Trading Metrics calculated at close of trading on 20-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,238.50 |
1,240.00 |
1.50 |
0.1% |
1,237.50 |
High |
1,241.00 |
1,245.75 |
4.75 |
0.4% |
1,242.25 |
Low |
1,234.50 |
1,234.00 |
-0.50 |
0.0% |
1,227.50 |
Close |
1,238.50 |
1,241.25 |
2.75 |
0.2% |
1,238.50 |
Range |
6.50 |
11.75 |
5.25 |
80.8% |
14.75 |
ATR |
14.01 |
13.85 |
-0.16 |
-1.2% |
0.00 |
Volume |
1,338,470 |
1,145,804 |
-192,666 |
-14.4% |
8,979,280 |
|
Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.50 |
1,270.25 |
1,247.75 |
|
R3 |
1,263.75 |
1,258.50 |
1,244.50 |
|
R2 |
1,252.00 |
1,252.00 |
1,243.50 |
|
R1 |
1,246.75 |
1,246.75 |
1,242.25 |
1,249.50 |
PP |
1,240.25 |
1,240.25 |
1,240.25 |
1,241.75 |
S1 |
1,235.00 |
1,235.00 |
1,240.25 |
1,237.50 |
S2 |
1,228.50 |
1,228.50 |
1,239.00 |
|
S3 |
1,216.75 |
1,223.25 |
1,238.00 |
|
S4 |
1,205.00 |
1,211.50 |
1,234.75 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.25 |
1,274.25 |
1,246.50 |
|
R3 |
1,265.50 |
1,259.50 |
1,242.50 |
|
R2 |
1,250.75 |
1,250.75 |
1,241.25 |
|
R1 |
1,244.75 |
1,244.75 |
1,239.75 |
1,247.75 |
PP |
1,236.00 |
1,236.00 |
1,236.00 |
1,237.50 |
S1 |
1,230.00 |
1,230.00 |
1,237.25 |
1,233.00 |
S2 |
1,221.25 |
1,221.25 |
1,235.75 |
|
S3 |
1,206.50 |
1,215.25 |
1,234.50 |
|
S4 |
1,191.75 |
1,200.50 |
1,230.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.75 |
1,227.50 |
18.25 |
1.5% |
10.25 |
0.8% |
75% |
True |
False |
1,662,152 |
10 |
1,245.75 |
1,212.50 |
33.25 |
2.7% |
11.00 |
0.9% |
86% |
True |
False |
1,308,267 |
20 |
1,245.75 |
1,167.25 |
78.50 |
6.3% |
15.25 |
1.2% |
94% |
True |
False |
662,662 |
40 |
1,245.75 |
1,163.00 |
82.75 |
6.7% |
15.00 |
1.2% |
95% |
True |
False |
332,708 |
60 |
1,245.75 |
1,121.75 |
124.00 |
10.0% |
15.25 |
1.2% |
96% |
True |
False |
222,175 |
80 |
1,245.75 |
1,028.25 |
217.50 |
17.5% |
15.50 |
1.3% |
98% |
True |
False |
166,717 |
100 |
1,245.75 |
1,028.25 |
217.50 |
17.5% |
15.50 |
1.2% |
98% |
True |
False |
133,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.75 |
2.618 |
1,276.50 |
1.618 |
1,264.75 |
1.000 |
1,257.50 |
0.618 |
1,253.00 |
HIGH |
1,245.75 |
0.618 |
1,241.25 |
0.500 |
1,240.00 |
0.382 |
1,238.50 |
LOW |
1,234.00 |
0.618 |
1,226.75 |
1.000 |
1,222.25 |
1.618 |
1,215.00 |
2.618 |
1,203.25 |
4.250 |
1,184.00 |
|
|
Fisher Pivots for day following 20-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,240.75 |
1,239.75 |
PP |
1,240.25 |
1,238.25 |
S1 |
1,240.00 |
1,236.50 |
|