Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,732.0 |
4,706.0 |
-26.0 |
-0.5% |
4,586.0 |
High |
4,734.0 |
4,718.0 |
-16.0 |
-0.3% |
4,734.0 |
Low |
4,688.0 |
4,691.0 |
3.0 |
0.1% |
4,563.0 |
Close |
4,711.0 |
4,698.0 |
-13.0 |
-0.3% |
4,711.0 |
Range |
46.0 |
27.0 |
-19.0 |
-41.3% |
171.0 |
ATR |
54.4 |
52.5 |
-2.0 |
-3.6% |
0.0 |
Volume |
28,382 |
21,188 |
-7,194 |
-25.3% |
162,968 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.3 |
4,767.7 |
4,712.9 |
|
R3 |
4,756.3 |
4,740.7 |
4,705.4 |
|
R2 |
4,729.3 |
4,729.3 |
4,703.0 |
|
R1 |
4,713.7 |
4,713.7 |
4,700.5 |
4,708.0 |
PP |
4,702.3 |
4,702.3 |
4,702.3 |
4,699.5 |
S1 |
4,686.7 |
4,686.7 |
4,695.5 |
4,681.0 |
S2 |
4,675.3 |
4,675.3 |
4,693.1 |
|
S3 |
4,648.3 |
4,659.7 |
4,690.6 |
|
S4 |
4,621.3 |
4,632.7 |
4,683.2 |
|
|
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% |
42.2 |
0.9% |
79% |
False |
False |
29,766 |
10 |
4,734.0 |
4,550.0 |
184.0 |
3.9% |
45.5 |
1.0% |
80% |
False |
False |
29,471 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.6 |
1.0% |
53% |
False |
False |
30,929 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
46.1 |
1.0% |
53% |
False |
False |
28,635 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.5 |
1.0% |
53% |
False |
False |
29,650 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.9% |
41.9 |
0.9% |
74% |
False |
False |
22,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,832.8 |
2.618 |
4,788.7 |
1.618 |
4,761.7 |
1.000 |
4,745.0 |
0.618 |
4,734.7 |
HIGH |
4,718.0 |
0.618 |
4,707.7 |
0.500 |
4,704.5 |
0.382 |
4,701.3 |
LOW |
4,691.0 |
0.618 |
4,674.3 |
1.000 |
4,664.0 |
1.618 |
4,647.3 |
2.618 |
4,620.3 |
4.250 |
4,576.3 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,704.5 |
4,694.0 |
PP |
4,702.3 |
4,690.0 |
S1 |
4,700.2 |
4,686.0 |
|