Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
7,035.0 |
7,033.0 |
-2.0 |
0.0% |
6,987.5 |
High |
7,062.0 |
7,056.0 |
-6.0 |
-0.1% |
7,060.0 |
Low |
7,029.5 |
7,030.5 |
1.0 |
0.0% |
6,945.5 |
Close |
7,044.5 |
7,044.5 |
0.0 |
0.0% |
7,019.0 |
Range |
32.5 |
25.5 |
-7.0 |
-21.5% |
114.5 |
ATR |
89.3 |
84.8 |
-4.6 |
-5.1% |
0.0 |
Volume |
39,670 |
108,938 |
69,268 |
174.6% |
37,395 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,120.2 |
7,107.8 |
7,058.5 |
|
R3 |
7,094.7 |
7,082.3 |
7,051.5 |
|
R2 |
7,069.2 |
7,069.2 |
7,049.2 |
|
R1 |
7,056.8 |
7,056.8 |
7,046.8 |
7,063.0 |
PP |
7,043.7 |
7,043.7 |
7,043.7 |
7,046.8 |
S1 |
7,031.3 |
7,031.3 |
7,042.2 |
7,037.5 |
S2 |
7,018.2 |
7,018.2 |
7,039.8 |
|
S3 |
6,992.7 |
7,005.8 |
7,037.5 |
|
S4 |
6,967.2 |
6,980.3 |
7,030.5 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,351.7 |
7,299.8 |
7,082.0 |
|
R3 |
7,237.2 |
7,185.3 |
7,050.5 |
|
R2 |
7,122.7 |
7,122.7 |
7,040.0 |
|
R1 |
7,070.8 |
7,070.8 |
7,029.5 |
7,096.8 |
PP |
7,008.2 |
7,008.2 |
7,008.2 |
7,021.1 |
S1 |
6,956.3 |
6,956.3 |
7,008.5 |
6,982.3 |
S2 |
6,893.7 |
6,893.7 |
6,998.0 |
|
S3 |
6,779.2 |
6,841.8 |
6,987.5 |
|
S4 |
6,664.7 |
6,727.3 |
6,956.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,062.0 |
6,963.5 |
98.5 |
1.4% |
48.5 |
0.7% |
82% |
False |
False |
35,615 |
10 |
7,062.0 |
6,748.0 |
314.0 |
4.5% |
69.6 |
1.0% |
94% |
False |
False |
18,940 |
20 |
7,062.0 |
6,679.0 |
383.0 |
5.4% |
84.9 |
1.2% |
95% |
False |
False |
9,954 |
40 |
7,062.0 |
6,490.0 |
572.0 |
8.1% |
81.1 |
1.2% |
97% |
False |
False |
5,282 |
60 |
7,062.0 |
6,137.5 |
924.5 |
13.1% |
85.1 |
1.2% |
98% |
False |
False |
3,836 |
80 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
82.5 |
1.2% |
99% |
False |
False |
3,346 |
100 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
80.7 |
1.1% |
99% |
False |
False |
2,706 |
120 |
7,062.0 |
5,844.0 |
1,218.0 |
17.3% |
79.3 |
1.1% |
99% |
False |
False |
2,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,164.4 |
2.618 |
7,122.8 |
1.618 |
7,097.3 |
1.000 |
7,081.5 |
0.618 |
7,071.8 |
HIGH |
7,056.0 |
0.618 |
7,046.3 |
0.500 |
7,043.3 |
0.382 |
7,040.2 |
LOW |
7,030.5 |
0.618 |
7,014.7 |
1.000 |
7,005.0 |
1.618 |
6,989.2 |
2.618 |
6,963.7 |
4.250 |
6,922.1 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,044.1 |
7,038.8 |
PP |
7,043.7 |
7,033.0 |
S1 |
7,043.3 |
7,027.3 |
|