Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,389.6 |
1,388.7 |
-0.9 |
-0.1% |
1,386.4 |
High |
1,393.6 |
1,390.7 |
-2.9 |
-0.2% |
1,410.5 |
Low |
1,385.8 |
1,374.8 |
-11.0 |
-0.8% |
1,364.7 |
Close |
1,389.5 |
1,382.6 |
-6.9 |
-0.5% |
1,381.4 |
Range |
7.8 |
15.9 |
8.1 |
103.8% |
45.8 |
ATR |
19.6 |
19.3 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,428 |
1,482 |
54 |
3.8% |
31,334 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.4 |
1,422.4 |
1,391.3 |
|
R3 |
1,414.5 |
1,406.5 |
1,387.0 |
|
R2 |
1,398.6 |
1,398.6 |
1,385.5 |
|
R1 |
1,390.6 |
1,390.6 |
1,384.1 |
1,386.7 |
PP |
1,382.7 |
1,382.7 |
1,382.7 |
1,380.7 |
S1 |
1,374.7 |
1,374.7 |
1,381.1 |
1,370.8 |
S2 |
1,366.8 |
1,366.8 |
1,379.7 |
|
S3 |
1,350.9 |
1,358.8 |
1,378.2 |
|
S4 |
1,335.0 |
1,342.9 |
1,373.9 |
|
|
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 |
1,367.5 |
27.5 |
2.0% |
12.2 |
0.9% |
55% |
False |
False |
3,581 |
10 |
1,410.5 |
1,364.7 |
45.8 |
3.3% |
15.9 |
1.2% |
39% |
False |
False |
4,083 |
20 |
1,434.1 |
1,354.9 |
79.2 |
5.7% |
19.0 |
1.4% |
35% |
False |
False |
4,515 |
40 |
1,434.1 |
1,327.2 |
106.9 |
7.7% |
21.6 |
1.6% |
52% |
False |
False |
3,745 |
60 |
1,434.1 |
1,302.7 |
131.4 |
9.5% |
20.5 |
1.5% |
61% |
False |
False |
3,108 |
80 |
1,434.1 |
1,242.6 |
191.5 |
13.9% |
17.3 |
1.2% |
73% |
False |
False |
2,449 |
100 |
1,434.1 |
1,198.8 |
235.3 |
17.0% |
14.7 |
1.1% |
78% |
False |
False |
2,022 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.6% |
13.4 |
1.0% |
81% |
False |
False |
1,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.3 |
2.618 |
1,432.3 |
1.618 |
1,416.4 |
1.000 |
1,406.6 |
0.618 |
1,400.5 |
HIGH |
1,390.7 |
0.618 |
1,384.6 |
0.500 |
1,382.8 |
0.382 |
1,380.9 |
LOW |
1,374.8 |
0.618 |
1,365.0 |
1.000 |
1,358.9 |
1.618 |
1,349.1 |
2.618 |
1,333.2 |
4.250 |
1,307.2 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,382.8 |
1,384.9 |
PP |
1,382.7 |
1,384.1 |
S1 |
1,382.7 |
1,383.4 |
|