Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,255.75 |
1,254.25 |
-1.50 |
-0.1% |
1,249.50 |
High |
1,257.50 |
1,257.75 |
0.25 |
0.0% |
1,258.50 |
Low |
1,251.50 |
1,249.50 |
-2.00 |
-0.2% |
1,245.50 |
Close |
1,254.50 |
1,253.00 |
-1.50 |
-0.1% |
1,253.00 |
Range |
6.00 |
8.25 |
2.25 |
37.5% |
13.00 |
ATR |
10.95 |
10.76 |
-0.19 |
-1.8% |
0.00 |
Volume |
712,796 |
667,046 |
-45,750 |
-6.4% |
3,115,129 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.25 |
1,273.75 |
1,257.50 |
|
R3 |
1,270.00 |
1,265.50 |
1,255.25 |
|
R2 |
1,261.75 |
1,261.75 |
1,254.50 |
|
R1 |
1,257.25 |
1,257.25 |
1,253.75 |
1,255.50 |
PP |
1,253.50 |
1,253.50 |
1,253.50 |
1,252.50 |
S1 |
1,249.00 |
1,249.00 |
1,252.25 |
1,247.00 |
S2 |
1,245.25 |
1,245.25 |
1,251.50 |
|
S3 |
1,237.00 |
1,240.75 |
1,250.75 |
|
S4 |
1,228.75 |
1,232.50 |
1,248.50 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.25 |
1,285.25 |
1,260.25 |
|
R3 |
1,278.25 |
1,272.25 |
1,256.50 |
|
R2 |
1,265.25 |
1,265.25 |
1,255.50 |
|
R1 |
1,259.25 |
1,259.25 |
1,254.25 |
1,262.25 |
PP |
1,252.25 |
1,252.25 |
1,252.25 |
1,254.00 |
S1 |
1,246.25 |
1,246.25 |
1,251.75 |
1,249.25 |
S2 |
1,239.25 |
1,239.25 |
1,250.50 |
|
S3 |
1,226.25 |
1,233.25 |
1,249.50 |
|
S4 |
1,213.25 |
1,220.25 |
1,245.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,258.50 |
1,245.50 |
13.00 |
1.0% |
6.75 |
0.5% |
58% |
False |
False |
623,025 |
10 |
1,258.50 |
1,234.00 |
24.50 |
2.0% |
7.50 |
0.6% |
78% |
False |
False |
779,466 |
20 |
1,258.50 |
1,208.00 |
50.50 |
4.0% |
9.50 |
0.8% |
89% |
False |
False |
923,756 |
40 |
1,258.50 |
1,165.75 |
92.75 |
7.4% |
13.50 |
1.1% |
94% |
False |
False |
465,183 |
60 |
1,258.50 |
1,140.50 |
118.00 |
9.4% |
14.25 |
1.1% |
95% |
False |
False |
310,565 |
80 |
1,258.50 |
1,086.50 |
172.00 |
13.7% |
14.25 |
1.1% |
97% |
False |
False |
233,093 |
100 |
1,258.50 |
1,028.25 |
230.25 |
18.4% |
14.75 |
1.2% |
98% |
False |
False |
186,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.75 |
2.618 |
1,279.25 |
1.618 |
1,271.00 |
1.000 |
1,266.00 |
0.618 |
1,262.75 |
HIGH |
1,257.75 |
0.618 |
1,254.50 |
0.500 |
1,253.50 |
0.382 |
1,252.75 |
LOW |
1,249.50 |
0.618 |
1,244.50 |
1.000 |
1,241.25 |
1.618 |
1,236.25 |
2.618 |
1,228.00 |
4.250 |
1,214.50 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,253.50 |
1,254.00 |
PP |
1,253.50 |
1,253.75 |
S1 |
1,253.25 |
1,253.25 |
|