Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,406.16 |
11,429.24 |
23.08 |
0.2% |
11,381.33 |
High |
11,480.03 |
11,514.08 |
34.05 |
0.3% |
11,450.89 |
Low |
11,405.33 |
11,428.94 |
23.61 |
0.2% |
11,327.49 |
Close |
11,428.56 |
11,476.54 |
47.98 |
0.4% |
11,410.32 |
Range |
74.70 |
85.14 |
10.44 |
14.0% |
123.40 |
ATR |
111.98 |
110.09 |
-1.89 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,728.61 |
11,687.71 |
11,523.37 |
|
R3 |
11,643.47 |
11,602.57 |
11,499.95 |
|
R2 |
11,558.33 |
11,558.33 |
11,492.15 |
|
R1 |
11,517.43 |
11,517.43 |
11,484.34 |
11,537.88 |
PP |
11,473.19 |
11,473.19 |
11,473.19 |
11,483.41 |
S1 |
11,432.29 |
11,432.29 |
11,468.74 |
11,452.74 |
S2 |
11,388.05 |
11,388.05 |
11,460.93 |
|
S3 |
11,302.91 |
11,347.15 |
11,453.13 |
|
S4 |
11,217.77 |
11,262.01 |
11,429.71 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,766.43 |
11,711.78 |
11,478.19 |
|
R3 |
11,643.03 |
11,588.38 |
11,444.26 |
|
R2 |
11,519.63 |
11,519.63 |
11,432.94 |
|
R1 |
11,464.98 |
11,464.98 |
11,421.63 |
11,492.31 |
PP |
11,396.23 |
11,396.23 |
11,396.23 |
11,409.90 |
S1 |
11,341.58 |
11,341.58 |
11,399.01 |
11,368.91 |
S2 |
11,272.83 |
11,272.83 |
11,387.70 |
|
S3 |
11,149.43 |
11,218.18 |
11,376.39 |
|
S4 |
11,026.03 |
11,094.78 |
11,342.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,514.08 |
11,327.49 |
186.59 |
1.6% |
71.85 |
0.6% |
80% |
True |
False |
|
10 |
11,514.08 |
11,007.23 |
506.85 |
4.4% |
95.47 |
0.8% |
93% |
True |
False |
|
20 |
11,514.08 |
10,929.28 |
584.80 |
5.1% |
119.34 |
1.0% |
94% |
True |
False |
|
40 |
11,514.08 |
10,917.62 |
596.46 |
5.2% |
121.28 |
1.1% |
94% |
True |
False |
|
60 |
11,514.08 |
10,640.92 |
873.16 |
7.6% |
120.59 |
1.1% |
96% |
True |
False |
|
80 |
11,514.08 |
9,936.62 |
1,577.46 |
13.7% |
122.53 |
1.1% |
98% |
True |
False |
|
100 |
11,514.08 |
9,936.62 |
1,577.46 |
13.7% |
124.50 |
1.1% |
98% |
True |
False |
|
120 |
11,514.08 |
9,614.32 |
1,899.76 |
16.6% |
132.42 |
1.2% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,875.93 |
2.618 |
11,736.98 |
1.618 |
11,651.84 |
1.000 |
11,599.22 |
0.618 |
11,566.70 |
HIGH |
11,514.08 |
0.618 |
11,481.56 |
0.500 |
11,471.51 |
0.382 |
11,461.46 |
LOW |
11,428.94 |
0.618 |
11,376.32 |
1.000 |
11,343.80 |
1.618 |
11,291.18 |
2.618 |
11,206.04 |
4.250 |
11,067.10 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,474.86 |
11,462.99 |
PP |
11,473.19 |
11,449.45 |
S1 |
11,471.51 |
11,435.90 |
|