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 |
7,080.5 |
7,005.5 |
-75.0 |
-1.1% |
7,005.0 |
High |
7,083.5 |
7,010.0 |
-73.5 |
-1.0% |
7,105.5 |
Low |
6,915.0 |
6,971.0 |
56.0 |
0.8% |
7,003.0 |
Close |
6,996.5 |
6,986.5 |
-10.0 |
-0.1% |
7,073.5 |
Range |
168.5 |
39.0 |
-129.5 |
-76.9% |
102.5 |
ATR |
79.3 |
76.4 |
-2.9 |
-3.6% |
0.0 |
Volume |
61,432 |
33,115 |
-28,317 |
-46.1% |
248,421 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,106.2 |
7,085.3 |
7,008.0 |
|
R3 |
7,067.2 |
7,046.3 |
6,997.2 |
|
R2 |
7,028.2 |
7,028.2 |
6,993.7 |
|
R1 |
7,007.3 |
7,007.3 |
6,990.1 |
6,998.3 |
PP |
6,989.2 |
6,989.2 |
6,989.2 |
6,984.6 |
S1 |
6,968.3 |
6,968.3 |
6,982.9 |
6,959.3 |
S2 |
6,950.2 |
6,950.2 |
6,979.4 |
|
S3 |
6,911.2 |
6,929.3 |
6,975.8 |
|
S4 |
6,872.2 |
6,890.3 |
6,965.1 |
|
|
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% |
63.1 |
0.9% |
38% |
False |
False |
49,897 |
10 |
7,105.5 |
6,915.0 |
190.5 |
2.7% |
60.1 |
0.9% |
38% |
False |
False |
78,820 |
20 |
7,105.5 |
6,679.0 |
426.5 |
6.1% |
68.6 |
1.0% |
72% |
False |
False |
43,458 |
40 |
7,105.5 |
6,622.0 |
483.5 |
6.9% |
80.4 |
1.2% |
75% |
False |
False |
22,113 |
60 |
7,105.5 |
6,139.0 |
966.5 |
13.8% |
78.3 |
1.1% |
88% |
False |
False |
14,954 |
80 |
7,105.5 |
6,085.0 |
1,020.5 |
14.6% |
81.0 |
1.2% |
88% |
False |
False |
11,808 |
100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
80.2 |
1.1% |
90% |
False |
False |
9,493 |
120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
79.5 |
1.1% |
90% |
False |
False |
7,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,175.8 |
2.618 |
7,112.1 |
1.618 |
7,073.1 |
1.000 |
7,049.0 |
0.618 |
7,034.1 |
HIGH |
7,010.0 |
0.618 |
6,995.1 |
0.500 |
6,990.5 |
0.382 |
6,985.9 |
LOW |
6,971.0 |
0.618 |
6,946.9 |
1.000 |
6,932.0 |
1.618 |
6,907.9 |
2.618 |
6,868.9 |
4.250 |
6,805.3 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
6,990.5 |
7,007.8 |
PP |
6,989.2 |
7,000.7 |
S1 |
6,987.8 |
6,993.6 |
|