Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,380.9 |
1,376.4 |
-4.5 |
-0.3% |
1,384.5 |
High |
1,385.0 |
1,378.6 |
-6.4 |
-0.5% |
1,407.3 |
Low |
1,362.5 |
1,365.9 |
3.4 |
0.2% |
1,362.5 |
Close |
1,370.4 |
1,378.6 |
8.2 |
0.6% |
1,378.6 |
Range |
22.5 |
12.7 |
-9.8 |
-43.6% |
44.8 |
ATR |
22.8 |
22.1 |
-0.7 |
-3.2% |
0.0 |
Volume |
219 |
102 |
-117 |
-53.4% |
1,110 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.5 |
1,408.2 |
1,385.6 |
|
R3 |
1,399.8 |
1,395.5 |
1,382.1 |
|
R2 |
1,387.1 |
1,387.1 |
1,380.9 |
|
R1 |
1,382.8 |
1,382.8 |
1,379.8 |
1,385.0 |
PP |
1,374.4 |
1,374.4 |
1,374.4 |
1,375.4 |
S1 |
1,370.1 |
1,370.1 |
1,377.4 |
1,372.3 |
S2 |
1,361.7 |
1,361.7 |
1,376.3 |
|
S3 |
1,349.0 |
1,357.4 |
1,375.1 |
|
S4 |
1,336.3 |
1,344.7 |
1,371.6 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.2 |
1,492.7 |
1,403.2 |
|
R3 |
1,472.4 |
1,447.9 |
1,390.9 |
|
R2 |
1,427.6 |
1,427.6 |
1,386.8 |
|
R1 |
1,403.1 |
1,403.1 |
1,382.7 |
1,393.0 |
PP |
1,382.8 |
1,382.8 |
1,382.8 |
1,377.7 |
S1 |
1,358.3 |
1,358.3 |
1,374.5 |
1,348.2 |
S2 |
1,338.0 |
1,338.0 |
1,370.4 |
|
S3 |
1,293.2 |
1,313.5 |
1,366.3 |
|
S4 |
1,248.4 |
1,268.7 |
1,354.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,407.3 |
1,362.5 |
44.8 |
3.2% |
16.0 |
1.2% |
36% |
False |
False |
222 |
10 |
1,431.1 |
1,362.5 |
68.6 |
5.0% |
19.6 |
1.4% |
23% |
False |
False |
571 |
20 |
1,431.1 |
1,341.0 |
90.1 |
6.5% |
20.3 |
1.5% |
42% |
False |
False |
47,782 |
40 |
1,431.1 |
1,315.6 |
115.5 |
8.4% |
23.2 |
1.7% |
55% |
False |
False |
117,600 |
60 |
1,431.1 |
1,276.2 |
154.9 |
11.2% |
22.5 |
1.6% |
66% |
False |
False |
127,595 |
80 |
1,431.1 |
1,233.5 |
197.6 |
14.3% |
20.2 |
1.5% |
73% |
False |
False |
119,356 |
100 |
1,431.1 |
1,161.6 |
269.5 |
19.5% |
18.9 |
1.4% |
81% |
False |
False |
114,061 |
120 |
1,431.1 |
1,159.3 |
271.8 |
19.7% |
19.1 |
1.4% |
81% |
False |
False |
100,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.6 |
2.618 |
1,411.8 |
1.618 |
1,399.1 |
1.000 |
1,391.3 |
0.618 |
1,386.4 |
HIGH |
1,378.6 |
0.618 |
1,373.7 |
0.500 |
1,372.3 |
0.382 |
1,370.8 |
LOW |
1,365.9 |
0.618 |
1,358.1 |
1.000 |
1,353.2 |
1.618 |
1,345.4 |
2.618 |
1,332.7 |
4.250 |
1,311.9 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,376.5 |
1,378.5 |
PP |
1,374.4 |
1,378.4 |
S1 |
1,372.3 |
1,378.3 |
|