Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
125.98 |
125.80 |
-0.18 |
-0.1% |
124.64 |
High |
126.20 |
126.13 |
-0.07 |
-0.1% |
125.82 |
Low |
125.90 |
125.53 |
-0.37 |
-0.3% |
123.98 |
Close |
125.92 |
125.72 |
-0.20 |
-0.2% |
125.60 |
Range |
0.30 |
0.60 |
0.30 |
100.0% |
1.84 |
ATR |
0.98 |
0.95 |
-0.03 |
-2.8% |
0.00 |
Volume |
57,970,747 |
76,592,513 |
18,621,766 |
32.1% |
362,684,302 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.59 |
127.26 |
126.05 |
|
R3 |
126.99 |
126.66 |
125.89 |
|
R2 |
126.39 |
126.39 |
125.83 |
|
R1 |
126.06 |
126.06 |
125.78 |
125.93 |
PP |
125.79 |
125.79 |
125.79 |
125.73 |
S1 |
125.46 |
125.46 |
125.67 |
125.33 |
S2 |
125.19 |
125.19 |
125.61 |
|
S3 |
124.59 |
124.86 |
125.56 |
|
S4 |
123.99 |
124.26 |
125.39 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.65 |
129.97 |
126.61 |
|
R3 |
128.81 |
128.13 |
126.11 |
|
R2 |
126.97 |
126.97 |
125.94 |
|
R1 |
126.29 |
126.29 |
125.77 |
126.63 |
PP |
125.13 |
125.13 |
125.13 |
125.31 |
S1 |
124.45 |
124.45 |
125.43 |
124.79 |
S2 |
123.29 |
123.29 |
125.26 |
|
S3 |
121.45 |
122.61 |
125.09 |
|
S4 |
119.61 |
120.77 |
124.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126.20 |
125.04 |
1.16 |
0.9% |
0.51 |
0.4% |
59% |
False |
False |
63,587,695 |
10 |
126.20 |
123.75 |
2.45 |
1.9% |
0.63 |
0.5% |
80% |
False |
False |
92,993,545 |
20 |
126.20 |
121.13 |
5.07 |
4.0% |
0.80 |
0.6% |
91% |
False |
False |
120,007,676 |
40 |
126.20 |
117.59 |
8.61 |
6.8% |
1.03 |
0.8% |
94% |
False |
False |
156,687,321 |
60 |
126.20 |
115.19 |
11.01 |
8.8% |
1.10 |
0.9% |
96% |
False |
False |
163,212,406 |
80 |
126.20 |
109.81 |
16.39 |
13.0% |
1.14 |
0.9% |
97% |
False |
False |
170,356,412 |
100 |
126.20 |
104.29 |
21.91 |
17.4% |
1.22 |
1.0% |
98% |
False |
False |
179,501,257 |
120 |
126.20 |
104.29 |
21.91 |
17.4% |
1.28 |
1.0% |
98% |
False |
False |
183,744,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.68 |
2.618 |
127.70 |
1.618 |
127.10 |
1.000 |
126.73 |
0.618 |
126.50 |
HIGH |
126.13 |
0.618 |
125.90 |
0.500 |
125.83 |
0.382 |
125.76 |
LOW |
125.53 |
0.618 |
125.16 |
1.000 |
124.93 |
1.618 |
124.56 |
2.618 |
123.96 |
4.250 |
122.98 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
125.83 |
125.85 |
PP |
125.79 |
125.81 |
S1 |
125.76 |
125.76 |
|