Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,177.75 |
1,204.00 |
26.25 |
2.2% |
1,202.75 |
High |
1,207.75 |
1,223.25 |
15.50 |
1.3% |
1,206.00 |
Low |
1,176.25 |
1,202.00 |
25.75 |
2.2% |
1,174.75 |
Close |
1,204.50 |
1,222.75 |
18.25 |
1.5% |
1,183.25 |
Range |
31.50 |
21.25 |
-10.25 |
-32.5% |
31.25 |
ATR |
18.47 |
18.67 |
0.20 |
1.1% |
0.00 |
Volume |
2,346,276 |
2,035,142 |
-311,134 |
-13.3% |
7,445,383 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.75 |
1,272.50 |
1,234.50 |
|
R3 |
1,258.50 |
1,251.25 |
1,228.50 |
|
R2 |
1,237.25 |
1,237.25 |
1,226.75 |
|
R1 |
1,230.00 |
1,230.00 |
1,224.75 |
1,233.50 |
PP |
1,216.00 |
1,216.00 |
1,216.00 |
1,217.75 |
S1 |
1,208.75 |
1,208.75 |
1,220.75 |
1,212.50 |
S2 |
1,194.75 |
1,194.75 |
1,218.75 |
|
S3 |
1,173.50 |
1,187.50 |
1,217.00 |
|
S4 |
1,152.25 |
1,166.25 |
1,211.00 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.75 |
1,263.75 |
1,200.50 |
|
R3 |
1,250.50 |
1,232.50 |
1,191.75 |
|
R2 |
1,219.25 |
1,219.25 |
1,189.00 |
|
R1 |
1,201.25 |
1,201.25 |
1,186.00 |
1,194.50 |
PP |
1,188.00 |
1,188.00 |
1,188.00 |
1,184.75 |
S1 |
1,170.00 |
1,170.00 |
1,180.50 |
1,163.50 |
S2 |
1,156.75 |
1,156.75 |
1,177.50 |
|
S3 |
1,125.50 |
1,138.75 |
1,174.75 |
|
S4 |
1,094.25 |
1,107.50 |
1,166.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.25 |
1,172.25 |
51.00 |
4.2% |
21.50 |
1.8% |
99% |
True |
False |
2,184,555 |
10 |
1,223.25 |
1,172.25 |
51.00 |
4.2% |
21.00 |
1.7% |
99% |
True |
False |
2,120,426 |
20 |
1,224.75 |
1,171.00 |
53.75 |
4.4% |
18.25 |
1.5% |
96% |
False |
False |
2,185,844 |
40 |
1,224.75 |
1,145.50 |
79.25 |
6.5% |
17.00 |
1.4% |
97% |
False |
False |
2,091,433 |
60 |
1,224.75 |
1,092.00 |
132.75 |
10.9% |
16.50 |
1.4% |
98% |
False |
False |
2,041,223 |
80 |
1,224.75 |
1,032.50 |
192.25 |
15.7% |
17.50 |
1.4% |
99% |
False |
False |
1,537,273 |
100 |
1,224.75 |
1,032.50 |
192.25 |
15.7% |
17.75 |
1.5% |
99% |
False |
False |
1,230,462 |
120 |
1,224.75 |
998.75 |
226.00 |
18.5% |
18.50 |
1.5% |
99% |
False |
False |
1,025,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,313.50 |
2.618 |
1,279.00 |
1.618 |
1,257.75 |
1.000 |
1,244.50 |
0.618 |
1,236.50 |
HIGH |
1,223.25 |
0.618 |
1,215.25 |
0.500 |
1,212.50 |
0.382 |
1,210.00 |
LOW |
1,202.00 |
0.618 |
1,188.75 |
1.000 |
1,180.75 |
1.618 |
1,167.50 |
2.618 |
1,146.25 |
4.250 |
1,111.75 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,219.50 |
1,214.50 |
PP |
1,216.00 |
1,206.25 |
S1 |
1,212.50 |
1,198.00 |
|