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 |
7,028.5 |
7,036.5 |
8.0 |
0.1% |
6,987.5 |
High |
7,050.0 |
7,053.5 |
3.5 |
0.0% |
7,060.0 |
Low |
6,982.5 |
7,009.0 |
26.5 |
0.4% |
6,945.5 |
Close |
7,041.0 |
7,042.5 |
1.5 |
0.0% |
7,019.0 |
Range |
67.5 |
44.5 |
-23.0 |
-34.1% |
114.5 |
ATR |
83.5 |
80.7 |
-2.8 |
-3.3% |
0.0 |
Volume |
125,386 |
99,516 |
-25,870 |
-20.6% |
37,395 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,168.5 |
7,150.0 |
7,067.0 |
|
R3 |
7,124.0 |
7,105.5 |
7,054.7 |
|
R2 |
7,079.5 |
7,079.5 |
7,050.7 |
|
R1 |
7,061.0 |
7,061.0 |
7,046.6 |
7,070.3 |
PP |
7,035.0 |
7,035.0 |
7,035.0 |
7,039.6 |
S1 |
7,016.5 |
7,016.5 |
7,038.4 |
7,025.8 |
S2 |
6,990.5 |
6,990.5 |
7,034.3 |
|
S3 |
6,946.0 |
6,972.0 |
7,030.3 |
|
S4 |
6,901.5 |
6,927.5 |
7,018.0 |
|
|
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 |
6,982.5 |
79.5 |
1.1% |
44.5 |
0.6% |
75% |
False |
False |
77,719 |
10 |
7,062.0 |
6,935.0 |
127.0 |
1.8% |
53.4 |
0.8% |
85% |
False |
False |
41,186 |
20 |
7,062.0 |
6,679.0 |
383.0 |
5.4% |
85.0 |
1.2% |
95% |
False |
False |
20,972 |
40 |
7,062.0 |
6,581.5 |
480.5 |
6.8% |
79.3 |
1.1% |
96% |
False |
False |
10,882 |
60 |
7,062.0 |
6,137.5 |
924.5 |
13.1% |
83.1 |
1.2% |
98% |
False |
False |
7,572 |
80 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
82.1 |
1.2% |
98% |
False |
False |
6,156 |
100 |
7,062.0 |
5,863.5 |
1,198.5 |
17.0% |
80.0 |
1.1% |
98% |
False |
False |
4,954 |
120 |
7,062.0 |
5,844.0 |
1,218.0 |
17.3% |
79.7 |
1.1% |
98% |
False |
False |
4,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,242.6 |
2.618 |
7,170.0 |
1.618 |
7,125.5 |
1.000 |
7,098.0 |
0.618 |
7,081.0 |
HIGH |
7,053.5 |
0.618 |
7,036.5 |
0.500 |
7,031.3 |
0.382 |
7,026.0 |
LOW |
7,009.0 |
0.618 |
6,981.5 |
1.000 |
6,964.5 |
1.618 |
6,937.0 |
2.618 |
6,892.5 |
4.250 |
6,819.9 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
7,038.8 |
7,034.8 |
PP |
7,035.0 |
7,027.0 |
S1 |
7,031.3 |
7,019.3 |
|