Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,387.7 |
1,389.6 |
1.9 |
0.1% |
1,386.4 |
High |
1,395.0 |
1,393.6 |
-1.4 |
-0.1% |
1,410.5 |
Low |
1,383.8 |
1,385.8 |
2.0 |
0.1% |
1,364.7 |
Close |
1,391.0 |
1,389.5 |
-1.5 |
-0.1% |
1,381.4 |
Range |
11.2 |
7.8 |
-3.4 |
-30.4% |
45.8 |
ATR |
20.5 |
19.6 |
-0.9 |
-4.4% |
0.0 |
Volume |
2,975 |
1,428 |
-1,547 |
-52.0% |
31,334 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.0 |
1,409.1 |
1,393.8 |
|
R3 |
1,405.2 |
1,401.3 |
1,391.6 |
|
R2 |
1,397.4 |
1,397.4 |
1,390.9 |
|
R1 |
1,393.5 |
1,393.5 |
1,390.2 |
1,391.6 |
PP |
1,389.6 |
1,389.6 |
1,389.6 |
1,388.7 |
S1 |
1,385.7 |
1,385.7 |
1,388.8 |
1,383.8 |
S2 |
1,381.8 |
1,381.8 |
1,388.1 |
|
S3 |
1,374.0 |
1,377.9 |
1,387.4 |
|
S4 |
1,366.2 |
1,370.1 |
1,385.2 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.9 |
1,498.0 |
1,406.6 |
|
R3 |
1,477.1 |
1,452.2 |
1,394.0 |
|
R2 |
1,431.3 |
1,431.3 |
1,389.8 |
|
R1 |
1,406.4 |
1,406.4 |
1,385.6 |
1,396.0 |
PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,380.3 |
S1 |
1,360.6 |
1,360.6 |
1,377.2 |
1,350.2 |
S2 |
1,339.7 |
1,339.7 |
1,373.0 |
|
S3 |
1,293.9 |
1,314.8 |
1,368.8 |
|
S4 |
1,248.1 |
1,269.0 |
1,356.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,395.0 |
1,364.7 |
30.3 |
2.2% |
13.9 |
1.0% |
82% |
False |
False |
5,431 |
10 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
15.5 |
1.1% |
54% |
False |
False |
4,438 |
20 |
1,434.1 |
1,354.9 |
79.2 |
5.7% |
18.6 |
1.3% |
44% |
False |
False |
4,884 |
40 |
1,434.1 |
1,323.1 |
111.0 |
8.0% |
21.8 |
1.6% |
60% |
False |
False |
3,745 |
60 |
1,434.1 |
1,302.7 |
131.4 |
9.5% |
20.3 |
1.5% |
66% |
False |
False |
3,097 |
80 |
1,434.1 |
1,240.0 |
194.1 |
14.0% |
17.2 |
1.2% |
77% |
False |
False |
2,431 |
100 |
1,434.1 |
1,190.4 |
243.7 |
17.5% |
14.6 |
1.0% |
82% |
False |
False |
2,009 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
13.3 |
1.0% |
84% |
False |
False |
1,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.8 |
2.618 |
1,414.0 |
1.618 |
1,406.2 |
1.000 |
1,401.4 |
0.618 |
1,398.4 |
HIGH |
1,393.6 |
0.618 |
1,390.6 |
0.500 |
1,389.7 |
0.382 |
1,388.8 |
LOW |
1,385.8 |
0.618 |
1,381.0 |
1.000 |
1,378.0 |
1.618 |
1,373.2 |
2.618 |
1,365.4 |
4.250 |
1,352.7 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,389.7 |
1,388.6 |
PP |
1,389.6 |
1,387.8 |
S1 |
1,389.6 |
1,386.9 |
|