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 |
6,956.0 |
6,969.0 |
13.0 |
0.2% |
6,861.5 |
High |
6,980.0 |
6,979.0 |
-1.0 |
0.0% |
6,980.0 |
Low |
6,916.5 |
6,927.5 |
11.0 |
0.2% |
6,660.5 |
Close |
6,953.0 |
6,951.5 |
-1.5 |
0.0% |
6,953.0 |
Range |
63.5 |
51.5 |
-12.0 |
-18.9% |
319.5 |
ATR |
111.8 |
107.5 |
-4.3 |
-3.9% |
0.0 |
Volume |
133,957 |
0 |
-133,957 |
-100.0% |
781,156 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,107.2 |
7,080.8 |
6,979.8 |
|
R3 |
7,055.7 |
7,029.3 |
6,965.7 |
|
R2 |
7,004.2 |
7,004.2 |
6,960.9 |
|
R1 |
6,977.8 |
6,977.8 |
6,956.2 |
6,965.3 |
PP |
6,952.7 |
6,952.7 |
6,952.7 |
6,946.4 |
S1 |
6,926.3 |
6,926.3 |
6,946.8 |
6,913.8 |
S2 |
6,901.2 |
6,901.2 |
6,942.1 |
|
S3 |
6,849.7 |
6,874.8 |
6,937.3 |
|
S4 |
6,798.2 |
6,823.3 |
6,923.2 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,823.0 |
7,707.5 |
7,128.7 |
|
R3 |
7,503.5 |
7,388.0 |
7,040.9 |
|
R2 |
7,184.0 |
7,184.0 |
7,011.6 |
|
R1 |
7,068.5 |
7,068.5 |
6,982.3 |
7,126.3 |
PP |
6,864.5 |
6,864.5 |
6,864.5 |
6,893.4 |
S1 |
6,749.0 |
6,749.0 |
6,923.7 |
6,806.8 |
S2 |
6,545.0 |
6,545.0 |
6,894.4 |
|
S3 |
6,225.5 |
6,429.5 |
6,865.1 |
|
S4 |
5,906.0 |
6,110.0 |
6,777.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,980.0 |
6,660.5 |
319.5 |
4.6% |
102.0 |
1.5% |
91% |
False |
False |
109,583 |
10 |
6,980.0 |
6,660.5 |
319.5 |
4.6% |
121.0 |
1.7% |
91% |
False |
False |
125,263 |
20 |
6,980.0 |
6,625.5 |
354.5 |
5.1% |
105.2 |
1.5% |
92% |
False |
False |
104,786 |
40 |
6,980.0 |
6,230.0 |
750.0 |
10.8% |
92.7 |
1.3% |
96% |
False |
False |
102,638 |
60 |
6,980.0 |
6,118.5 |
861.5 |
12.4% |
94.8 |
1.4% |
97% |
False |
False |
107,555 |
80 |
6,980.0 |
5,830.0 |
1,150.0 |
16.5% |
94.5 |
1.4% |
98% |
False |
False |
81,380 |
100 |
6,980.0 |
5,830.0 |
1,150.0 |
16.5% |
94.7 |
1.4% |
98% |
False |
False |
65,166 |
120 |
6,980.0 |
5,818.0 |
1,162.0 |
16.7% |
96.9 |
1.4% |
98% |
False |
False |
54,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,197.9 |
2.618 |
7,113.8 |
1.618 |
7,062.3 |
1.000 |
7,030.5 |
0.618 |
7,010.8 |
HIGH |
6,979.0 |
0.618 |
6,959.3 |
0.500 |
6,953.3 |
0.382 |
6,947.2 |
LOW |
6,927.5 |
0.618 |
6,895.7 |
1.000 |
6,876.0 |
1.618 |
6,844.2 |
2.618 |
6,792.7 |
4.250 |
6,708.6 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
6,953.3 |
6,938.2 |
PP |
6,952.7 |
6,924.8 |
S1 |
6,952.1 |
6,911.5 |
|