Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,296 |
11,356 |
60 |
0.5% |
11,298 |
High |
11,347 |
11,418 |
71 |
0.6% |
11,377 |
Low |
11,288 |
11,316 |
28 |
0.2% |
11,216 |
Close |
11,344 |
11,366 |
22 |
0.2% |
11,344 |
Range |
59 |
102 |
43 |
72.9% |
161 |
ATR |
131 |
129 |
-2 |
-1.6% |
0 |
Volume |
61,194 |
99,088 |
37,894 |
61.9% |
135,077 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,673 |
11,621 |
11,422 |
|
R3 |
11,571 |
11,519 |
11,394 |
|
R2 |
11,469 |
11,469 |
11,385 |
|
R1 |
11,417 |
11,417 |
11,375 |
11,443 |
PP |
11,367 |
11,367 |
11,367 |
11,380 |
S1 |
11,315 |
11,315 |
11,357 |
11,341 |
S2 |
11,265 |
11,265 |
11,347 |
|
S3 |
11,163 |
11,213 |
11,338 |
|
S4 |
11,061 |
11,111 |
11,310 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,795 |
11,731 |
11,433 |
|
R3 |
11,634 |
11,570 |
11,388 |
|
R2 |
11,473 |
11,473 |
11,374 |
|
R1 |
11,409 |
11,409 |
11,359 |
11,441 |
PP |
11,312 |
11,312 |
11,312 |
11,329 |
S1 |
11,248 |
11,248 |
11,329 |
11,280 |
S2 |
11,151 |
11,151 |
11,315 |
|
S3 |
10,990 |
11,087 |
11,300 |
|
S4 |
10,829 |
10,926 |
11,256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,418 |
11,216 |
202 |
1.8% |
98 |
0.9% |
74% |
True |
False |
46,723 |
10 |
11,418 |
10,870 |
548 |
4.8% |
123 |
1.1% |
91% |
True |
False |
23,495 |
20 |
11,418 |
10,855 |
563 |
5.0% |
137 |
1.2% |
91% |
True |
False |
11,785 |
40 |
11,418 |
10,794 |
624 |
5.5% |
132 |
1.2% |
92% |
True |
False |
5,925 |
60 |
11,418 |
10,476 |
942 |
8.3% |
132 |
1.2% |
94% |
True |
False |
3,969 |
80 |
11,418 |
9,790 |
1,628 |
14.3% |
116 |
1.0% |
97% |
True |
False |
2,978 |
100 |
11,418 |
9,790 |
1,628 |
14.3% |
95 |
0.8% |
97% |
True |
False |
2,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,852 |
2.618 |
11,685 |
1.618 |
11,583 |
1.000 |
11,520 |
0.618 |
11,481 |
HIGH |
11,418 |
0.618 |
11,379 |
0.500 |
11,367 |
0.382 |
11,355 |
LOW |
11,316 |
0.618 |
11,253 |
1.000 |
11,214 |
1.618 |
11,151 |
2.618 |
11,049 |
4.250 |
10,883 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,367 |
11,358 |
PP |
11,367 |
11,350 |
S1 |
11,366 |
11,342 |
|