Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
7,033.0 |
7,028.5 |
-4.5 |
-0.1% |
6,987.5 |
High |
7,056.0 |
7,050.0 |
-6.0 |
-0.1% |
7,060.0 |
Low |
7,030.5 |
6,982.5 |
-48.0 |
-0.7% |
6,945.5 |
Close |
7,044.5 |
7,041.0 |
-3.5 |
0.0% |
7,019.0 |
Range |
25.5 |
67.5 |
42.0 |
164.7% |
114.5 |
ATR |
84.8 |
83.5 |
-1.2 |
-1.5% |
0.0 |
Volume |
108,938 |
125,386 |
16,448 |
15.1% |
37,395 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,227.0 |
7,201.5 |
7,078.1 |
|
R3 |
7,159.5 |
7,134.0 |
7,059.6 |
|
R2 |
7,092.0 |
7,092.0 |
7,053.4 |
|
R1 |
7,066.5 |
7,066.5 |
7,047.2 |
7,079.3 |
PP |
7,024.5 |
7,024.5 |
7,024.5 |
7,030.9 |
S1 |
6,999.0 |
6,999.0 |
7,034.8 |
7,011.8 |
S2 |
6,957.0 |
6,957.0 |
7,028.6 |
|
S3 |
6,889.5 |
6,931.5 |
7,022.4 |
|
S4 |
6,822.0 |
6,864.0 |
7,003.9 |
|
|
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% |
51.5 |
0.7% |
79% |
False |
False |
59,456 |
10 |
7,062.0 |
6,864.0 |
198.0 |
2.8% |
60.8 |
0.9% |
89% |
False |
False |
31,357 |
20 |
7,062.0 |
6,679.0 |
383.0 |
5.4% |
86.4 |
1.2% |
95% |
False |
False |
16,098 |
40 |
7,062.0 |
6,532.5 |
529.5 |
7.5% |
81.0 |
1.2% |
96% |
False |
False |
8,405 |
60 |
7,062.0 |
6,137.5 |
924.5 |
13.1% |
84.6 |
1.2% |
98% |
False |
False |
5,922 |
80 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
82.2 |
1.2% |
98% |
False |
False |
4,912 |
100 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
80.7 |
1.1% |
98% |
False |
False |
3,959 |
120 |
7,062.0 |
5,844.0 |
1,218.0 |
17.3% |
79.4 |
1.1% |
98% |
False |
False |
3,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,336.9 |
2.618 |
7,226.7 |
1.618 |
7,159.2 |
1.000 |
7,117.5 |
0.618 |
7,091.7 |
HIGH |
7,050.0 |
0.618 |
7,024.2 |
0.500 |
7,016.3 |
0.382 |
7,008.3 |
LOW |
6,982.5 |
0.618 |
6,940.8 |
1.000 |
6,915.0 |
1.618 |
6,873.3 |
2.618 |
6,805.8 |
4.250 |
6,695.6 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,032.8 |
7,034.8 |
PP |
7,024.5 |
7,028.5 |
S1 |
7,016.3 |
7,022.3 |
|