Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
7,100.0 |
7,080.5 |
-19.5 |
-0.3% |
7,005.0 |
High |
7,100.5 |
7,083.5 |
-17.0 |
-0.2% |
7,105.5 |
Low |
7,057.0 |
6,915.0 |
-142.0 |
-2.0% |
7,003.0 |
Close |
7,073.5 |
6,996.5 |
-77.0 |
-1.1% |
7,073.5 |
Range |
43.5 |
168.5 |
125.0 |
287.4% |
102.5 |
ATR |
72.5 |
79.3 |
6.9 |
9.5% |
0.0 |
Volume |
45,516 |
61,432 |
15,916 |
35.0% |
248,421 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,503.8 |
7,418.7 |
7,089.2 |
|
R3 |
7,335.3 |
7,250.2 |
7,042.8 |
|
R2 |
7,166.8 |
7,166.8 |
7,027.4 |
|
R1 |
7,081.7 |
7,081.7 |
7,011.9 |
7,040.0 |
PP |
6,998.3 |
6,998.3 |
6,998.3 |
6,977.5 |
S1 |
6,913.2 |
6,913.2 |
6,981.1 |
6,871.5 |
S2 |
6,829.8 |
6,829.8 |
6,965.6 |
|
S3 |
6,661.3 |
6,744.7 |
6,950.2 |
|
S4 |
6,492.8 |
6,576.2 |
6,903.8 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,368.2 |
7,323.3 |
7,129.9 |
|
R3 |
7,265.7 |
7,220.8 |
7,101.7 |
|
R2 |
7,163.2 |
7,163.2 |
7,092.3 |
|
R1 |
7,118.3 |
7,118.3 |
7,082.9 |
7,140.8 |
PP |
7,060.7 |
7,060.7 |
7,060.7 |
7,071.9 |
S1 |
7,015.8 |
7,015.8 |
7,064.1 |
7,038.3 |
S2 |
6,958.2 |
6,958.2 |
7,054.7 |
|
S3 |
6,855.7 |
6,913.3 |
7,045.3 |
|
S4 |
6,753.2 |
6,810.8 |
7,017.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,105.5 |
6,915.0 |
190.5 |
2.7% |
72.0 |
1.0% |
43% |
False |
True |
61,970 |
10 |
7,105.5 |
6,915.0 |
190.5 |
2.7% |
59.5 |
0.8% |
43% |
False |
True |
79,475 |
20 |
7,105.5 |
6,679.0 |
426.5 |
6.1% |
77.2 |
1.1% |
74% |
False |
False |
41,865 |
40 |
7,105.5 |
6,597.0 |
508.5 |
7.3% |
81.9 |
1.2% |
79% |
False |
False |
21,291 |
60 |
7,105.5 |
6,137.5 |
968.0 |
13.8% |
79.2 |
1.1% |
89% |
False |
False |
14,412 |
80 |
7,105.5 |
6,085.0 |
1,020.5 |
14.6% |
80.7 |
1.2% |
89% |
False |
False |
11,394 |
100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
80.1 |
1.1% |
91% |
False |
False |
9,163 |
120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
79.5 |
1.1% |
91% |
False |
False |
7,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,799.6 |
2.618 |
7,524.6 |
1.618 |
7,356.1 |
1.000 |
7,252.0 |
0.618 |
7,187.6 |
HIGH |
7,083.5 |
0.618 |
7,019.1 |
0.500 |
6,999.3 |
0.382 |
6,979.4 |
LOW |
6,915.0 |
0.618 |
6,810.9 |
1.000 |
6,746.5 |
1.618 |
6,642.4 |
2.618 |
6,473.9 |
4.250 |
6,198.9 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
6,999.3 |
7,008.5 |
PP |
6,998.3 |
7,004.5 |
S1 |
6,997.4 |
7,000.5 |
|