Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,706.0 |
4,703.0 |
-3.0 |
-0.1% |
4,586.0 |
High |
4,718.0 |
4,748.0 |
30.0 |
0.6% |
4,734.0 |
Low |
4,691.0 |
4,698.0 |
7.0 |
0.1% |
4,563.0 |
Close |
4,698.0 |
4,733.0 |
35.0 |
0.7% |
4,711.0 |
Range |
27.0 |
50.0 |
23.0 |
85.2% |
171.0 |
ATR |
52.5 |
52.3 |
-0.2 |
-0.3% |
0.0 |
Volume |
21,188 |
28,700 |
7,512 |
35.5% |
162,968 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,876.3 |
4,854.7 |
4,760.5 |
|
R3 |
4,826.3 |
4,804.7 |
4,746.8 |
|
R2 |
4,776.3 |
4,776.3 |
4,742.2 |
|
R1 |
4,754.7 |
4,754.7 |
4,737.6 |
4,765.5 |
PP |
4,726.3 |
4,726.3 |
4,726.3 |
4,731.8 |
S1 |
4,704.7 |
4,704.7 |
4,728.4 |
4,715.5 |
S2 |
4,676.3 |
4,676.3 |
4,723.8 |
|
S3 |
4,626.3 |
4,654.7 |
4,719.3 |
|
S4 |
4,576.3 |
4,604.7 |
4,705.5 |
|
|
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 |
4,748.0 |
4,563.0 |
185.0 |
3.9% |
44.0 |
0.9% |
92% |
True |
False |
29,288 |
10 |
4,748.0 |
4,550.0 |
198.0 |
4.2% |
46.7 |
1.0% |
92% |
True |
False |
29,981 |
20 |
4,801.0 |
4,550.0 |
251.0 |
5.3% |
46.1 |
1.0% |
73% |
False |
False |
31,094 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
46.6 |
1.0% |
65% |
False |
False |
28,891 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
45.8 |
1.0% |
65% |
False |
False |
29,073 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
42.2 |
0.9% |
81% |
False |
False |
22,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,960.5 |
2.618 |
4,878.9 |
1.618 |
4,828.9 |
1.000 |
4,798.0 |
0.618 |
4,778.9 |
HIGH |
4,748.0 |
0.618 |
4,728.9 |
0.500 |
4,723.0 |
0.382 |
4,717.1 |
LOW |
4,698.0 |
0.618 |
4,667.1 |
1.000 |
4,648.0 |
1.618 |
4,617.1 |
2.618 |
4,567.1 |
4.250 |
4,485.5 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,729.7 |
4,728.0 |
PP |
4,726.3 |
4,723.0 |
S1 |
4,723.0 |
4,718.0 |
|