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 |
4,614.0 |
4,589.0 |
-25.0 |
-0.5% |
4,668.0 |
High |
4,626.0 |
4,602.0 |
-24.0 |
-0.5% |
4,688.0 |
Low |
4,585.0 |
4,563.0 |
-22.0 |
-0.5% |
4,550.0 |
Close |
4,592.0 |
4,595.0 |
3.0 |
0.1% |
4,596.0 |
Range |
41.0 |
39.0 |
-2.0 |
-4.9% |
138.0 |
ATR |
52.5 |
51.5 |
-1.0 |
-1.8% |
0.0 |
Volume |
31,090 |
29,884 |
-1,206 |
-3.9% |
110,560 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,703.7 |
4,688.3 |
4,616.5 |
|
R3 |
4,664.7 |
4,649.3 |
4,605.7 |
|
R2 |
4,625.7 |
4,625.7 |
4,602.2 |
|
R1 |
4,610.3 |
4,610.3 |
4,598.6 |
4,618.0 |
PP |
4,586.7 |
4,586.7 |
4,586.7 |
4,590.5 |
S1 |
4,571.3 |
4,571.3 |
4,591.4 |
4,579.0 |
S2 |
4,547.7 |
4,547.7 |
4,587.9 |
|
S3 |
4,508.7 |
4,532.3 |
4,584.3 |
|
S4 |
4,469.7 |
4,493.3 |
4,573.6 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.3 |
4,948.7 |
4,671.9 |
|
R3 |
4,887.3 |
4,810.7 |
4,634.0 |
|
R2 |
4,749.3 |
4,749.3 |
4,621.3 |
|
R1 |
4,672.7 |
4,672.7 |
4,608.7 |
4,642.0 |
PP |
4,611.3 |
4,611.3 |
4,611.3 |
4,596.0 |
S1 |
4,534.7 |
4,534.7 |
4,583.4 |
4,504.0 |
S2 |
4,473.3 |
4,473.3 |
4,570.7 |
|
S3 |
4,335.3 |
4,396.7 |
4,558.1 |
|
S4 |
4,197.3 |
4,258.7 |
4,520.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,637.0 |
4,550.0 |
87.0 |
1.9% |
47.2 |
1.0% |
52% |
False |
False |
30,947 |
10 |
4,689.0 |
4,550.0 |
139.0 |
3.0% |
44.5 |
1.0% |
32% |
False |
False |
30,897 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
44.0 |
1.0% |
16% |
False |
False |
30,512 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
45.5 |
1.0% |
16% |
False |
False |
28,334 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
45.1 |
1.0% |
16% |
False |
False |
28,419 |
80 |
4,831.0 |
4,320.0 |
511.0 |
11.1% |
41.2 |
0.9% |
54% |
False |
False |
21,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,767.8 |
2.618 |
4,704.1 |
1.618 |
4,665.1 |
1.000 |
4,641.0 |
0.618 |
4,626.1 |
HIGH |
4,602.0 |
0.618 |
4,587.1 |
0.500 |
4,582.5 |
0.382 |
4,577.9 |
LOW |
4,563.0 |
0.618 |
4,538.9 |
1.000 |
4,524.0 |
1.618 |
4,499.9 |
2.618 |
4,460.9 |
4.250 |
4,397.3 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,590.8 |
4,600.0 |
PP |
4,586.7 |
4,598.3 |
S1 |
4,582.5 |
4,596.7 |
|