Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,378.9 |
1,384.2 |
5.3 |
0.4% |
1,377.0 |
High |
1,387.0 |
1,407.5 |
20.5 |
1.5% |
1,393.0 |
Low |
1,372.7 |
1,383.1 |
10.4 |
0.8% |
1,372.6 |
Close |
1,382.9 |
1,405.6 |
22.7 |
1.6% |
1,380.5 |
Range |
14.3 |
24.4 |
10.1 |
70.6% |
20.4 |
ATR |
19.6 |
20.0 |
0.4 |
1.8% |
0.0 |
Volume |
81,033 |
95,806 |
14,773 |
18.2% |
291,310 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.9 |
1,463.2 |
1,419.0 |
|
R3 |
1,447.5 |
1,438.8 |
1,412.3 |
|
R2 |
1,423.1 |
1,423.1 |
1,410.1 |
|
R1 |
1,414.4 |
1,414.4 |
1,407.8 |
1,418.8 |
PP |
1,398.7 |
1,398.7 |
1,398.7 |
1,400.9 |
S1 |
1,390.0 |
1,390.0 |
1,403.4 |
1,394.4 |
S2 |
1,374.3 |
1,374.3 |
1,401.1 |
|
S3 |
1,349.9 |
1,365.6 |
1,398.9 |
|
S4 |
1,325.5 |
1,341.2 |
1,392.2 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,443.2 |
1,432.3 |
1,391.7 |
|
R3 |
1,422.8 |
1,411.9 |
1,386.1 |
|
R2 |
1,402.4 |
1,402.4 |
1,384.2 |
|
R1 |
1,391.5 |
1,391.5 |
1,382.4 |
1,397.0 |
PP |
1,382.0 |
1,382.0 |
1,382.0 |
1,384.8 |
S1 |
1,371.1 |
1,371.1 |
1,378.6 |
1,376.6 |
S2 |
1,361.6 |
1,361.6 |
1,376.8 |
|
S3 |
1,341.2 |
1,350.7 |
1,374.9 |
|
S4 |
1,320.8 |
1,330.3 |
1,369.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,407.5 |
1,372.6 |
34.9 |
2.5% |
15.0 |
1.1% |
95% |
True |
False |
76,167 |
10 |
1,407.5 |
1,361.6 |
45.9 |
3.3% |
15.9 |
1.1% |
96% |
True |
False |
100,428 |
20 |
1,432.5 |
1,361.6 |
70.9 |
5.0% |
19.6 |
1.4% |
62% |
False |
False |
122,734 |
40 |
1,432.5 |
1,327.8 |
104.7 |
7.4% |
22.6 |
1.6% |
74% |
False |
False |
79,322 |
60 |
1,432.5 |
1,315.5 |
117.0 |
8.3% |
22.2 |
1.6% |
77% |
False |
False |
54,490 |
80 |
1,432.5 |
1,240.0 |
192.5 |
13.7% |
19.7 |
1.4% |
86% |
False |
False |
41,329 |
100 |
1,432.5 |
1,194.2 |
238.3 |
17.0% |
18.0 |
1.3% |
89% |
False |
False |
33,304 |
120 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
16.4 |
1.2% |
90% |
False |
False |
27,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.2 |
2.618 |
1,471.4 |
1.618 |
1,447.0 |
1.000 |
1,431.9 |
0.618 |
1,422.6 |
HIGH |
1,407.5 |
0.618 |
1,398.2 |
0.500 |
1,395.3 |
0.382 |
1,392.4 |
LOW |
1,383.1 |
0.618 |
1,368.0 |
1.000 |
1,358.7 |
1.618 |
1,343.6 |
2.618 |
1,319.2 |
4.250 |
1,279.4 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,402.2 |
1,400.4 |
PP |
1,398.7 |
1,395.2 |
S1 |
1,395.3 |
1,390.1 |
|