Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,559.11 |
11,572.81 |
13.70 |
0.1% |
11,491.30 |
High |
11,580.84 |
11,573.19 |
-7.65 |
-0.1% |
11,580.84 |
Low |
11,542.62 |
11,518.44 |
-24.18 |
-0.2% |
11,442.68 |
Close |
11,573.49 |
11,555.03 |
-18.46 |
-0.2% |
11,573.49 |
Range |
38.22 |
54.75 |
16.53 |
43.2% |
138.16 |
ATR |
90.21 |
87.70 |
-2.51 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,713.14 |
11,688.83 |
11,585.14 |
|
R3 |
11,658.39 |
11,634.08 |
11,570.09 |
|
R2 |
11,603.64 |
11,603.64 |
11,565.07 |
|
R1 |
11,579.33 |
11,579.33 |
11,560.05 |
11,564.11 |
PP |
11,548.89 |
11,548.89 |
11,548.89 |
11,541.28 |
S1 |
11,524.58 |
11,524.58 |
11,550.01 |
11,509.36 |
S2 |
11,494.14 |
11,494.14 |
11,544.99 |
|
S3 |
11,439.39 |
11,469.83 |
11,539.97 |
|
S4 |
11,384.64 |
11,415.08 |
11,524.92 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,946.82 |
11,898.31 |
11,649.48 |
|
R3 |
11,808.66 |
11,760.15 |
11,611.48 |
|
R2 |
11,670.50 |
11,670.50 |
11,598.82 |
|
R1 |
11,621.99 |
11,621.99 |
11,586.15 |
11,646.25 |
PP |
11,532.34 |
11,532.34 |
11,532.34 |
11,544.46 |
S1 |
11,483.83 |
11,483.83 |
11,560.83 |
11,508.09 |
S2 |
11,394.18 |
11,394.18 |
11,548.16 |
|
S3 |
11,256.02 |
11,345.67 |
11,535.50 |
|
S4 |
11,117.86 |
11,207.51 |
11,497.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,580.84 |
11,442.68 |
138.16 |
1.2% |
55.42 |
0.5% |
81% |
False |
False |
|
10 |
11,580.84 |
11,405.33 |
175.51 |
1.5% |
65.60 |
0.6% |
85% |
False |
False |
|
20 |
11,580.84 |
10,929.28 |
651.56 |
5.6% |
86.26 |
0.7% |
96% |
False |
False |
|
40 |
11,580.84 |
10,929.28 |
651.56 |
5.6% |
106.47 |
0.9% |
96% |
False |
False |
|
60 |
11,580.84 |
10,711.12 |
869.72 |
7.5% |
111.69 |
1.0% |
97% |
False |
False |
|
80 |
11,580.84 |
10,253.96 |
1,326.88 |
11.5% |
111.57 |
1.0% |
98% |
False |
False |
|
100 |
11,580.84 |
9,936.62 |
1,644.22 |
14.2% |
119.33 |
1.0% |
98% |
False |
False |
|
120 |
11,580.84 |
9,936.62 |
1,644.22 |
14.2% |
123.88 |
1.1% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,805.88 |
2.618 |
11,716.53 |
1.618 |
11,661.78 |
1.000 |
11,627.94 |
0.618 |
11,607.03 |
HIGH |
11,573.19 |
0.618 |
11,552.28 |
0.500 |
11,545.82 |
0.382 |
11,539.35 |
LOW |
11,518.44 |
0.618 |
11,484.60 |
1.000 |
11,463.69 |
1.618 |
11,429.85 |
2.618 |
11,375.10 |
4.250 |
11,285.75 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,551.96 |
11,553.23 |
PP |
11,548.89 |
11,551.44 |
S1 |
11,545.82 |
11,549.64 |
|