Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,554.80 |
11,572.74 |
17.94 |
0.2% |
11,491.30 |
High |
11,591.13 |
11,625.00 |
33.87 |
0.3% |
11,580.84 |
Low |
11,541.14 |
11,572.66 |
31.52 |
0.3% |
11,442.68 |
Close |
11,575.54 |
11,585.38 |
9.84 |
0.1% |
11,573.49 |
Range |
49.99 |
52.34 |
2.35 |
4.7% |
138.16 |
ATR |
85.01 |
82.67 |
-2.33 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,751.37 |
11,720.71 |
11,614.17 |
|
R3 |
11,699.03 |
11,668.37 |
11,599.77 |
|
R2 |
11,646.69 |
11,646.69 |
11,594.98 |
|
R1 |
11,616.03 |
11,616.03 |
11,590.18 |
11,631.36 |
PP |
11,594.35 |
11,594.35 |
11,594.35 |
11,602.01 |
S1 |
11,563.69 |
11,563.69 |
11,580.58 |
11,579.02 |
S2 |
11,542.01 |
11,542.01 |
11,575.78 |
|
S3 |
11,489.67 |
11,511.35 |
11,570.99 |
|
S4 |
11,437.33 |
11,459.01 |
11,556.59 |
|
|
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 |
11,625.00 |
11,518.44 |
106.56 |
0.9% |
46.84 |
0.4% |
63% |
True |
False |
|
10 |
11,625.00 |
11,421.30 |
203.70 |
1.8% |
59.85 |
0.5% |
81% |
True |
False |
|
20 |
11,625.00 |
11,007.23 |
617.77 |
5.3% |
77.66 |
0.7% |
94% |
True |
False |
|
40 |
11,625.00 |
10,929.28 |
695.72 |
6.0% |
103.10 |
0.9% |
94% |
True |
False |
|
60 |
11,625.00 |
10,752.63 |
872.37 |
7.5% |
109.59 |
0.9% |
95% |
True |
False |
|
80 |
11,625.00 |
10,332.40 |
1,292.60 |
11.2% |
110.40 |
1.0% |
97% |
True |
False |
|
100 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
118.15 |
1.0% |
98% |
True |
False |
|
120 |
11,625.00 |
9,936.62 |
1,688.38 |
14.6% |
123.04 |
1.1% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,847.45 |
2.618 |
11,762.03 |
1.618 |
11,709.69 |
1.000 |
11,677.34 |
0.618 |
11,657.35 |
HIGH |
11,625.00 |
0.618 |
11,605.01 |
0.500 |
11,598.83 |
0.382 |
11,592.65 |
LOW |
11,572.66 |
0.618 |
11,540.31 |
1.000 |
11,520.32 |
1.618 |
11,487.97 |
2.618 |
11,435.63 |
4.250 |
11,350.22 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,598.83 |
11,580.83 |
PP |
11,594.35 |
11,576.27 |
S1 |
11,589.86 |
11,571.72 |
|