Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,237.50 |
1,236.00 |
-1.50 |
-0.1% |
1,218.50 |
High |
1,242.00 |
1,242.25 |
0.25 |
0.0% |
1,236.25 |
Low |
1,232.00 |
1,232.75 |
0.75 |
0.1% |
1,211.50 |
Close |
1,236.25 |
1,236.75 |
0.50 |
0.0% |
1,236.00 |
Range |
10.00 |
9.50 |
-0.50 |
-5.0% |
24.75 |
ATR |
15.51 |
15.08 |
-0.43 |
-2.8% |
0.00 |
Volume |
1,814,323 |
2,003,310 |
188,987 |
10.4% |
3,019,237 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.75 |
1,260.75 |
1,242.00 |
|
R3 |
1,256.25 |
1,251.25 |
1,239.25 |
|
R2 |
1,246.75 |
1,246.75 |
1,238.50 |
|
R1 |
1,241.75 |
1,241.75 |
1,237.50 |
1,244.25 |
PP |
1,237.25 |
1,237.25 |
1,237.25 |
1,238.50 |
S1 |
1,232.25 |
1,232.25 |
1,236.00 |
1,234.75 |
S2 |
1,227.75 |
1,227.75 |
1,235.00 |
|
S3 |
1,218.25 |
1,222.75 |
1,234.25 |
|
S4 |
1,208.75 |
1,213.25 |
1,231.50 |
|
|
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 |
1,242.25 |
1,212.50 |
29.75 |
2.4% |
10.50 |
0.8% |
82% |
True |
False |
1,327,956 |
10 |
1,242.25 |
1,171.50 |
70.75 |
5.7% |
14.50 |
1.2% |
92% |
True |
False |
689,459 |
20 |
1,242.25 |
1,165.75 |
76.50 |
6.2% |
16.50 |
1.3% |
93% |
True |
False |
348,151 |
40 |
1,242.25 |
1,150.50 |
91.75 |
7.4% |
15.50 |
1.3% |
94% |
True |
False |
175,098 |
60 |
1,242.25 |
1,112.75 |
129.50 |
10.5% |
15.75 |
1.3% |
96% |
True |
False |
117,117 |
80 |
1,242.25 |
1,028.25 |
214.00 |
17.3% |
15.75 |
1.3% |
97% |
True |
False |
87,876 |
100 |
1,242.25 |
1,028.25 |
214.00 |
17.3% |
15.50 |
1.3% |
97% |
True |
False |
70,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,282.50 |
2.618 |
1,267.00 |
1.618 |
1,257.50 |
1.000 |
1,251.75 |
0.618 |
1,248.00 |
HIGH |
1,242.25 |
0.618 |
1,238.50 |
0.500 |
1,237.50 |
0.382 |
1,236.50 |
LOW |
1,232.75 |
0.618 |
1,227.00 |
1.000 |
1,223.25 |
1.618 |
1,217.50 |
2.618 |
1,208.00 |
4.250 |
1,192.50 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,237.50 |
1,236.00 |
PP |
1,237.25 |
1,235.25 |
S1 |
1,237.00 |
1,234.50 |
|