Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
123.97 |
124.14 |
0.17 |
0.1% |
122.63 |
High |
124.02 |
124.60 |
0.58 |
0.5% |
124.60 |
Low |
123.15 |
123.73 |
0.58 |
0.5% |
122.41 |
Close |
123.76 |
124.48 |
0.72 |
0.6% |
124.48 |
Range |
0.87 |
0.87 |
0.00 |
0.0% |
2.19 |
ATR |
1.41 |
1.37 |
-0.04 |
-2.7% |
0.00 |
Volume |
123,131,434 |
117,452,490 |
-5,678,944 |
-4.6% |
686,980,015 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.88 |
126.55 |
124.96 |
|
R3 |
126.01 |
125.68 |
124.72 |
|
R2 |
125.14 |
125.14 |
124.64 |
|
R1 |
124.81 |
124.81 |
124.56 |
124.98 |
PP |
124.27 |
124.27 |
124.27 |
124.35 |
S1 |
123.94 |
123.94 |
124.40 |
124.11 |
S2 |
123.40 |
123.40 |
124.32 |
|
S3 |
122.53 |
123.07 |
124.24 |
|
S4 |
121.66 |
122.20 |
124.00 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.40 |
129.63 |
125.68 |
|
R3 |
128.21 |
127.44 |
125.08 |
|
R2 |
126.02 |
126.02 |
124.88 |
|
R1 |
125.25 |
125.25 |
124.68 |
125.64 |
PP |
123.83 |
123.83 |
123.83 |
124.02 |
S1 |
123.06 |
123.06 |
124.28 |
123.45 |
S2 |
121.64 |
121.64 |
124.08 |
|
S3 |
119.45 |
120.87 |
123.88 |
|
S4 |
117.26 |
118.68 |
123.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124.60 |
122.41 |
2.19 |
1.8% |
0.90 |
0.7% |
95% |
True |
False |
137,396,003 |
10 |
124.60 |
117.74 |
6.86 |
5.5% |
1.11 |
0.9% |
98% |
True |
False |
170,709,448 |
20 |
124.60 |
117.59 |
7.01 |
5.6% |
1.16 |
0.9% |
98% |
True |
False |
177,748,453 |
40 |
124.60 |
116.02 |
8.58 |
6.9% |
1.22 |
1.0% |
99% |
True |
False |
180,875,121 |
60 |
124.60 |
112.18 |
12.42 |
10.0% |
1.26 |
1.0% |
99% |
True |
False |
184,624,068 |
80 |
124.60 |
104.29 |
20.31 |
16.3% |
1.29 |
1.0% |
99% |
True |
False |
189,544,575 |
100 |
124.60 |
104.29 |
20.31 |
16.3% |
1.31 |
1.1% |
99% |
True |
False |
190,585,249 |
120 |
124.60 |
101.13 |
23.47 |
18.9% |
1.40 |
1.1% |
99% |
True |
False |
198,969,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.30 |
2.618 |
126.88 |
1.618 |
126.01 |
1.000 |
125.47 |
0.618 |
125.14 |
HIGH |
124.60 |
0.618 |
124.27 |
0.500 |
124.17 |
0.382 |
124.06 |
LOW |
123.73 |
0.618 |
123.19 |
1.000 |
122.86 |
1.618 |
122.32 |
2.618 |
121.45 |
4.250 |
120.03 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
124.38 |
124.16 |
PP |
124.27 |
123.83 |
S1 |
124.17 |
123.51 |
|