Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,478.36 |
11,532.17 |
53.81 |
0.5% |
11,406.16 |
High |
11,549.12 |
11,566.99 |
17.87 |
0.2% |
11,519.04 |
Low |
11,478.29 |
11,528.08 |
49.79 |
0.4% |
11,405.33 |
Close |
11,533.16 |
11,559.49 |
26.33 |
0.2% |
11,491.91 |
Range |
70.83 |
38.91 |
-31.92 |
-45.1% |
113.71 |
ATR |
98.47 |
94.21 |
-4.25 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,668.25 |
11,652.78 |
11,580.89 |
|
R3 |
11,629.34 |
11,613.87 |
11,570.19 |
|
R2 |
11,590.43 |
11,590.43 |
11,566.62 |
|
R1 |
11,574.96 |
11,574.96 |
11,563.06 |
11,582.70 |
PP |
11,551.52 |
11,551.52 |
11,551.52 |
11,555.39 |
S1 |
11,536.05 |
11,536.05 |
11,555.92 |
11,543.79 |
S2 |
11,512.61 |
11,512.61 |
11,552.36 |
|
S3 |
11,473.70 |
11,497.14 |
11,548.79 |
|
S4 |
11,434.79 |
11,458.23 |
11,538.09 |
|
|
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 |
11,566.99 |
11,421.30 |
145.69 |
1.3% |
65.97 |
0.6% |
95% |
True |
False |
|
10 |
11,566.99 |
11,331.50 |
235.49 |
2.0% |
70.09 |
0.6% |
97% |
True |
False |
|
20 |
11,566.99 |
10,929.28 |
637.71 |
5.5% |
95.36 |
0.8% |
99% |
True |
False |
|
40 |
11,566.99 |
10,929.28 |
637.71 |
5.5% |
111.00 |
1.0% |
99% |
True |
False |
|
60 |
11,566.99 |
10,711.12 |
855.87 |
7.4% |
114.71 |
1.0% |
99% |
True |
False |
|
80 |
11,566.99 |
9,941.84 |
1,625.15 |
14.1% |
115.34 |
1.0% |
100% |
True |
False |
|
100 |
11,566.99 |
9,936.62 |
1,630.37 |
14.1% |
119.92 |
1.0% |
100% |
True |
False |
|
120 |
11,566.99 |
9,659.01 |
1,907.98 |
16.5% |
127.18 |
1.1% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,732.36 |
2.618 |
11,668.86 |
1.618 |
11,629.95 |
1.000 |
11,605.90 |
0.618 |
11,591.04 |
HIGH |
11,566.99 |
0.618 |
11,552.13 |
0.500 |
11,547.54 |
0.382 |
11,542.94 |
LOW |
11,528.08 |
0.618 |
11,504.03 |
1.000 |
11,489.17 |
1.618 |
11,465.12 |
2.618 |
11,426.21 |
4.250 |
11,362.71 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,555.51 |
11,541.27 |
PP |
11,551.52 |
11,523.05 |
S1 |
11,547.54 |
11,504.84 |
|