Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,236.00 |
1,236.75 |
0.75 |
0.1% |
1,218.50 |
High |
1,242.25 |
1,239.50 |
-2.75 |
-0.2% |
1,236.25 |
Low |
1,232.75 |
1,228.75 |
-4.00 |
-0.3% |
1,211.50 |
Close |
1,236.75 |
1,232.00 |
-4.75 |
-0.4% |
1,236.00 |
Range |
9.50 |
10.75 |
1.25 |
13.2% |
24.75 |
ATR |
15.08 |
14.77 |
-0.31 |
-2.1% |
0.00 |
Volume |
2,003,310 |
2,114,241 |
110,931 |
5.5% |
3,019,237 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.75 |
1,259.50 |
1,238.00 |
|
R3 |
1,255.00 |
1,248.75 |
1,235.00 |
|
R2 |
1,244.25 |
1,244.25 |
1,234.00 |
|
R1 |
1,238.00 |
1,238.00 |
1,233.00 |
1,235.75 |
PP |
1,233.50 |
1,233.50 |
1,233.50 |
1,232.25 |
S1 |
1,227.25 |
1,227.25 |
1,231.00 |
1,225.00 |
S2 |
1,222.75 |
1,222.75 |
1,230.00 |
|
S3 |
1,212.00 |
1,216.50 |
1,229.00 |
|
S4 |
1,201.25 |
1,205.75 |
1,226.00 |
|
|
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 |
1,221.25 |
21.00 |
1.7% |
10.25 |
0.8% |
51% |
False |
False |
1,690,915 |
10 |
1,242.25 |
1,197.00 |
45.25 |
3.7% |
12.25 |
1.0% |
77% |
False |
False |
899,825 |
20 |
1,242.25 |
1,167.25 |
75.00 |
6.1% |
15.75 |
1.3% |
86% |
False |
False |
453,823 |
40 |
1,242.25 |
1,155.50 |
86.75 |
7.0% |
15.25 |
1.2% |
88% |
False |
False |
227,940 |
60 |
1,242.25 |
1,112.75 |
129.50 |
10.5% |
15.75 |
1.3% |
92% |
False |
False |
152,311 |
80 |
1,242.25 |
1,028.25 |
214.00 |
17.4% |
15.75 |
1.3% |
95% |
False |
False |
114,303 |
100 |
1,242.25 |
1,028.25 |
214.00 |
17.4% |
15.50 |
1.3% |
95% |
False |
False |
91,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.25 |
2.618 |
1,267.75 |
1.618 |
1,257.00 |
1.000 |
1,250.25 |
0.618 |
1,246.25 |
HIGH |
1,239.50 |
0.618 |
1,235.50 |
0.500 |
1,234.00 |
0.382 |
1,232.75 |
LOW |
1,228.75 |
0.618 |
1,222.00 |
1.000 |
1,218.00 |
1.618 |
1,211.25 |
2.618 |
1,200.50 |
4.250 |
1,183.00 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,234.00 |
1,235.50 |
PP |
1,233.50 |
1,234.25 |
S1 |
1,232.75 |
1,233.25 |
|