Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,366.7 |
1,386.8 |
20.1 |
1.5% |
1,357.0 |
High |
1,390.1 |
1,396.6 |
6.5 |
0.5% |
1,382.9 |
Low |
1,362.8 |
1,382.3 |
19.5 |
1.4% |
1,347.9 |
Close |
1,385.0 |
1,387.3 |
2.3 |
0.2% |
1,362.4 |
Range |
27.3 |
14.3 |
-13.0 |
-47.6% |
35.0 |
ATR |
24.5 |
23.8 |
-0.7 |
-3.0% |
0.0 |
Volume |
11,353 |
4,742 |
-6,611 |
-58.2% |
681,984 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.6 |
1,423.8 |
1,395.2 |
|
R3 |
1,417.3 |
1,409.5 |
1,391.2 |
|
R2 |
1,403.0 |
1,403.0 |
1,389.9 |
|
R1 |
1,395.2 |
1,395.2 |
1,388.6 |
1,399.1 |
PP |
1,388.7 |
1,388.7 |
1,388.7 |
1,390.7 |
S1 |
1,380.9 |
1,380.9 |
1,386.0 |
1,384.8 |
S2 |
1,374.4 |
1,374.4 |
1,384.7 |
|
S3 |
1,360.1 |
1,366.6 |
1,383.4 |
|
S4 |
1,345.8 |
1,352.3 |
1,379.4 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.4 |
1,450.9 |
1,381.7 |
|
R3 |
1,434.4 |
1,415.9 |
1,372.0 |
|
R2 |
1,399.4 |
1,399.4 |
1,368.8 |
|
R1 |
1,380.9 |
1,380.9 |
1,365.6 |
1,390.2 |
PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,369.0 |
S1 |
1,345.9 |
1,345.9 |
1,359.2 |
1,355.2 |
S2 |
1,329.4 |
1,329.4 |
1,356.0 |
|
S3 |
1,294.4 |
1,310.9 |
1,352.8 |
|
S4 |
1,259.4 |
1,275.9 |
1,343.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,396.6 |
1,350.1 |
46.5 |
3.4% |
19.1 |
1.4% |
80% |
True |
False |
81,534 |
10 |
1,396.6 |
1,330.1 |
66.5 |
4.8% |
20.4 |
1.5% |
86% |
True |
False |
128,199 |
20 |
1,424.3 |
1,325.5 |
98.8 |
7.1% |
26.9 |
1.9% |
63% |
False |
False |
179,869 |
40 |
1,424.3 |
1,315.6 |
108.7 |
7.8% |
24.3 |
1.8% |
66% |
False |
False |
167,893 |
60 |
1,424.3 |
1,237.9 |
186.4 |
13.4% |
21.2 |
1.5% |
80% |
False |
False |
148,076 |
80 |
1,424.3 |
1,192.5 |
231.8 |
16.7% |
19.2 |
1.4% |
84% |
False |
False |
132,108 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
18.7 |
1.3% |
86% |
False |
False |
119,006 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
19.0 |
1.4% |
86% |
False |
False |
100,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.4 |
2.618 |
1,434.0 |
1.618 |
1,419.7 |
1.000 |
1,410.9 |
0.618 |
1,405.4 |
HIGH |
1,396.6 |
0.618 |
1,391.1 |
0.500 |
1,389.5 |
0.382 |
1,387.8 |
LOW |
1,382.3 |
0.618 |
1,373.5 |
1.000 |
1,368.0 |
1.618 |
1,359.2 |
2.618 |
1,344.9 |
4.250 |
1,321.5 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,389.5 |
1,383.1 |
PP |
1,388.7 |
1,378.8 |
S1 |
1,388.0 |
1,374.6 |
|