Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,399.0 |
1,384.5 |
-14.5 |
-1.0% |
1,418.6 |
High |
1,400.0 |
1,389.1 |
-10.9 |
-0.8% |
1,434.1 |
Low |
1,381.2 |
1,364.7 |
-16.5 |
-1.2% |
1,374.9 |
Close |
1,388.4 |
1,373.2 |
-15.2 |
-1.1% |
1,386.9 |
Range |
18.8 |
24.4 |
5.6 |
29.8% |
59.2 |
ATR |
22.3 |
22.5 |
0.1 |
0.7% |
0.0 |
Volume |
2,017 |
10,731 |
8,714 |
432.0% |
18,384 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.9 |
1,435.4 |
1,386.6 |
|
R3 |
1,424.5 |
1,411.0 |
1,379.9 |
|
R2 |
1,400.1 |
1,400.1 |
1,377.7 |
|
R1 |
1,386.6 |
1,386.6 |
1,375.4 |
1,381.2 |
PP |
1,375.7 |
1,375.7 |
1,375.7 |
1,372.9 |
S1 |
1,362.2 |
1,362.2 |
1,371.0 |
1,356.8 |
S2 |
1,351.3 |
1,351.3 |
1,368.7 |
|
S3 |
1,326.9 |
1,337.8 |
1,366.5 |
|
S4 |
1,302.5 |
1,313.4 |
1,359.8 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.2 |
1,540.8 |
1,419.5 |
|
R3 |
1,517.0 |
1,481.6 |
1,403.2 |
|
R2 |
1,457.8 |
1,457.8 |
1,397.8 |
|
R1 |
1,422.4 |
1,422.4 |
1,392.3 |
1,410.5 |
PP |
1,398.6 |
1,398.6 |
1,398.6 |
1,392.7 |
S1 |
1,363.2 |
1,363.2 |
1,381.5 |
1,351.3 |
S2 |
1,339.4 |
1,339.4 |
1,376.0 |
|
S3 |
1,280.2 |
1,304.0 |
1,370.6 |
|
S4 |
1,221.0 |
1,244.8 |
1,354.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
19.6 |
1.4% |
19% |
False |
True |
4,585 |
10 |
1,434.1 |
1,364.7 |
69.4 |
5.1% |
22.4 |
1.6% |
12% |
False |
True |
4,054 |
20 |
1,434.1 |
1,340.1 |
94.0 |
6.8% |
20.7 |
1.5% |
35% |
False |
False |
4,846 |
40 |
1,434.1 |
1,319.3 |
114.8 |
8.4% |
22.4 |
1.6% |
47% |
False |
False |
3,674 |
60 |
1,434.1 |
1,282.5 |
151.6 |
11.0% |
20.3 |
1.5% |
60% |
False |
False |
2,836 |
80 |
1,434.1 |
1,240.0 |
194.1 |
14.1% |
16.7 |
1.2% |
69% |
False |
False |
2,246 |
100 |
1,434.1 |
1,163.2 |
270.9 |
19.7% |
14.3 |
1.0% |
78% |
False |
False |
1,862 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.7% |
13.2 |
1.0% |
78% |
False |
False |
1,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.8 |
2.618 |
1,453.0 |
1.618 |
1,428.6 |
1.000 |
1,413.5 |
0.618 |
1,404.2 |
HIGH |
1,389.1 |
0.618 |
1,379.8 |
0.500 |
1,376.9 |
0.382 |
1,374.0 |
LOW |
1,364.7 |
0.618 |
1,349.6 |
1.000 |
1,340.3 |
1.618 |
1,325.2 |
2.618 |
1,300.8 |
4.250 |
1,261.0 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,376.9 |
1,387.6 |
PP |
1,375.7 |
1,382.8 |
S1 |
1,374.4 |
1,378.0 |
|