Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,572.81 |
11,554.80 |
-18.01 |
-0.2% |
11,491.30 |
High |
11,573.19 |
11,591.13 |
17.94 |
0.2% |
11,580.84 |
Low |
11,518.44 |
11,541.14 |
22.70 |
0.2% |
11,442.68 |
Close |
11,555.03 |
11,575.54 |
20.51 |
0.2% |
11,573.49 |
Range |
54.75 |
49.99 |
-4.76 |
-8.7% |
138.16 |
ATR |
87.70 |
85.01 |
-2.69 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,719.24 |
11,697.38 |
11,603.03 |
|
R3 |
11,669.25 |
11,647.39 |
11,589.29 |
|
R2 |
11,619.26 |
11,619.26 |
11,584.70 |
|
R1 |
11,597.40 |
11,597.40 |
11,580.12 |
11,608.33 |
PP |
11,569.27 |
11,569.27 |
11,569.27 |
11,574.74 |
S1 |
11,547.41 |
11,547.41 |
11,570.96 |
11,558.34 |
S2 |
11,519.28 |
11,519.28 |
11,566.38 |
|
S3 |
11,469.29 |
11,497.42 |
11,561.79 |
|
S4 |
11,419.30 |
11,447.43 |
11,548.05 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,946.82 |
11,898.31 |
11,649.48 |
|
R3 |
11,808.66 |
11,760.15 |
11,611.48 |
|
R2 |
11,670.50 |
11,670.50 |
11,598.82 |
|
R1 |
11,621.99 |
11,621.99 |
11,586.15 |
11,646.25 |
PP |
11,532.34 |
11,532.34 |
11,532.34 |
11,544.46 |
S1 |
11,483.83 |
11,483.83 |
11,560.83 |
11,508.09 |
S2 |
11,394.18 |
11,394.18 |
11,548.16 |
|
S3 |
11,256.02 |
11,345.67 |
11,535.50 |
|
S4 |
11,117.86 |
11,207.51 |
11,497.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,591.13 |
11,478.29 |
112.84 |
1.0% |
50.54 |
0.4% |
86% |
True |
False |
|
10 |
11,591.13 |
11,421.30 |
169.83 |
1.5% |
63.13 |
0.5% |
91% |
True |
False |
|
20 |
11,591.13 |
10,942.98 |
648.15 |
5.6% |
81.03 |
0.7% |
98% |
True |
False |
|
40 |
11,591.13 |
10,929.28 |
661.85 |
5.7% |
106.34 |
0.9% |
98% |
True |
False |
|
60 |
11,591.13 |
10,711.12 |
880.01 |
7.6% |
111.10 |
1.0% |
98% |
True |
False |
|
80 |
11,591.13 |
10,321.84 |
1,269.29 |
11.0% |
111.37 |
1.0% |
99% |
True |
False |
|
100 |
11,591.13 |
9,936.62 |
1,654.51 |
14.3% |
119.16 |
1.0% |
99% |
True |
False |
|
120 |
11,591.13 |
9,936.62 |
1,654.51 |
14.3% |
123.29 |
1.1% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,803.59 |
2.618 |
11,722.00 |
1.618 |
11,672.01 |
1.000 |
11,641.12 |
0.618 |
11,622.02 |
HIGH |
11,591.13 |
0.618 |
11,572.03 |
0.500 |
11,566.14 |
0.382 |
11,560.24 |
LOW |
11,541.14 |
0.618 |
11,510.25 |
1.000 |
11,491.15 |
1.618 |
11,460.26 |
2.618 |
11,410.27 |
4.250 |
11,328.68 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,572.41 |
11,568.62 |
PP |
11,569.27 |
11,561.70 |
S1 |
11,566.14 |
11,554.79 |
|