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 |
1,388.9 |
1,391.2 |
2.3 |
0.2% |
1,389.6 |
High |
1,395.9 |
1,395.7 |
-0.2 |
0.0% |
1,413.1 |
Low |
1,386.6 |
1,388.0 |
1.4 |
0.1% |
1,366.7 |
Close |
1,393.2 |
1,391.6 |
-1.6 |
-0.1% |
1,383.6 |
Range |
9.3 |
7.7 |
-1.6 |
-17.2% |
46.4 |
ATR |
20.0 |
19.1 |
-0.9 |
-4.4% |
0.0 |
Volume |
2,384 |
746 |
-1,638 |
-68.7% |
12,625 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.9 |
1,410.9 |
1,395.8 |
|
R3 |
1,407.2 |
1,403.2 |
1,393.7 |
|
R2 |
1,399.5 |
1,399.5 |
1,393.0 |
|
R1 |
1,395.5 |
1,395.5 |
1,392.3 |
1,397.5 |
PP |
1,391.8 |
1,391.8 |
1,391.8 |
1,392.8 |
S1 |
1,387.8 |
1,387.8 |
1,390.9 |
1,389.8 |
S2 |
1,384.1 |
1,384.1 |
1,390.2 |
|
S3 |
1,376.4 |
1,380.1 |
1,389.5 |
|
S4 |
1,368.7 |
1,372.4 |
1,387.4 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.0 |
1,501.7 |
1,409.1 |
|
R3 |
1,480.6 |
1,455.3 |
1,396.4 |
|
R2 |
1,434.2 |
1,434.2 |
1,392.1 |
|
R1 |
1,408.9 |
1,408.9 |
1,387.9 |
1,398.4 |
PP |
1,387.8 |
1,387.8 |
1,387.8 |
1,382.5 |
S1 |
1,362.5 |
1,362.5 |
1,379.3 |
1,352.0 |
S2 |
1,341.4 |
1,341.4 |
1,375.1 |
|
S3 |
1,295.0 |
1,316.1 |
1,370.8 |
|
S4 |
1,248.6 |
1,269.7 |
1,358.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,395.9 |
1,366.7 |
29.2 |
2.1% |
12.9 |
0.9% |
85% |
False |
False |
2,182 |
10 |
1,413.1 |
1,366.7 |
46.4 |
3.3% |
15.0 |
1.1% |
54% |
False |
False |
2,163 |
20 |
1,436.7 |
1,357.1 |
79.6 |
5.7% |
18.4 |
1.3% |
43% |
False |
False |
2,730 |
40 |
1,436.7 |
1,327.1 |
109.6 |
7.9% |
21.5 |
1.5% |
59% |
False |
False |
2,704 |
60 |
1,436.7 |
1,305.0 |
131.7 |
9.5% |
20.1 |
1.4% |
66% |
False |
False |
2,287 |
80 |
1,436.7 |
1,248.8 |
187.9 |
13.5% |
16.6 |
1.2% |
76% |
False |
False |
1,822 |
100 |
1,436.7 |
1,191.7 |
245.0 |
17.6% |
13.8 |
1.0% |
82% |
False |
False |
1,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.4 |
2.618 |
1,415.9 |
1.618 |
1,408.2 |
1.000 |
1,403.4 |
0.618 |
1,400.5 |
HIGH |
1,395.7 |
0.618 |
1,392.8 |
0.500 |
1,391.9 |
0.382 |
1,390.9 |
LOW |
1,388.0 |
0.618 |
1,383.2 |
1.000 |
1,380.3 |
1.618 |
1,375.5 |
2.618 |
1,367.8 |
4.250 |
1,355.3 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,391.9 |
1,390.7 |
PP |
1,391.8 |
1,389.8 |
S1 |
1,391.7 |
1,389.0 |
|