Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,703.0 |
4,728.0 |
25.0 |
0.5% |
4,586.0 |
High |
4,748.0 |
4,732.0 |
-16.0 |
-0.3% |
4,734.0 |
Low |
4,698.0 |
4,698.0 |
0.0 |
0.0% |
4,563.0 |
Close |
4,733.0 |
4,700.0 |
-33.0 |
-0.7% |
4,711.0 |
Range |
50.0 |
34.0 |
-16.0 |
-32.0% |
171.0 |
ATR |
52.3 |
51.0 |
-1.2 |
-2.4% |
0.0 |
Volume |
28,700 |
26,107 |
-2,593 |
-9.0% |
162,968 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,812.0 |
4,790.0 |
4,718.7 |
|
R3 |
4,778.0 |
4,756.0 |
4,709.4 |
|
R2 |
4,744.0 |
4,744.0 |
4,706.2 |
|
R1 |
4,722.0 |
4,722.0 |
4,703.1 |
4,716.0 |
PP |
4,710.0 |
4,710.0 |
4,710.0 |
4,707.0 |
S1 |
4,688.0 |
4,688.0 |
4,696.9 |
4,682.0 |
S2 |
4,676.0 |
4,676.0 |
4,693.8 |
|
S3 |
4,642.0 |
4,654.0 |
4,690.7 |
|
S4 |
4,608.0 |
4,620.0 |
4,681.3 |
|
|
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 |
4,638.0 |
110.0 |
2.3% |
43.0 |
0.9% |
56% |
False |
False |
28,533 |
10 |
4,748.0 |
4,550.0 |
198.0 |
4.2% |
45.1 |
1.0% |
76% |
False |
False |
29,740 |
20 |
4,767.0 |
4,550.0 |
217.0 |
4.6% |
45.0 |
1.0% |
69% |
False |
False |
30,564 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.4 |
1.0% |
53% |
False |
False |
28,626 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.9 |
1.0% |
53% |
False |
False |
28,061 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.9% |
42.0 |
0.9% |
74% |
False |
False |
23,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,876.5 |
2.618 |
4,821.0 |
1.618 |
4,787.0 |
1.000 |
4,766.0 |
0.618 |
4,753.0 |
HIGH |
4,732.0 |
0.618 |
4,719.0 |
0.500 |
4,715.0 |
0.382 |
4,711.0 |
LOW |
4,698.0 |
0.618 |
4,677.0 |
1.000 |
4,664.0 |
1.618 |
4,643.0 |
2.618 |
4,609.0 |
4.250 |
4,553.5 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,715.0 |
4,719.5 |
PP |
4,710.0 |
4,713.0 |
S1 |
4,705.0 |
4,706.5 |
|