Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,387.6 |
1,385.1 |
-2.5 |
-0.2% |
1,364.0 |
High |
1,398.6 |
1,415.1 |
16.5 |
1.2% |
1,415.1 |
Low |
1,383.3 |
1,385.1 |
1.8 |
0.1% |
1,352.6 |
Close |
1,388.5 |
1,405.4 |
16.9 |
1.2% |
1,405.4 |
Range |
15.3 |
30.0 |
14.7 |
96.1% |
62.5 |
ATR |
23.2 |
23.6 |
0.5 |
2.1% |
0.0 |
Volume |
1,550 |
2,341 |
791 |
51.0% |
110,505 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.9 |
1,478.6 |
1,421.9 |
|
R3 |
1,461.9 |
1,448.6 |
1,413.7 |
|
R2 |
1,431.9 |
1,431.9 |
1,410.9 |
|
R1 |
1,418.6 |
1,418.6 |
1,408.2 |
1,425.3 |
PP |
1,401.9 |
1,401.9 |
1,401.9 |
1,405.2 |
S1 |
1,388.6 |
1,388.6 |
1,402.7 |
1,395.3 |
S2 |
1,371.9 |
1,371.9 |
1,399.9 |
|
S3 |
1,341.9 |
1,358.6 |
1,397.2 |
|
S4 |
1,311.9 |
1,328.6 |
1,388.9 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.5 |
1,554.5 |
1,439.8 |
|
R3 |
1,516.0 |
1,492.0 |
1,422.6 |
|
R2 |
1,453.5 |
1,453.5 |
1,416.9 |
|
R1 |
1,429.5 |
1,429.5 |
1,411.1 |
1,441.5 |
PP |
1,391.0 |
1,391.0 |
1,391.0 |
1,397.1 |
S1 |
1,367.0 |
1,367.0 |
1,399.7 |
1,379.0 |
S2 |
1,328.5 |
1,328.5 |
1,393.9 |
|
S3 |
1,266.0 |
1,304.5 |
1,388.2 |
|
S4 |
1,203.5 |
1,242.0 |
1,371.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,415.1 |
1,352.6 |
62.5 |
4.4% |
20.7 |
1.5% |
84% |
True |
False |
22,101 |
10 |
1,415.1 |
1,341.0 |
74.1 |
5.3% |
20.9 |
1.5% |
87% |
True |
False |
94,993 |
20 |
1,424.3 |
1,329.0 |
95.3 |
6.8% |
24.9 |
1.8% |
80% |
False |
False |
156,723 |
40 |
1,424.3 |
1,315.6 |
108.7 |
7.7% |
24.2 |
1.7% |
83% |
False |
False |
158,866 |
60 |
1,424.3 |
1,237.9 |
186.4 |
13.3% |
21.5 |
1.5% |
90% |
False |
False |
144,649 |
80 |
1,424.3 |
1,199.5 |
224.8 |
16.0% |
19.4 |
1.4% |
92% |
False |
False |
129,606 |
100 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.8 |
1.3% |
93% |
False |
False |
118,629 |
120 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
19.1 |
1.4% |
93% |
False |
False |
100,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,542.6 |
2.618 |
1,493.6 |
1.618 |
1,463.6 |
1.000 |
1,445.1 |
0.618 |
1,433.6 |
HIGH |
1,415.1 |
0.618 |
1,403.6 |
0.500 |
1,400.1 |
0.382 |
1,396.6 |
LOW |
1,385.1 |
0.618 |
1,366.6 |
1.000 |
1,355.1 |
1.618 |
1,336.6 |
2.618 |
1,306.6 |
4.250 |
1,257.6 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,403.6 |
1,403.2 |
PP |
1,401.9 |
1,400.9 |
S1 |
1,400.1 |
1,398.7 |
|