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 |
11,458.00 |
11,499.02 |
41.02 |
0.4% |
11,406.16 |
High |
11,514.84 |
11,503.18 |
-11.66 |
-0.1% |
11,519.04 |
Low |
11,421.30 |
11,451.00 |
29.70 |
0.3% |
11,405.33 |
Close |
11,499.25 |
11,491.91 |
-7.34 |
-0.1% |
11,491.91 |
Range |
93.54 |
52.18 |
-41.36 |
-44.2% |
113.71 |
ATR |
106.47 |
102.59 |
-3.88 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,638.57 |
11,617.42 |
11,520.61 |
|
R3 |
11,586.39 |
11,565.24 |
11,506.26 |
|
R2 |
11,534.21 |
11,534.21 |
11,501.48 |
|
R1 |
11,513.06 |
11,513.06 |
11,496.69 |
11,497.55 |
PP |
11,482.03 |
11,482.03 |
11,482.03 |
11,474.27 |
S1 |
11,460.88 |
11,460.88 |
11,487.13 |
11,445.37 |
S2 |
11,429.85 |
11,429.85 |
11,482.34 |
|
S3 |
11,377.67 |
11,408.70 |
11,477.56 |
|
S4 |
11,325.49 |
11,356.52 |
11,463.21 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,813.22 |
11,766.28 |
11,554.45 |
|
R3 |
11,699.51 |
11,652.57 |
11,523.18 |
|
R2 |
11,585.80 |
11,585.80 |
11,512.76 |
|
R1 |
11,538.86 |
11,538.86 |
11,502.33 |
11,562.33 |
PP |
11,472.09 |
11,472.09 |
11,472.09 |
11,483.83 |
S1 |
11,425.15 |
11,425.15 |
11,481.49 |
11,448.62 |
S2 |
11,358.38 |
11,358.38 |
11,471.06 |
|
S3 |
11,244.67 |
11,311.44 |
11,460.64 |
|
S4 |
11,130.96 |
11,197.73 |
11,429.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,519.04 |
11,405.33 |
113.71 |
1.0% |
75.79 |
0.7% |
76% |
False |
False |
|
10 |
11,519.04 |
11,327.49 |
191.55 |
1.7% |
71.70 |
0.6% |
86% |
False |
False |
|
20 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
107.47 |
0.9% |
95% |
False |
False |
|
40 |
11,519.04 |
10,929.28 |
589.76 |
5.1% |
112.97 |
1.0% |
95% |
False |
False |
|
60 |
11,519.04 |
10,664.31 |
854.73 |
7.4% |
118.68 |
1.0% |
97% |
False |
False |
|
80 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
119.32 |
1.0% |
98% |
False |
False |
|
100 |
11,519.04 |
9,936.62 |
1,582.42 |
13.8% |
123.88 |
1.1% |
98% |
False |
False |
|
120 |
11,519.04 |
9,614.32 |
1,904.72 |
16.6% |
129.69 |
1.1% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,724.95 |
2.618 |
11,639.79 |
1.618 |
11,587.61 |
1.000 |
11,555.36 |
0.618 |
11,535.43 |
HIGH |
11,503.18 |
0.618 |
11,483.25 |
0.500 |
11,477.09 |
0.382 |
11,470.93 |
LOW |
11,451.00 |
0.618 |
11,418.75 |
1.000 |
11,398.82 |
1.618 |
11,366.57 |
2.618 |
11,314.39 |
4.250 |
11,229.24 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,486.97 |
11,484.66 |
PP |
11,482.03 |
11,477.42 |
S1 |
11,477.09 |
11,470.17 |
|