Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,217.50 |
1,223.25 |
5.75 |
0.5% |
1,184.75 |
High |
1,224.00 |
1,233.00 |
9.00 |
0.7% |
1,222.25 |
Low |
1,212.50 |
1,221.25 |
8.75 |
0.7% |
1,167.25 |
Close |
1,223.75 |
1,228.00 |
4.25 |
0.3% |
1,218.50 |
Range |
11.50 |
11.75 |
0.25 |
2.2% |
55.00 |
ATR |
16.78 |
16.43 |
-0.36 |
-2.1% |
0.00 |
Volume |
299,447 |
1,072,605 |
773,158 |
258.2% |
68,762 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.75 |
1,257.00 |
1,234.50 |
|
R3 |
1,251.00 |
1,245.25 |
1,231.25 |
|
R2 |
1,239.25 |
1,239.25 |
1,230.25 |
|
R1 |
1,233.50 |
1,233.50 |
1,229.00 |
1,236.50 |
PP |
1,227.50 |
1,227.50 |
1,227.50 |
1,228.75 |
S1 |
1,221.75 |
1,221.75 |
1,227.00 |
1,224.50 |
S2 |
1,215.75 |
1,215.75 |
1,225.75 |
|
S3 |
1,204.00 |
1,210.00 |
1,224.75 |
|
S4 |
1,192.25 |
1,198.25 |
1,221.50 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.75 |
1,348.00 |
1,248.75 |
|
R3 |
1,312.75 |
1,293.00 |
1,233.50 |
|
R2 |
1,257.75 |
1,257.75 |
1,228.50 |
|
R1 |
1,238.00 |
1,238.00 |
1,223.50 |
1,248.00 |
PP |
1,202.75 |
1,202.75 |
1,202.75 |
1,207.50 |
S1 |
1,183.00 |
1,183.00 |
1,213.50 |
1,193.00 |
S2 |
1,147.75 |
1,147.75 |
1,208.50 |
|
S3 |
1,092.75 |
1,128.00 |
1,203.50 |
|
S4 |
1,037.75 |
1,073.00 |
1,188.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,233.00 |
1,208.00 |
25.00 |
2.0% |
12.50 |
1.0% |
80% |
True |
False |
317,910 |
10 |
1,233.00 |
1,167.25 |
65.75 |
5.4% |
16.75 |
1.4% |
92% |
True |
False |
165,246 |
20 |
1,233.00 |
1,165.75 |
67.25 |
5.5% |
17.25 |
1.4% |
93% |
True |
False |
85,307 |
40 |
1,233.00 |
1,150.50 |
82.50 |
6.7% |
16.25 |
1.3% |
94% |
True |
False |
43,564 |
60 |
1,233.00 |
1,108.00 |
125.00 |
10.2% |
16.00 |
1.3% |
96% |
True |
False |
29,353 |
80 |
1,233.00 |
1,028.25 |
204.75 |
16.7% |
16.00 |
1.3% |
98% |
True |
False |
22,029 |
100 |
1,233.00 |
1,028.25 |
204.75 |
16.7% |
16.00 |
1.3% |
98% |
True |
False |
17,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.00 |
2.618 |
1,263.75 |
1.618 |
1,252.00 |
1.000 |
1,244.75 |
0.618 |
1,240.25 |
HIGH |
1,233.00 |
0.618 |
1,228.50 |
0.500 |
1,227.00 |
0.382 |
1,225.75 |
LOW |
1,221.25 |
0.618 |
1,214.00 |
1.000 |
1,209.50 |
1.618 |
1,202.25 |
2.618 |
1,190.50 |
4.250 |
1,171.25 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,227.75 |
1,226.25 |
PP |
1,227.50 |
1,224.50 |
S1 |
1,227.00 |
1,222.75 |
|