Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
124.75 |
124.44 |
-0.31 |
-0.2% |
122.63 |
High |
125.23 |
124.93 |
-0.30 |
-0.2% |
124.60 |
Low |
124.29 |
123.89 |
-0.40 |
-0.3% |
122.41 |
Close |
124.67 |
124.10 |
-0.57 |
-0.5% |
124.48 |
Range |
0.94 |
1.04 |
0.10 |
10.6% |
2.19 |
ATR |
1.30 |
1.28 |
-0.02 |
-1.4% |
0.00 |
Volume |
147,004,752 |
160,354,440 |
13,349,688 |
9.1% |
686,980,015 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.43 |
126.80 |
124.67 |
|
R3 |
126.39 |
125.76 |
124.38 |
|
R2 |
125.35 |
125.35 |
124.29 |
|
R1 |
124.72 |
124.72 |
124.19 |
124.51 |
PP |
124.31 |
124.31 |
124.31 |
124.20 |
S1 |
123.68 |
123.68 |
124.00 |
123.47 |
S2 |
123.27 |
123.27 |
123.91 |
|
S3 |
122.23 |
122.64 |
123.81 |
|
S4 |
121.19 |
121.60 |
123.53 |
|
|
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 |
125.23 |
123.15 |
2.08 |
1.7% |
0.88 |
0.7% |
46% |
False |
False |
136,314,077 |
10 |
125.23 |
121.13 |
4.10 |
3.3% |
0.96 |
0.8% |
72% |
False |
False |
147,021,807 |
20 |
125.23 |
117.74 |
7.49 |
6.0% |
1.06 |
0.9% |
85% |
False |
False |
164,680,577 |
40 |
125.23 |
116.87 |
8.36 |
6.7% |
1.17 |
0.9% |
86% |
False |
False |
175,274,921 |
60 |
125.23 |
112.18 |
13.05 |
10.5% |
1.23 |
1.0% |
91% |
False |
False |
180,662,835 |
80 |
125.23 |
104.29 |
20.94 |
16.9% |
1.26 |
1.0% |
95% |
False |
False |
187,076,426 |
100 |
125.23 |
104.29 |
20.94 |
16.9% |
1.29 |
1.0% |
95% |
False |
False |
188,210,803 |
120 |
125.23 |
101.13 |
24.10 |
19.4% |
1.38 |
1.1% |
95% |
False |
False |
196,306,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.35 |
2.618 |
127.65 |
1.618 |
126.61 |
1.000 |
125.97 |
0.618 |
125.57 |
HIGH |
124.93 |
0.618 |
124.53 |
0.500 |
124.41 |
0.382 |
124.29 |
LOW |
123.89 |
0.618 |
123.25 |
1.000 |
122.85 |
1.618 |
122.21 |
2.618 |
121.17 |
4.250 |
119.47 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
124.41 |
124.56 |
PP |
124.31 |
124.41 |
S1 |
124.20 |
124.25 |
|