0% |
82% |
True |
False |
127,022 |
10 |
5,875.0 |
5,516.5 |
358.5 |
6.1% |
77.0 |
1.3% |
95% |
True |
False |
120,639 |
20 |
5,875.0 |
5,516.5 |
358.5 |
6.1% |
95.5 |
1.6% |
95% |
True |
False |
113,814 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.4% |
84.5 |
1.4% |
90% |
False |
False |
103,797 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.8% |
84.5 |
1.4% |
92% |
False |
False |
103,963 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.4% |
80.0 |
1.4% |
96% |
False |
False |
89,849 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.4% |
73.0 |
1.2% |
96% |
False |
False |
71,899 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.6% |
73.0 |
1.2% |
97% |
False |
False |
59,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,075.0 |
2.618 |
5,998.0 |
1.618 |
5,951.0 |
1.000 |
5,922.0 |
0.618 |
5,904.0 |
HIGH |
5,875.0 |
0.618 |
5,857.0 |
0.500 |
5,851.5 |
0.382 |
5,846.0 |
LOW |
5,828.0 |
0.618 |
5,799.0 |
1.000 |
5,781.0 |
1.618 |
5,752.0 |
2.618 |
5,705.0 |
4.250 |
5,628.0 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,854.0 |
5,848.5 |
PP |
5,853.0 |
5,841.5 |
S1 |
5,851.5 |
5,834.5 |
|