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 |
1,396.7 |
1,378.9 |
-17.8 |
-1.3% |
1,415.1 |
High |
1,398.0 |
1,387.3 |
-10.7 |
-0.8% |
1,432.5 |
Low |
1,378.2 |
1,361.6 |
-16.6 |
-1.2% |
1,372.1 |
Close |
1,386.2 |
1,371.0 |
-15.2 |
-1.1% |
1,384.9 |
Range |
19.8 |
25.7 |
5.9 |
29.8% |
60.4 |
ATR |
23.2 |
23.4 |
0.2 |
0.8% |
0.0 |
Volume |
138,756 |
169,922 |
31,166 |
22.5% |
761,626 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.4 |
1,436.4 |
1,385.1 |
|
R3 |
1,424.7 |
1,410.7 |
1,378.1 |
|
R2 |
1,399.0 |
1,399.0 |
1,375.7 |
|
R1 |
1,385.0 |
1,385.0 |
1,373.4 |
1,379.2 |
PP |
1,373.3 |
1,373.3 |
1,373.3 |
1,370.4 |
S1 |
1,359.3 |
1,359.3 |
1,368.6 |
1,353.5 |
S2 |
1,347.6 |
1,347.6 |
1,366.3 |
|
S3 |
1,321.9 |
1,333.6 |
1,363.9 |
|
S4 |
1,296.2 |
1,307.9 |
1,356.9 |
|
|
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 |
1,406.0 |
1,361.6 |
44.4 |
3.2% |
19.5 |
1.4% |
21% |
False |
True |
133,716 |
10 |
1,432.5 |
1,361.6 |
70.9 |
5.2% |
23.2 |
1.7% |
13% |
False |
True |
145,532 |
20 |
1,432.5 |
1,337.8 |
94.7 |
6.9% |
21.8 |
1.6% |
35% |
False |
False |
116,079 |
40 |
1,432.5 |
1,317.4 |
115.1 |
8.4% |
23.8 |
1.7% |
47% |
False |
False |
66,164 |
60 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
22.0 |
1.6% |
58% |
False |
False |
45,284 |
80 |
1,432.5 |
1,234.0 |
198.5 |
14.5% |
19.3 |
1.4% |
69% |
False |
False |
34,299 |
100 |
1,432.5 |
1,162.5 |
270.0 |
19.7% |
17.6 |
1.3% |
77% |
False |
False |
27,700 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.7% |
16.3 |
1.2% |
77% |
False |
False |
23,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.5 |
2.618 |
1,454.6 |
1.618 |
1,428.9 |
1.000 |
1,413.0 |
0.618 |
1,403.2 |
HIGH |
1,387.3 |
0.618 |
1,377.5 |
0.500 |
1,374.5 |
0.382 |
1,371.4 |
LOW |
1,361.6 |
0.618 |
1,345.7 |
1.000 |
1,335.9 |
1.618 |
1,320.0 |
2.618 |
1,294.3 |
4.250 |
1,252.4 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,374.5 |
1,383.8 |
PP |
1,373.3 |
1,379.5 |
S1 |
1,372.2 |
1,375.3 |
|