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 |
5,869.5 |
5,863.5 |
-6.0 |
-0.1% |
5,754.0 |
High |
5,899.5 |
5,909.0 |
9.5 |
0.2% |
5,852.0 |
Low |
5,856.0 |
5,861.5 |
5.5 |
0.1% |
5,728.0 |
Close |
5,896.5 |
5,883.0 |
-13.5 |
-0.2% |
5,809.5 |
Range |
43.5 |
47.5 |
4.0 |
9.2% |
124.0 |
ATR |
81.5 |
79.0 |
-2.4 |
-3.0% |
0.0 |
Volume |
218,231 |
154,615 |
-63,616 |
-29.2% |
525,644 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,027.0 |
6,002.5 |
5,909.0 |
|
R3 |
5,979.5 |
5,955.0 |
5,896.0 |
|
R2 |
5,932.0 |
5,932.0 |
5,891.5 |
|
R1 |
5,907.5 |
5,907.5 |
5,887.5 |
5,920.0 |
PP |
5,884.5 |
5,884.5 |
5,884.5 |
5,890.5 |
S1 |
5,860.0 |
5,860.0 |
5,878.5 |
5,872.0 |
S2 |
5,837.0 |
5,837.0 |
5,874.5 |
|
S3 |
5,789.5 |
5,812.5 |
5,870.0 |
|
S4 |
5,742.0 |
5,765.0 |
5,857.0 |
|
|
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 |
5,909.0 |
5,794.0 |
115.0 |
2.0% |
49.0 |
0.8% |
77% |
True |
False |
190,418 |
10 |
5,909.0 |
5,720.0 |
189.0 |
3.2% |
56.0 |
1.0% |
86% |
True |
False |
144,745 |
20 |
5,909.0 |
5,516.5 |
392.5 |
6.7% |
88.5 |
1.5% |
93% |
True |
False |
130,341 |
40 |
5,909.0 |
5,516.5 |
392.5 |
6.7% |
81.5 |
1.4% |
93% |
True |
False |
113,630 |
60 |
5,909.0 |
5,435.0 |
474.0 |
8.1% |
82.5 |
1.4% |
95% |
True |
False |
109,784 |
80 |
5,909.0 |
5,050.0 |
859.0 |
14.6% |
80.0 |
1.4% |
97% |
True |
False |
97,891 |
100 |
5,909.0 |
5,050.0 |
859.0 |
14.6% |
73.0 |
1.2% |
97% |
True |
False |
78,332 |
120 |
5,909.0 |
4,744.0 |
1,165.0 |
19.8% |
72.0 |
1.2% |
98% |
True |
False |
65,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,111.0 |
2.618 |
6,033.5 |
1.618 |
5,986.0 |
1.000 |
5,956.5 |
0.618 |
5,938.5 |
HIGH |
5,909.0 |
0.618 |
5,891.0 |
0.500 |
5,885.0 |
0.382 |
5,879.5 |
LOW |
5,861.5 |
0.618 |
5,832.0 |
1.000 |
5,814.0 |
1.618 |
5,784.5 |
2.618 |
5,737.0 |
4.250 |
5,659.5 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,885.0 |
5,881.0 |
PP |
5,884.5 |
5,879.5 |
S1 |
5,884.0 |
5,877.5 |
|