Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,241.00 |
1,250.00 |
9.00 |
0.7% |
1,237.50 |
High |
1,251.25 |
1,255.00 |
3.75 |
0.3% |
1,242.25 |
Low |
1,240.75 |
1,249.00 |
8.25 |
0.7% |
1,227.50 |
Close |
1,250.75 |
1,254.50 |
3.75 |
0.3% |
1,238.50 |
Range |
10.50 |
6.00 |
-4.50 |
-42.9% |
14.75 |
ATR |
13.61 |
13.07 |
-0.54 |
-4.0% |
0.00 |
Volume |
938,860 |
664,354 |
-274,506 |
-29.2% |
8,979,280 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.75 |
1,268.75 |
1,257.75 |
|
R3 |
1,264.75 |
1,262.75 |
1,256.25 |
|
R2 |
1,258.75 |
1,258.75 |
1,255.50 |
|
R1 |
1,256.75 |
1,256.75 |
1,255.00 |
1,257.75 |
PP |
1,252.75 |
1,252.75 |
1,252.75 |
1,253.50 |
S1 |
1,250.75 |
1,250.75 |
1,254.00 |
1,251.75 |
S2 |
1,246.75 |
1,246.75 |
1,253.50 |
|
S3 |
1,240.75 |
1,244.75 |
1,252.75 |
|
S4 |
1,234.75 |
1,238.75 |
1,251.25 |
|
|
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 |
1,255.00 |
1,227.50 |
27.50 |
2.2% |
9.50 |
0.7% |
98% |
True |
False |
1,159,284 |
10 |
1,255.00 |
1,221.25 |
33.75 |
2.7% |
9.75 |
0.8% |
99% |
True |
False |
1,425,099 |
20 |
1,255.00 |
1,167.25 |
87.75 |
7.0% |
13.75 |
1.1% |
99% |
True |
False |
741,912 |
40 |
1,255.00 |
1,163.00 |
92.00 |
7.3% |
14.75 |
1.2% |
99% |
True |
False |
372,734 |
60 |
1,255.00 |
1,122.00 |
133.00 |
10.6% |
15.00 |
1.2% |
100% |
True |
False |
248,878 |
80 |
1,255.00 |
1,029.00 |
226.00 |
18.0% |
15.25 |
1.2% |
100% |
True |
False |
186,757 |
100 |
1,255.00 |
1,028.25 |
226.75 |
18.1% |
15.25 |
1.2% |
100% |
True |
False |
149,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,280.50 |
2.618 |
1,270.75 |
1.618 |
1,264.75 |
1.000 |
1,261.00 |
0.618 |
1,258.75 |
HIGH |
1,255.00 |
0.618 |
1,252.75 |
0.500 |
1,252.00 |
0.382 |
1,251.25 |
LOW |
1,249.00 |
0.618 |
1,245.25 |
1.000 |
1,243.00 |
1.618 |
1,239.25 |
2.618 |
1,233.25 |
4.250 |
1,223.50 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,253.75 |
1,251.25 |
PP |
1,252.75 |
1,247.75 |
S1 |
1,252.00 |
1,244.50 |
|