Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,863.5 |
5,883.5 |
20.0 |
0.3% |
5,835.0 |
High |
5,909.0 |
5,906.0 |
-3.0 |
-0.1% |
5,909.0 |
Low |
5,861.5 |
5,869.0 |
7.5 |
0.1% |
5,828.0 |
Close |
5,883.0 |
5,873.5 |
-9.5 |
-0.2% |
5,873.5 |
Range |
47.5 |
37.0 |
-10.5 |
-22.1% |
81.0 |
ATR |
79.0 |
76.0 |
-3.0 |
-3.8% |
0.0 |
Volume |
154,615 |
12,782 |
-141,833 |
-91.7% |
843,163 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,994.0 |
5,970.5 |
5,894.0 |
|
R3 |
5,957.0 |
5,933.5 |
5,883.5 |
|
R2 |
5,920.0 |
5,920.0 |
5,880.5 |
|
R1 |
5,896.5 |
5,896.5 |
5,877.0 |
5,890.0 |
PP |
5,883.0 |
5,883.0 |
5,883.0 |
5,879.5 |
S1 |
5,859.5 |
5,859.5 |
5,870.0 |
5,853.0 |
S2 |
5,846.0 |
5,846.0 |
5,866.5 |
|
S3 |
5,809.0 |
5,822.5 |
5,863.5 |
|
S4 |
5,772.0 |
5,785.5 |
5,853.0 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,113.0 |
6,074.5 |
5,918.0 |
|
R3 |
6,032.0 |
5,993.5 |
5,896.0 |
|
R2 |
5,951.0 |
5,951.0 |
5,888.5 |
|
R1 |
5,912.5 |
5,912.5 |
5,881.0 |
5,932.0 |
PP |
5,870.0 |
5,870.0 |
5,870.0 |
5,880.0 |
S1 |
5,831.5 |
5,831.5 |
5,866.0 |
5,851.0 |
S2 |
5,789.0 |
5,789.0 |
5,858.5 |
|
S3 |
5,708.0 |
5,750.5 |
5,851.0 |
|
S4 |
5,627.0 |
5,669.5 |
5,829.0 |
|
|
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 |
5,828.0 |
81.0 |
1.4% |
46.0 |
0.8% |
56% |
False |
False |
168,632 |
10 |
5,909.0 |
5,728.0 |
181.0 |
3.1% |
53.0 |
0.9% |
80% |
False |
False |
136,880 |
20 |
5,909.0 |
5,516.5 |
392.5 |
6.7% |
85.0 |
1.4% |
91% |
False |
False |
126,240 |
40 |
5,909.0 |
5,516.5 |
392.5 |
6.7% |
80.0 |
1.4% |
91% |
False |
False |
111,444 |
60 |
5,909.0 |
5,482.0 |
427.0 |
7.3% |
81.0 |
1.4% |
92% |
False |
False |
107,913 |
80 |
5,909.0 |
5,085.0 |
824.0 |
14.0% |
79.5 |
1.3% |
96% |
False |
False |
98,021 |
100 |
5,909.0 |
5,050.0 |
859.0 |
14.6% |
72.5 |
1.2% |
96% |
False |
False |
78,458 |
120 |
5,909.0 |
4,744.0 |
1,165.0 |
19.8% |
71.5 |
1.2% |
97% |
False |
False |
65,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,063.0 |
2.618 |
6,003.0 |
1.618 |
5,966.0 |
1.000 |
5,943.0 |
0.618 |
5,929.0 |
HIGH |
5,906.0 |
0.618 |
5,892.0 |
0.500 |
5,887.5 |
0.382 |
5,883.0 |
LOW |
5,869.0 |
0.618 |
5,846.0 |
1.000 |
5,832.0 |
1.618 |
5,809.0 |
2.618 |
5,772.0 |
4.250 |
5,712.0 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,887.5 |
5,882.5 |
PP |
5,883.0 |
5,879.5 |
S1 |
5,878.0 |
5,876.5 |
|