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 |
1,393.4 |
1,389.6 |
-3.8 |
-0.3% |
1,418.0 |
High |
1,397.0 |
1,404.4 |
7.4 |
0.5% |
1,436.7 |
Low |
1,377.7 |
1,386.0 |
8.3 |
0.6% |
1,377.0 |
Close |
1,389.1 |
1,402.4 |
13.3 |
1.0% |
1,389.1 |
Range |
19.3 |
18.4 |
-0.9 |
-4.7% |
59.7 |
ATR |
22.7 |
22.4 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,506 |
2,152 |
646 |
42.9% |
12,303 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,452.8 |
1,446.0 |
1,412.5 |
|
R3 |
1,434.4 |
1,427.6 |
1,407.5 |
|
R2 |
1,416.0 |
1,416.0 |
1,405.8 |
|
R1 |
1,409.2 |
1,409.2 |
1,404.1 |
1,412.6 |
PP |
1,397.6 |
1,397.6 |
1,397.6 |
1,399.3 |
S1 |
1,390.8 |
1,390.8 |
1,400.7 |
1,394.2 |
S2 |
1,379.2 |
1,379.2 |
1,399.0 |
|
S3 |
1,360.8 |
1,372.4 |
1,397.3 |
|
S4 |
1,342.4 |
1,354.0 |
1,392.3 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.0 |
1,544.3 |
1,421.9 |
|
R3 |
1,520.3 |
1,484.6 |
1,405.5 |
|
R2 |
1,460.6 |
1,460.6 |
1,400.0 |
|
R1 |
1,424.9 |
1,424.9 |
1,394.6 |
1,412.9 |
PP |
1,400.9 |
1,400.9 |
1,400.9 |
1,395.0 |
S1 |
1,365.2 |
1,365.2 |
1,383.6 |
1,353.2 |
S2 |
1,341.2 |
1,341.2 |
1,378.2 |
|
S3 |
1,281.5 |
1,305.5 |
1,372.7 |
|
S4 |
1,221.8 |
1,245.8 |
1,356.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,436.7 |
1,377.0 |
59.7 |
4.3% |
23.5 |
1.7% |
43% |
False |
False |
2,321 |
10 |
1,436.7 |
1,368.5 |
68.2 |
4.9% |
22.3 |
1.6% |
50% |
False |
False |
2,770 |
20 |
1,436.7 |
1,334.9 |
101.8 |
7.3% |
20.7 |
1.5% |
66% |
False |
False |
2,950 |
40 |
1,436.7 |
1,323.0 |
113.7 |
8.1% |
22.6 |
1.6% |
70% |
False |
False |
2,580 |
60 |
1,436.7 |
1,278.2 |
158.5 |
11.3% |
19.7 |
1.4% |
78% |
False |
False |
2,113 |
80 |
1,436.7 |
1,216.2 |
220.5 |
15.7% |
15.7 |
1.1% |
84% |
False |
False |
1,660 |
100 |
1,436.7 |
1,166.2 |
270.5 |
19.3% |
13.4 |
1.0% |
87% |
False |
False |
1,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.6 |
2.618 |
1,452.6 |
1.618 |
1,434.2 |
1.000 |
1,422.8 |
0.618 |
1,415.8 |
HIGH |
1,404.4 |
0.618 |
1,397.4 |
0.500 |
1,395.2 |
0.382 |
1,393.0 |
LOW |
1,386.0 |
0.618 |
1,374.6 |
1.000 |
1,367.6 |
1.618 |
1,356.2 |
2.618 |
1,337.8 |
4.250 |
1,307.8 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,400.0 |
1,398.6 |
PP |
1,397.6 |
1,394.8 |
S1 |
1,395.2 |
1,391.1 |
|