Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,386.3 |
1,386.1 |
-0.2 |
0.0% |
1,385.0 |
High |
1,391.7 |
1,389.0 |
-2.7 |
-0.2% |
1,406.0 |
Low |
1,383.5 |
1,372.6 |
-10.9 |
-0.8% |
1,361.6 |
Close |
1,387.4 |
1,380.5 |
-6.9 |
-0.5% |
1,379.2 |
Range |
8.2 |
16.4 |
8.2 |
100.0% |
44.4 |
ATR |
20.3 |
20.0 |
-0.3 |
-1.4% |
0.0 |
Volume |
55,047 |
70,998 |
15,951 |
29.0% |
642,977 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.9 |
1,421.6 |
1,389.5 |
|
R3 |
1,413.5 |
1,405.2 |
1,385.0 |
|
R2 |
1,397.1 |
1,397.1 |
1,383.5 |
|
R1 |
1,388.8 |
1,388.8 |
1,382.0 |
1,384.8 |
PP |
1,380.7 |
1,380.7 |
1,380.7 |
1,378.7 |
S1 |
1,372.4 |
1,372.4 |
1,379.0 |
1,368.4 |
S2 |
1,364.3 |
1,364.3 |
1,377.5 |
|
S3 |
1,347.9 |
1,356.0 |
1,376.0 |
|
S4 |
1,331.5 |
1,339.6 |
1,371.5 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.5 |
1,491.7 |
1,403.6 |
|
R3 |
1,471.1 |
1,447.3 |
1,391.4 |
|
R2 |
1,426.7 |
1,426.7 |
1,387.3 |
|
R1 |
1,402.9 |
1,402.9 |
1,383.3 |
1,392.6 |
PP |
1,382.3 |
1,382.3 |
1,382.3 |
1,377.1 |
S1 |
1,358.5 |
1,358.5 |
1,375.1 |
1,348.2 |
S2 |
1,337.9 |
1,337.9 |
1,371.1 |
|
S3 |
1,293.5 |
1,314.1 |
1,367.0 |
|
S4 |
1,249.1 |
1,269.7 |
1,354.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,393.0 |
1,365.4 |
27.6 |
2.0% |
12.6 |
0.9% |
55% |
False |
False |
78,359 |
10 |
1,406.0 |
1,361.6 |
44.4 |
3.2% |
16.0 |
1.2% |
43% |
False |
False |
106,038 |
20 |
1,432.5 |
1,352.0 |
80.5 |
5.8% |
19.7 |
1.4% |
35% |
False |
False |
124,593 |
40 |
1,432.5 |
1,324.8 |
107.7 |
7.8% |
22.8 |
1.7% |
52% |
False |
False |
75,086 |
60 |
1,432.5 |
1,299.6 |
132.9 |
9.6% |
22.1 |
1.6% |
61% |
False |
False |
51,655 |
80 |
1,432.5 |
1,240.0 |
192.5 |
13.9% |
19.5 |
1.4% |
73% |
False |
False |
39,143 |
100 |
1,432.5 |
1,194.2 |
238.3 |
17.3% |
17.7 |
1.3% |
78% |
False |
False |
31,562 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.6% |
16.3 |
1.2% |
81% |
False |
False |
26,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.7 |
2.618 |
1,431.9 |
1.618 |
1,415.5 |
1.000 |
1,405.4 |
0.618 |
1,399.1 |
HIGH |
1,389.0 |
0.618 |
1,382.7 |
0.500 |
1,380.8 |
0.382 |
1,378.9 |
LOW |
1,372.6 |
0.618 |
1,362.5 |
1.000 |
1,356.2 |
1.618 |
1,346.1 |
2.618 |
1,329.7 |
4.250 |
1,302.9 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,380.8 |
1,382.8 |
PP |
1,380.7 |
1,382.0 |
S1 |
1,380.6 |
1,381.3 |
|