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 |
1,383.0 |
1,388.3 |
5.3 |
0.4% |
1,415.1 |
High |
1,395.6 |
1,393.0 |
-2.6 |
-0.2% |
1,432.5 |
Low |
1,381.1 |
1,372.7 |
-8.4 |
-0.6% |
1,372.1 |
Close |
1,392.8 |
1,384.9 |
-7.9 |
-0.6% |
1,384.9 |
Range |
14.5 |
20.3 |
5.8 |
40.0% |
60.4 |
ATR |
24.4 |
24.1 |
-0.3 |
-1.2% |
0.0 |
Volume |
118,296 |
126,093 |
7,797 |
6.6% |
761,626 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.4 |
1,435.0 |
1,396.1 |
|
R3 |
1,424.1 |
1,414.7 |
1,390.5 |
|
R2 |
1,403.8 |
1,403.8 |
1,388.6 |
|
R1 |
1,394.4 |
1,394.4 |
1,386.8 |
1,389.0 |
PP |
1,383.5 |
1,383.5 |
1,383.5 |
1,380.8 |
S1 |
1,374.1 |
1,374.1 |
1,383.0 |
1,368.7 |
S2 |
1,363.2 |
1,363.2 |
1,381.2 |
|
S3 |
1,342.9 |
1,353.8 |
1,379.3 |
|
S4 |
1,322.6 |
1,333.5 |
1,373.7 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.7 |
1,541.7 |
1,418.1 |
|
R3 |
1,517.3 |
1,481.3 |
1,401.5 |
|
R2 |
1,456.9 |
1,456.9 |
1,396.0 |
|
R1 |
1,420.9 |
1,420.9 |
1,390.4 |
1,408.7 |
PP |
1,396.5 |
1,396.5 |
1,396.5 |
1,390.4 |
S1 |
1,360.5 |
1,360.5 |
1,379.4 |
1,348.3 |
S2 |
1,336.1 |
1,336.1 |
1,373.8 |
|
S3 |
1,275.7 |
1,300.1 |
1,368.3 |
|
S4 |
1,215.3 |
1,239.7 |
1,351.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,432.5 |
1,372.1 |
60.4 |
4.4% |
24.7 |
1.8% |
21% |
False |
False |
152,325 |
10 |
1,432.5 |
1,354.5 |
78.0 |
5.6% |
23.0 |
1.7% |
39% |
False |
False |
145,135 |
20 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
23.9 |
1.7% |
53% |
False |
False |
94,619 |
40 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
24.4 |
1.8% |
59% |
False |
False |
53,101 |
60 |
1,432.5 |
1,274.7 |
157.8 |
11.4% |
21.5 |
1.6% |
70% |
False |
False |
36,310 |
80 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
18.9 |
1.4% |
78% |
False |
False |
27,542 |
100 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.4 |
1.3% |
82% |
False |
False |
22,323 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.2 |
1.2% |
82% |
False |
False |
18,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.3 |
2.618 |
1,446.1 |
1.618 |
1,425.8 |
1.000 |
1,413.3 |
0.618 |
1,405.5 |
HIGH |
1,393.0 |
0.618 |
1,385.2 |
0.500 |
1,382.9 |
0.382 |
1,380.5 |
LOW |
1,372.7 |
0.618 |
1,360.2 |
1.000 |
1,352.4 |
1.618 |
1,339.9 |
2.618 |
1,319.6 |
4.250 |
1,286.4 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,384.2 |
1,388.8 |
PP |
1,383.5 |
1,387.5 |
S1 |
1,382.9 |
1,386.2 |
|