Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4,728.0 |
4,725.0 |
-3.0 |
-0.1% |
4,586.0 |
High |
4,732.0 |
4,754.0 |
22.0 |
0.5% |
4,734.0 |
Low |
4,698.0 |
4,714.0 |
16.0 |
0.3% |
4,563.0 |
Close |
4,700.0 |
4,751.0 |
51.0 |
1.1% |
4,711.0 |
Range |
34.0 |
40.0 |
6.0 |
17.6% |
171.0 |
ATR |
51.0 |
51.3 |
0.2 |
0.4% |
0.0 |
Volume |
26,107 |
34,434 |
8,327 |
31.9% |
162,968 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,859.7 |
4,845.3 |
4,773.0 |
|
R3 |
4,819.7 |
4,805.3 |
4,762.0 |
|
R2 |
4,779.7 |
4,779.7 |
4,758.3 |
|
R1 |
4,765.3 |
4,765.3 |
4,754.7 |
4,772.5 |
PP |
4,739.7 |
4,739.7 |
4,739.7 |
4,743.3 |
S1 |
4,725.3 |
4,725.3 |
4,747.3 |
4,732.5 |
S2 |
4,699.7 |
4,699.7 |
4,743.7 |
|
S3 |
4,659.7 |
4,685.3 |
4,740.0 |
|
S4 |
4,619.7 |
4,645.3 |
4,729.0 |
|
|
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 |
4,754.0 |
4,688.0 |
66.0 |
1.4% |
39.4 |
0.8% |
95% |
True |
False |
27,762 |
10 |
4,754.0 |
4,563.0 |
191.0 |
4.0% |
44.2 |
0.9% |
98% |
True |
False |
29,523 |
20 |
4,756.0 |
4,550.0 |
206.0 |
4.3% |
43.5 |
0.9% |
98% |
False |
False |
30,562 |
40 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
45.2 |
1.0% |
72% |
False |
False |
28,896 |
60 |
4,831.0 |
4,550.0 |
281.0 |
5.9% |
46.0 |
1.0% |
72% |
False |
False |
27,592 |
80 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
42.2 |
0.9% |
84% |
False |
False |
23,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,924.0 |
2.618 |
4,858.7 |
1.618 |
4,818.7 |
1.000 |
4,794.0 |
0.618 |
4,778.7 |
HIGH |
4,754.0 |
0.618 |
4,738.7 |
0.500 |
4,734.0 |
0.382 |
4,729.3 |
LOW |
4,714.0 |
0.618 |
4,689.3 |
1.000 |
4,674.0 |
1.618 |
4,649.3 |
2.618 |
4,609.3 |
4.250 |
4,544.0 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4,745.3 |
4,742.7 |
PP |
4,739.7 |
4,734.3 |
S1 |
4,734.0 |
4,726.0 |
|