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 |
1,388.3 |
1,385.0 |
-3.3 |
-0.2% |
1,415.1 |
High |
1,393.0 |
1,400.2 |
7.2 |
0.5% |
1,432.5 |
Low |
1,372.7 |
1,380.8 |
8.1 |
0.6% |
1,372.1 |
Close |
1,384.9 |
1,398.0 |
13.1 |
0.9% |
1,384.9 |
Range |
20.3 |
19.4 |
-0.9 |
-4.4% |
60.4 |
ATR |
24.1 |
23.8 |
-0.3 |
-1.4% |
0.0 |
Volume |
126,093 |
106,842 |
-19,251 |
-15.3% |
761,626 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.2 |
1,444.0 |
1,408.7 |
|
R3 |
1,431.8 |
1,424.6 |
1,403.3 |
|
R2 |
1,412.4 |
1,412.4 |
1,401.6 |
|
R1 |
1,405.2 |
1,405.2 |
1,399.8 |
1,408.8 |
PP |
1,393.0 |
1,393.0 |
1,393.0 |
1,394.8 |
S1 |
1,385.8 |
1,385.8 |
1,396.2 |
1,389.4 |
S2 |
1,373.6 |
1,373.6 |
1,394.4 |
|
S3 |
1,354.2 |
1,366.4 |
1,392.7 |
|
S4 |
1,334.8 |
1,347.0 |
1,387.3 |
|
|
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 |
4.3% |
24.7 |
1.8% |
43% |
False |
False |
147,494 |
10 |
1,432.5 |
1,364.0 |
68.5 |
4.9% |
23.3 |
1.7% |
50% |
False |
False |
145,039 |
20 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
22.4 |
1.6% |
66% |
False |
False |
99,084 |
40 |
1,432.5 |
1,317.4 |
115.1 |
8.2% |
24.3 |
1.7% |
70% |
False |
False |
55,569 |
60 |
1,432.5 |
1,274.7 |
157.8 |
11.3% |
21.6 |
1.5% |
78% |
False |
False |
38,078 |
80 |
1,432.5 |
1,216.3 |
216.2 |
15.5% |
19.0 |
1.4% |
84% |
False |
False |
28,863 |
100 |
1,432.5 |
1,162.5 |
270.0 |
19.3% |
17.5 |
1.3% |
87% |
False |
False |
23,384 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.3% |
16.2 |
1.2% |
87% |
False |
False |
19,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.7 |
2.618 |
1,451.0 |
1.618 |
1,431.6 |
1.000 |
1,419.6 |
0.618 |
1,412.2 |
HIGH |
1,400.2 |
0.618 |
1,392.8 |
0.500 |
1,390.5 |
0.382 |
1,388.2 |
LOW |
1,380.8 |
0.618 |
1,368.8 |
1.000 |
1,361.4 |
1.618 |
1,349.4 |
2.618 |
1,330.0 |
4.250 |
1,298.4 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,395.5 |
1,394.2 |
PP |
1,393.0 |
1,390.3 |
S1 |
1,390.5 |
1,386.5 |
|