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 |
1,222.75 |
1,223.25 |
0.50 |
0.0% |
1,188.50 |
High |
1,227.25 |
1,226.75 |
-0.50 |
0.0% |
1,227.25 |
Low |
1,213.00 |
1,216.25 |
3.25 |
0.3% |
1,172.25 |
Close |
1,223.50 |
1,222.00 |
-1.50 |
-0.1% |
1,223.50 |
Range |
14.25 |
10.50 |
-3.75 |
-26.3% |
55.00 |
ATR |
18.35 |
17.79 |
-0.56 |
-3.1% |
0.00 |
Volume |
1,889,908 |
1,324,717 |
-565,191 |
-29.9% |
11,849,354 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.25 |
1,248.00 |
1,227.75 |
|
R3 |
1,242.75 |
1,237.50 |
1,225.00 |
|
R2 |
1,232.25 |
1,232.25 |
1,224.00 |
|
R1 |
1,227.00 |
1,227.00 |
1,223.00 |
1,224.50 |
PP |
1,221.75 |
1,221.75 |
1,221.75 |
1,220.25 |
S1 |
1,216.50 |
1,216.50 |
1,221.00 |
1,214.00 |
S2 |
1,211.25 |
1,211.25 |
1,220.00 |
|
S3 |
1,200.75 |
1,206.00 |
1,219.00 |
|
S4 |
1,190.25 |
1,195.50 |
1,216.25 |
|
|
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 |
1,173.00 |
54.25 |
4.4% |
18.50 |
1.5% |
90% |
False |
False |
2,136,425 |
10 |
1,227.25 |
1,172.25 |
55.00 |
4.5% |
20.00 |
1.6% |
90% |
False |
False |
2,061,945 |
20 |
1,227.25 |
1,171.00 |
56.25 |
4.6% |
17.75 |
1.5% |
91% |
False |
False |
2,126,521 |
40 |
1,227.25 |
1,151.75 |
75.50 |
6.2% |
16.75 |
1.4% |
93% |
False |
False |
2,072,997 |
60 |
1,227.25 |
1,108.00 |
119.25 |
9.8% |
16.50 |
1.4% |
96% |
False |
False |
2,050,398 |
80 |
1,227.25 |
1,032.50 |
194.75 |
15.9% |
17.00 |
1.4% |
97% |
False |
False |
1,577,336 |
100 |
1,227.25 |
1,032.50 |
194.75 |
15.9% |
17.75 |
1.4% |
97% |
False |
False |
1,262,556 |
120 |
1,227.25 |
998.75 |
228.50 |
18.7% |
18.25 |
1.5% |
98% |
False |
False |
1,052,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.50 |
2.618 |
1,254.25 |
1.618 |
1,243.75 |
1.000 |
1,237.25 |
0.618 |
1,233.25 |
HIGH |
1,226.75 |
0.618 |
1,222.75 |
0.500 |
1,221.50 |
0.382 |
1,220.25 |
LOW |
1,216.25 |
0.618 |
1,209.75 |
1.000 |
1,205.75 |
1.618 |
1,199.25 |
2.618 |
1,188.75 |
4.250 |
1,171.50 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,221.75 |
1,219.50 |
PP |
1,221.75 |
1,217.00 |
S1 |
1,221.50 |
1,214.50 |
|