Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
125.48 |
125.64 |
0.16 |
0.1% |
125.05 |
High |
125.82 |
125.78 |
-0.04 |
0.0% |
125.23 |
Low |
125.41 |
125.29 |
-0.12 |
-0.1% |
123.75 |
Close |
125.78 |
125.60 |
-0.18 |
-0.1% |
124.30 |
Range |
0.41 |
0.49 |
0.08 |
19.5% |
1.48 |
ATR |
1.15 |
1.10 |
-0.05 |
-4.1% |
0.00 |
Volume |
78,823,016 |
70,052,657 |
-8,770,359 |
-11.1% |
760,351,793 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.03 |
126.80 |
125.87 |
|
R3 |
126.54 |
126.31 |
125.73 |
|
R2 |
126.05 |
126.05 |
125.69 |
|
R1 |
125.82 |
125.82 |
125.64 |
125.69 |
PP |
125.56 |
125.56 |
125.56 |
125.49 |
S1 |
125.33 |
125.33 |
125.56 |
125.20 |
S2 |
125.07 |
125.07 |
125.51 |
|
S3 |
124.58 |
124.84 |
125.47 |
|
S4 |
124.09 |
124.35 |
125.33 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.87 |
128.06 |
125.11 |
|
R3 |
127.39 |
126.58 |
124.71 |
|
R2 |
125.91 |
125.91 |
124.57 |
|
R1 |
125.10 |
125.10 |
124.44 |
124.77 |
PP |
124.43 |
124.43 |
124.43 |
124.26 |
S1 |
123.62 |
123.62 |
124.16 |
123.29 |
S2 |
122.95 |
122.95 |
124.03 |
|
S3 |
121.47 |
122.14 |
123.89 |
|
S4 |
119.99 |
120.66 |
123.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.82 |
123.82 |
2.00 |
1.6% |
0.61 |
0.5% |
89% |
False |
False |
100,724,084 |
10 |
125.82 |
123.73 |
2.09 |
1.7% |
0.78 |
0.6% |
89% |
False |
False |
124,048,858 |
20 |
125.82 |
117.74 |
8.08 |
6.4% |
0.95 |
0.8% |
97% |
False |
False |
145,306,914 |
40 |
125.82 |
117.59 |
8.23 |
6.6% |
1.09 |
0.9% |
97% |
False |
False |
166,600,177 |
60 |
125.82 |
113.18 |
12.64 |
10.1% |
1.18 |
0.9% |
98% |
False |
False |
173,361,321 |
80 |
125.82 |
106.66 |
19.16 |
15.3% |
1.18 |
0.9% |
99% |
False |
False |
176,976,050 |
100 |
125.82 |
104.29 |
21.53 |
17.1% |
1.24 |
1.0% |
99% |
False |
False |
183,609,488 |
120 |
125.82 |
103.02 |
22.80 |
18.2% |
1.32 |
1.0% |
99% |
False |
False |
187,845,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.86 |
2.618 |
127.06 |
1.618 |
126.57 |
1.000 |
126.27 |
0.618 |
126.08 |
HIGH |
125.78 |
0.618 |
125.59 |
0.500 |
125.54 |
0.382 |
125.48 |
LOW |
125.29 |
0.618 |
124.99 |
1.000 |
124.80 |
1.618 |
124.50 |
2.618 |
124.01 |
4.250 |
123.21 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
125.58 |
125.52 |
PP |
125.56 |
125.43 |
S1 |
125.54 |
125.35 |
|