Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,250.00 |
1,254.50 |
4.50 |
0.4% |
1,237.50 |
High |
1,255.00 |
1,255.75 |
0.75 |
0.1% |
1,242.25 |
Low |
1,249.00 |
1,249.25 |
0.25 |
0.0% |
1,227.50 |
Close |
1,254.50 |
1,253.00 |
-1.50 |
-0.1% |
1,238.50 |
Range |
6.00 |
6.50 |
0.50 |
8.3% |
14.75 |
ATR |
13.07 |
12.60 |
-0.47 |
-3.6% |
0.00 |
Volume |
664,354 |
592,048 |
-72,306 |
-10.9% |
8,979,280 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.25 |
1,269.00 |
1,256.50 |
|
R3 |
1,265.75 |
1,262.50 |
1,254.75 |
|
R2 |
1,259.25 |
1,259.25 |
1,254.25 |
|
R1 |
1,256.00 |
1,256.00 |
1,253.50 |
1,254.50 |
PP |
1,252.75 |
1,252.75 |
1,252.75 |
1,251.75 |
S1 |
1,249.50 |
1,249.50 |
1,252.50 |
1,248.00 |
S2 |
1,246.25 |
1,246.25 |
1,251.75 |
|
S3 |
1,239.75 |
1,243.00 |
1,251.25 |
|
S4 |
1,233.25 |
1,236.50 |
1,249.50 |
|
|
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 |
1,255.75 |
1,234.00 |
21.75 |
1.7% |
8.25 |
0.7% |
87% |
True |
False |
935,907 |
10 |
1,255.75 |
1,226.75 |
29.00 |
2.3% |
9.25 |
0.7% |
91% |
True |
False |
1,377,044 |
20 |
1,255.75 |
1,167.25 |
88.50 |
7.1% |
13.00 |
1.0% |
97% |
True |
False |
771,145 |
40 |
1,255.75 |
1,165.75 |
90.00 |
7.2% |
14.50 |
1.2% |
97% |
True |
False |
387,524 |
60 |
1,255.75 |
1,122.00 |
133.75 |
10.7% |
15.00 |
1.2% |
98% |
True |
False |
258,724 |
80 |
1,255.75 |
1,041.00 |
214.75 |
17.1% |
15.00 |
1.2% |
99% |
True |
False |
194,157 |
100 |
1,255.75 |
1,028.25 |
227.50 |
18.2% |
15.25 |
1.2% |
99% |
True |
False |
155,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.50 |
2.618 |
1,272.75 |
1.618 |
1,266.25 |
1.000 |
1,262.25 |
0.618 |
1,259.75 |
HIGH |
1,255.75 |
0.618 |
1,253.25 |
0.500 |
1,252.50 |
0.382 |
1,251.75 |
LOW |
1,249.25 |
0.618 |
1,245.25 |
1.000 |
1,242.75 |
1.618 |
1,238.75 |
2.618 |
1,232.25 |
4.250 |
1,221.50 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,252.75 |
1,251.50 |
PP |
1,252.75 |
1,249.75 |
S1 |
1,252.50 |
1,248.25 |
|