Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,223.25 |
1,227.75 |
4.50 |
0.4% |
1,218.50 |
High |
1,233.00 |
1,236.25 |
3.25 |
0.3% |
1,236.25 |
Low |
1,221.25 |
1,226.75 |
5.50 |
0.5% |
1,211.50 |
Close |
1,228.00 |
1,236.00 |
8.00 |
0.7% |
1,236.00 |
Range |
11.75 |
9.50 |
-2.25 |
-19.1% |
24.75 |
ATR |
16.43 |
15.93 |
-0.49 |
-3.0% |
0.00 |
Volume |
1,072,605 |
1,450,096 |
377,491 |
35.2% |
3,019,237 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.50 |
1,258.25 |
1,241.25 |
|
R3 |
1,252.00 |
1,248.75 |
1,238.50 |
|
R2 |
1,242.50 |
1,242.50 |
1,237.75 |
|
R1 |
1,239.25 |
1,239.25 |
1,236.75 |
1,241.00 |
PP |
1,233.00 |
1,233.00 |
1,233.00 |
1,233.75 |
S1 |
1,229.75 |
1,229.75 |
1,235.25 |
1,231.50 |
S2 |
1,223.50 |
1,223.50 |
1,234.25 |
|
S3 |
1,214.00 |
1,220.25 |
1,233.50 |
|
S4 |
1,204.50 |
1,210.75 |
1,230.75 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,302.25 |
1,293.75 |
1,249.50 |
|
R3 |
1,277.50 |
1,269.00 |
1,242.75 |
|
R2 |
1,252.75 |
1,252.75 |
1,240.50 |
|
R1 |
1,244.25 |
1,244.25 |
1,238.25 |
1,248.50 |
PP |
1,228.00 |
1,228.00 |
1,228.00 |
1,230.00 |
S1 |
1,219.50 |
1,219.50 |
1,233.75 |
1,223.75 |
S2 |
1,203.25 |
1,203.25 |
1,231.50 |
|
S3 |
1,178.50 |
1,194.75 |
1,229.25 |
|
S4 |
1,153.75 |
1,170.00 |
1,222.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.25 |
1,211.50 |
24.75 |
2.0% |
11.50 |
0.9% |
99% |
True |
False |
603,847 |
10 |
1,236.25 |
1,167.25 |
69.00 |
5.6% |
16.00 |
1.3% |
100% |
True |
False |
308,799 |
20 |
1,236.25 |
1,165.75 |
70.50 |
5.7% |
17.00 |
1.4% |
100% |
True |
False |
157,641 |
40 |
1,236.25 |
1,150.50 |
85.75 |
6.9% |
16.00 |
1.3% |
100% |
True |
False |
79,771 |
60 |
1,236.25 |
1,112.25 |
124.00 |
10.0% |
16.00 |
1.3% |
100% |
True |
False |
53,499 |
80 |
1,236.25 |
1,028.25 |
208.00 |
16.8% |
16.00 |
1.3% |
100% |
True |
False |
40,155 |
100 |
1,236.25 |
1,028.25 |
208.00 |
16.8% |
15.75 |
1.3% |
100% |
True |
False |
32,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.50 |
2.618 |
1,261.00 |
1.618 |
1,251.50 |
1.000 |
1,245.75 |
0.618 |
1,242.00 |
HIGH |
1,236.25 |
0.618 |
1,232.50 |
0.500 |
1,231.50 |
0.382 |
1,230.50 |
LOW |
1,226.75 |
0.618 |
1,221.00 |
1.000 |
1,217.25 |
1.618 |
1,211.50 |
2.618 |
1,202.00 |
4.250 |
1,186.50 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,234.50 |
1,232.00 |
PP |
1,233.00 |
1,228.25 |
S1 |
1,231.50 |
1,224.50 |
|