Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,249.50 |
1,253.50 |
4.00 |
0.3% |
1,240.00 |
High |
1,254.25 |
1,256.50 |
2.25 |
0.2% |
1,255.75 |
Low |
1,245.50 |
1,251.50 |
6.00 |
0.5% |
1,234.00 |
Close |
1,253.25 |
1,254.00 |
0.75 |
0.1% |
1,253.00 |
Range |
8.75 |
5.00 |
-3.75 |
-42.9% |
21.75 |
ATR |
12.32 |
11.80 |
-0.52 |
-4.2% |
0.00 |
Volume |
594,048 |
553,798 |
-40,250 |
-6.8% |
3,341,066 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.00 |
1,266.50 |
1,256.75 |
|
R3 |
1,264.00 |
1,261.50 |
1,255.50 |
|
R2 |
1,259.00 |
1,259.00 |
1,255.00 |
|
R1 |
1,256.50 |
1,256.50 |
1,254.50 |
1,257.75 |
PP |
1,254.00 |
1,254.00 |
1,254.00 |
1,254.50 |
S1 |
1,251.50 |
1,251.50 |
1,253.50 |
1,252.75 |
S2 |
1,249.00 |
1,249.00 |
1,253.00 |
|
S3 |
1,244.00 |
1,246.50 |
1,252.50 |
|
S4 |
1,239.00 |
1,241.50 |
1,251.25 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.75 |
1,304.75 |
1,265.00 |
|
R3 |
1,291.00 |
1,283.00 |
1,259.00 |
|
R2 |
1,269.25 |
1,269.25 |
1,257.00 |
|
R1 |
1,261.25 |
1,261.25 |
1,255.00 |
1,265.25 |
PP |
1,247.50 |
1,247.50 |
1,247.50 |
1,249.50 |
S1 |
1,239.50 |
1,239.50 |
1,251.00 |
1,243.50 |
S2 |
1,225.75 |
1,225.75 |
1,249.00 |
|
S3 |
1,204.00 |
1,217.75 |
1,247.00 |
|
S4 |
1,182.25 |
1,196.00 |
1,241.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,256.50 |
1,240.75 |
15.75 |
1.3% |
7.25 |
0.6% |
84% |
True |
False |
668,621 |
10 |
1,256.50 |
1,227.50 |
29.00 |
2.3% |
8.75 |
0.7% |
91% |
True |
False |
1,165,386 |
20 |
1,256.50 |
1,167.75 |
88.75 |
7.1% |
11.75 |
0.9% |
97% |
True |
False |
827,692 |
40 |
1,256.50 |
1,165.75 |
90.75 |
7.2% |
14.25 |
1.1% |
97% |
True |
False |
416,125 |
60 |
1,256.50 |
1,122.00 |
134.50 |
10.7% |
14.75 |
1.2% |
98% |
True |
False |
277,816 |
80 |
1,256.50 |
1,076.75 |
179.75 |
14.3% |
14.75 |
1.2% |
99% |
True |
False |
208,504 |
100 |
1,256.50 |
1,028.25 |
228.25 |
18.2% |
15.00 |
1.2% |
99% |
True |
False |
166,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.75 |
2.618 |
1,269.50 |
1.618 |
1,264.50 |
1.000 |
1,261.50 |
0.618 |
1,259.50 |
HIGH |
1,256.50 |
0.618 |
1,254.50 |
0.500 |
1,254.00 |
0.382 |
1,253.50 |
LOW |
1,251.50 |
0.618 |
1,248.50 |
1.000 |
1,246.50 |
1.618 |
1,243.50 |
2.618 |
1,238.50 |
4.250 |
1,230.25 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,254.00 |
1,253.00 |
PP |
1,254.00 |
1,252.00 |
S1 |
1,254.00 |
1,251.00 |
|