Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,204.00 |
1,222.75 |
18.75 |
1.6% |
1,188.50 |
High |
1,223.25 |
1,227.25 |
4.00 |
0.3% |
1,227.25 |
Low |
1,202.00 |
1,213.00 |
11.00 |
0.9% |
1,172.25 |
Close |
1,222.75 |
1,223.50 |
0.75 |
0.1% |
1,223.50 |
Range |
21.25 |
14.25 |
-7.00 |
-32.9% |
55.00 |
ATR |
18.67 |
18.35 |
-0.32 |
-1.7% |
0.00 |
Volume |
2,035,142 |
1,889,908 |
-145,234 |
-7.1% |
11,849,354 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.00 |
1,258.00 |
1,231.25 |
|
R3 |
1,249.75 |
1,243.75 |
1,227.50 |
|
R2 |
1,235.50 |
1,235.50 |
1,226.00 |
|
R1 |
1,229.50 |
1,229.50 |
1,224.75 |
1,232.50 |
PP |
1,221.25 |
1,221.25 |
1,221.25 |
1,222.75 |
S1 |
1,215.25 |
1,215.25 |
1,222.25 |
1,218.25 |
S2 |
1,207.00 |
1,207.00 |
1,221.00 |
|
S3 |
1,192.75 |
1,201.00 |
1,219.50 |
|
S4 |
1,178.50 |
1,186.75 |
1,215.75 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,353.00 |
1,253.75 |
|
R3 |
1,317.75 |
1,298.00 |
1,238.50 |
|
R2 |
1,262.75 |
1,262.75 |
1,233.50 |
|
R1 |
1,243.00 |
1,243.00 |
1,228.50 |
1,253.00 |
PP |
1,207.75 |
1,207.75 |
1,207.75 |
1,212.50 |
S1 |
1,188.00 |
1,188.00 |
1,218.50 |
1,198.00 |
S2 |
1,152.75 |
1,152.75 |
1,213.50 |
|
S3 |
1,097.75 |
1,133.00 |
1,208.50 |
|
S4 |
1,042.75 |
1,078.00 |
1,193.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,227.25 |
1,172.25 |
55.00 |
4.5% |
20.75 |
1.7% |
93% |
True |
False |
2,369,870 |
10 |
1,227.25 |
1,172.25 |
55.00 |
4.5% |
20.25 |
1.7% |
93% |
True |
False |
2,102,699 |
20 |
1,227.25 |
1,171.00 |
56.25 |
4.6% |
17.75 |
1.5% |
93% |
True |
False |
2,165,349 |
40 |
1,227.25 |
1,145.50 |
81.75 |
6.7% |
17.00 |
1.4% |
95% |
True |
False |
2,088,971 |
60 |
1,227.25 |
1,095.50 |
131.75 |
10.8% |
16.50 |
1.4% |
97% |
True |
False |
2,053,823 |
80 |
1,227.25 |
1,032.50 |
194.75 |
15.9% |
17.25 |
1.4% |
98% |
True |
False |
1,560,849 |
100 |
1,227.25 |
1,032.50 |
194.75 |
15.9% |
17.75 |
1.5% |
98% |
True |
False |
1,249,338 |
120 |
1,227.25 |
998.75 |
228.50 |
18.7% |
18.25 |
1.5% |
98% |
True |
False |
1,041,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.75 |
2.618 |
1,264.50 |
1.618 |
1,250.25 |
1.000 |
1,241.50 |
0.618 |
1,236.00 |
HIGH |
1,227.25 |
0.618 |
1,221.75 |
0.500 |
1,220.00 |
0.382 |
1,218.50 |
LOW |
1,213.00 |
0.618 |
1,204.25 |
1.000 |
1,198.75 |
1.618 |
1,190.00 |
2.618 |
1,175.75 |
4.250 |
1,152.50 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,222.50 |
1,216.25 |
PP |
1,221.25 |
1,209.00 |
S1 |
1,220.00 |
1,201.75 |
|