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 |
4,649.0 |
4,732.0 |
83.0 |
1.8% |
4,586.0 |
High |
4,696.0 |
4,734.0 |
38.0 |
0.8% |
4,734.0 |
Low |
4,638.0 |
4,688.0 |
50.0 |
1.1% |
4,563.0 |
Close |
4,691.0 |
4,711.0 |
20.0 |
0.4% |
4,711.0 |
Range |
58.0 |
46.0 |
-12.0 |
-20.7% |
171.0 |
ATR |
55.1 |
54.4 |
-0.6 |
-1.2% |
0.0 |
Volume |
38,288 |
28,382 |
-9,906 |
-25.9% |
162,968 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,849.0 |
4,826.0 |
4,736.3 |
|
R3 |
4,803.0 |
4,780.0 |
4,723.7 |
|
R2 |
4,757.0 |
4,757.0 |
4,719.4 |
|
R1 |
4,734.0 |
4,734.0 |
4,715.2 |
4,722.5 |
PP |
4,711.0 |
4,711.0 |
4,711.0 |
4,705.3 |
S1 |
4,688.0 |
4,688.0 |
4,706.8 |
4,676.5 |
S2 |
4,665.0 |
4,665.0 |
4,702.6 |
|
S3 |
4,619.0 |
4,642.0 |
4,698.4 |
|
S4 |
4,573.0 |
4,596.0 |
4,685.7 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,182.3 |
5,117.7 |
4,805.1 |
|
R3 |
5,011.3 |
4,946.7 |
4,758.0 |
|
R2 |
4,840.3 |
4,840.3 |
4,742.4 |
|
R1 |
4,775.7 |
4,775.7 |
4,726.7 |
4,808.0 |
PP |
4,669.3 |
4,669.3 |
4,669.3 |
4,685.5 |
S1 |
4,604.7 |
4,604.7 |
4,695.3 |
4,637.0 |
S2 |
4,498.3 |
4,498.3 |
4,679.7 |
|
S3 |
4,327.3 |
4,433.7 |
4,664.0 |
|
S4 |
4,156.3 |
4,262.7 |
4,617.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,734.0 |
4,563.0 |
171.0 |
3.6% |
51.2 |
1.1% |
87% |
True |
False |
32,593 |
10 |
4,734.0 |
4,550.0 |
184.0 |
3.9% |
48.8 |
1.0% |
88% |
True |
False |
30,130 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.7 |
1.0% |
57% |
False |
False |
31,315 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
46.1 |
1.0% |
57% |
False |
False |
28,521 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.7 |
1.0% |
57% |
False |
False |
29,474 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
42.1 |
0.9% |
77% |
False |
False |
22,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,929.5 |
2.618 |
4,854.4 |
1.618 |
4,808.4 |
1.000 |
4,780.0 |
0.618 |
4,762.4 |
HIGH |
4,734.0 |
0.618 |
4,716.4 |
0.500 |
4,711.0 |
0.382 |
4,705.6 |
LOW |
4,688.0 |
0.618 |
4,659.6 |
1.000 |
4,642.0 |
1.618 |
4,613.6 |
2.618 |
4,567.6 |
4.250 |
4,492.5 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,711.0 |
4,690.2 |
PP |
4,711.0 |
4,669.3 |
S1 |
4,711.0 |
4,648.5 |
|