Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,240.00 |
1,241.00 |
1.00 |
0.1% |
1,237.50 |
High |
1,245.75 |
1,251.25 |
5.50 |
0.4% |
1,242.25 |
Low |
1,234.00 |
1,240.75 |
6.75 |
0.5% |
1,227.50 |
Close |
1,241.25 |
1,250.75 |
9.50 |
0.8% |
1,238.50 |
Range |
11.75 |
10.50 |
-1.25 |
-10.6% |
14.75 |
ATR |
13.85 |
13.61 |
-0.24 |
-1.7% |
0.00 |
Volume |
1,145,804 |
938,860 |
-206,944 |
-18.1% |
8,979,280 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.00 |
1,275.50 |
1,256.50 |
|
R3 |
1,268.50 |
1,265.00 |
1,253.75 |
|
R2 |
1,258.00 |
1,258.00 |
1,252.75 |
|
R1 |
1,254.50 |
1,254.50 |
1,251.75 |
1,256.25 |
PP |
1,247.50 |
1,247.50 |
1,247.50 |
1,248.50 |
S1 |
1,244.00 |
1,244.00 |
1,249.75 |
1,245.75 |
S2 |
1,237.00 |
1,237.00 |
1,248.75 |
|
S3 |
1,226.50 |
1,233.50 |
1,247.75 |
|
S4 |
1,216.00 |
1,223.00 |
1,245.00 |
|
|
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 |
1,251.25 |
1,227.50 |
23.75 |
1.9% |
10.25 |
0.8% |
98% |
True |
False |
1,449,262 |
10 |
1,251.25 |
1,212.50 |
38.75 |
3.1% |
10.50 |
0.8% |
99% |
True |
False |
1,388,609 |
20 |
1,251.25 |
1,167.25 |
84.00 |
6.7% |
14.75 |
1.2% |
99% |
True |
False |
709,284 |
40 |
1,251.25 |
1,163.00 |
88.25 |
7.1% |
15.00 |
1.2% |
99% |
True |
False |
356,148 |
60 |
1,251.25 |
1,121.75 |
129.50 |
10.4% |
15.25 |
1.2% |
100% |
True |
False |
237,810 |
80 |
1,251.25 |
1,029.00 |
222.25 |
17.8% |
15.50 |
1.2% |
100% |
True |
False |
178,453 |
100 |
1,251.25 |
1,028.25 |
223.00 |
17.8% |
15.25 |
1.2% |
100% |
True |
False |
142,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.00 |
2.618 |
1,278.75 |
1.618 |
1,268.25 |
1.000 |
1,261.75 |
0.618 |
1,257.75 |
HIGH |
1,251.25 |
0.618 |
1,247.25 |
0.500 |
1,246.00 |
0.382 |
1,244.75 |
LOW |
1,240.75 |
0.618 |
1,234.25 |
1.000 |
1,230.25 |
1.618 |
1,223.75 |
2.618 |
1,213.25 |
4.250 |
1,196.00 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,249.25 |
1,248.00 |
PP |
1,247.50 |
1,245.25 |
S1 |
1,246.00 |
1,242.50 |
|