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 |
5,835.0 |
5,855.5 |
20.5 |
0.4% |
5,754.0 |
High |
5,875.0 |
5,902.0 |
27.0 |
0.5% |
5,852.0 |
Low |
5,828.0 |
5,846.0 |
18.0 |
0.3% |
5,728.0 |
Close |
5,855.5 |
5,883.5 |
28.0 |
0.5% |
5,809.5 |
Range |
47.0 |
56.0 |
9.0 |
19.1% |
124.0 |
ATR |
86.6 |
84.4 |
-2.2 |
-2.5% |
0.0 |
Volume |
186,908 |
270,627 |
83,719 |
44.8% |
525,644 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,045.0 |
6,020.5 |
5,914.5 |
|
R3 |
5,989.0 |
5,964.5 |
5,899.0 |
|
R2 |
5,933.0 |
5,933.0 |
5,894.0 |
|
R1 |
5,908.5 |
5,908.5 |
5,888.5 |
5,921.0 |
PP |
5,877.0 |
5,877.0 |
5,877.0 |
5,883.5 |
S1 |
5,852.5 |
5,852.5 |
5,878.5 |
5,865.0 |
S2 |
5,821.0 |
5,821.0 |
5,873.0 |
|
S3 |
5,765.0 |
5,796.5 |
5,868.0 |
|
S4 |
5,709.0 |
5,740.5 |
5,852.5 |
|
|
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 |
5,902.0 |
5,766.5 |
135.5 |
2.3% |
51.5 |
0.9% |
86% |
True |
False |
157,314 |
10 |
5,902.0 |
5,522.0 |
380.0 |
6.5% |
74.5 |
1.3% |
95% |
True |
False |
132,979 |
20 |
5,902.0 |
5,516.5 |
385.5 |
6.6% |
94.0 |
1.6% |
95% |
True |
False |
122,824 |
40 |
5,902.0 |
5,516.5 |
385.5 |
6.6% |
83.5 |
1.4% |
95% |
True |
False |
108,681 |
60 |
5,902.0 |
5,435.0 |
467.0 |
7.9% |
83.5 |
1.4% |
96% |
True |
False |
107,027 |
80 |
5,902.0 |
5,050.0 |
852.0 |
14.5% |
80.0 |
1.4% |
98% |
True |
False |
93,232 |
100 |
5,902.0 |
5,050.0 |
852.0 |
14.5% |
73.0 |
1.2% |
98% |
True |
False |
74,604 |
120 |
5,902.0 |
4,744.0 |
1,158.0 |
19.7% |
73.0 |
1.2% |
98% |
True |
False |
62,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,140.0 |
2.618 |
6,048.5 |
1.618 |
5,992.5 |
1.000 |
5,958.0 |
0.618 |
5,936.5 |
HIGH |
5,902.0 |
0.618 |
5,880.5 |
0.500 |
5,874.0 |
0.382 |
5,867.5 |
LOW |
5,846.0 |
0.618 |
5,811.5 |
1.000 |
5,790.0 |
1.618 |
5,755.5 |
2.618 |
5,699.5 |
4.250 |
5,608.0 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,880.5 |
5,871.5 |
PP |
5,877.0 |
5,860.0 |
S1 |
5,874.0 |
5,848.0 |
|