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 |
1,414.6 |
1,409.7 |
-4.9 |
-0.3% |
1,379.2 |
High |
1,417.5 |
1,424.1 |
6.6 |
0.5% |
1,424.1 |
Low |
1,405.7 |
1,409.2 |
3.5 |
0.2% |
1,375.0 |
Close |
1,408.1 |
1,423.6 |
15.5 |
1.1% |
1,423.6 |
Range |
11.8 |
14.9 |
3.1 |
26.3% |
49.1 |
ATR |
18.3 |
18.2 |
-0.2 |
-0.9% |
0.0 |
Volume |
3,277 |
6,076 |
2,799 |
85.4% |
20,403 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.7 |
1,458.5 |
1,431.8 |
|
R3 |
1,448.8 |
1,443.6 |
1,427.7 |
|
R2 |
1,433.9 |
1,433.9 |
1,426.3 |
|
R1 |
1,428.7 |
1,428.7 |
1,425.0 |
1,431.3 |
PP |
1,419.0 |
1,419.0 |
1,419.0 |
1,420.3 |
S1 |
1,413.8 |
1,413.8 |
1,422.2 |
1,416.4 |
S2 |
1,404.1 |
1,404.1 |
1,420.9 |
|
S3 |
1,389.2 |
1,398.9 |
1,419.5 |
|
S4 |
1,374.3 |
1,384.0 |
1,415.4 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.9 |
1,538.3 |
1,450.6 |
|
R3 |
1,505.8 |
1,489.2 |
1,437.1 |
|
R2 |
1,456.7 |
1,456.7 |
1,432.6 |
|
R1 |
1,440.1 |
1,440.1 |
1,428.1 |
1,448.4 |
PP |
1,407.6 |
1,407.6 |
1,407.6 |
1,411.7 |
S1 |
1,391.0 |
1,391.0 |
1,419.1 |
1,399.3 |
S2 |
1,358.5 |
1,358.5 |
1,414.6 |
|
S3 |
1,309.4 |
1,341.9 |
1,410.1 |
|
S4 |
1,260.3 |
1,292.8 |
1,396.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.1 |
1,375.0 |
49.1 |
3.4% |
15.5 |
1.1% |
99% |
True |
False |
4,080 |
10 |
1,424.1 |
1,367.5 |
56.6 |
4.0% |
13.8 |
1.0% |
99% |
True |
False |
3,830 |
20 |
1,434.1 |
1,364.7 |
69.4 |
4.9% |
18.1 |
1.3% |
85% |
False |
False |
3,942 |
40 |
1,434.1 |
1,333.7 |
100.4 |
7.1% |
21.0 |
1.5% |
90% |
False |
False |
4,097 |
60 |
1,434.1 |
1,319.3 |
114.8 |
8.1% |
20.7 |
1.5% |
91% |
False |
False |
3,405 |
80 |
1,434.1 |
1,246.8 |
187.3 |
13.2% |
17.9 |
1.3% |
94% |
False |
False |
2,675 |
100 |
1,434.1 |
1,201.9 |
232.2 |
16.3% |
15.3 |
1.1% |
95% |
False |
False |
2,199 |
120 |
1,434.1 |
1,163.2 |
270.9 |
19.0% |
13.7 |
1.0% |
96% |
False |
False |
1,905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,487.4 |
2.618 |
1,463.1 |
1.618 |
1,448.2 |
1.000 |
1,439.0 |
0.618 |
1,433.3 |
HIGH |
1,424.1 |
0.618 |
1,418.4 |
0.500 |
1,416.7 |
0.382 |
1,414.9 |
LOW |
1,409.2 |
0.618 |
1,400.0 |
1.000 |
1,394.3 |
1.618 |
1,385.1 |
2.618 |
1,370.2 |
4.250 |
1,345.9 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,421.3 |
1,420.4 |
PP |
1,419.0 |
1,417.1 |
S1 |
1,416.7 |
1,413.9 |
|