Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,223.25 |
1,222.75 |
-0.50 |
0.0% |
1,188.50 |
High |
1,226.75 |
1,235.00 |
8.25 |
0.7% |
1,227.25 |
Low |
1,216.25 |
1,219.00 |
2.75 |
0.2% |
1,172.25 |
Close |
1,222.00 |
1,223.25 |
1.25 |
0.1% |
1,223.50 |
Range |
10.50 |
16.00 |
5.50 |
52.4% |
55.00 |
ATR |
17.79 |
17.66 |
-0.13 |
-0.7% |
0.00 |
Volume |
1,324,717 |
2,449,423 |
1,124,706 |
84.9% |
11,849,354 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.75 |
1,264.50 |
1,232.00 |
|
R3 |
1,257.75 |
1,248.50 |
1,227.75 |
|
R2 |
1,241.75 |
1,241.75 |
1,226.25 |
|
R1 |
1,232.50 |
1,232.50 |
1,224.75 |
1,237.00 |
PP |
1,225.75 |
1,225.75 |
1,225.75 |
1,228.00 |
S1 |
1,216.50 |
1,216.50 |
1,221.75 |
1,221.00 |
S2 |
1,209.75 |
1,209.75 |
1,220.25 |
|
S3 |
1,193.75 |
1,200.50 |
1,218.75 |
|
S4 |
1,177.75 |
1,184.50 |
1,214.50 |
|
|
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 |
1,235.00 |
1,176.25 |
58.75 |
4.8% |
18.75 |
1.5% |
80% |
True |
False |
2,009,093 |
10 |
1,235.00 |
1,172.25 |
62.75 |
5.1% |
19.25 |
1.6% |
81% |
True |
False |
2,085,897 |
20 |
1,235.00 |
1,171.00 |
64.00 |
5.2% |
18.25 |
1.5% |
82% |
True |
False |
2,173,419 |
40 |
1,235.00 |
1,151.75 |
83.25 |
6.8% |
17.00 |
1.4% |
86% |
True |
False |
2,109,090 |
60 |
1,235.00 |
1,109.00 |
126.00 |
10.3% |
16.50 |
1.4% |
91% |
True |
False |
2,058,189 |
80 |
1,235.00 |
1,032.50 |
202.50 |
16.6% |
17.00 |
1.4% |
94% |
True |
False |
1,607,914 |
100 |
1,235.00 |
1,032.50 |
202.50 |
16.6% |
17.50 |
1.4% |
94% |
True |
False |
1,287,026 |
120 |
1,235.00 |
998.75 |
236.25 |
19.3% |
18.25 |
1.5% |
95% |
True |
False |
1,072,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.00 |
2.618 |
1,277.00 |
1.618 |
1,261.00 |
1.000 |
1,251.00 |
0.618 |
1,245.00 |
HIGH |
1,235.00 |
0.618 |
1,229.00 |
0.500 |
1,227.00 |
0.382 |
1,225.00 |
LOW |
1,219.00 |
0.618 |
1,209.00 |
1.000 |
1,203.00 |
1.618 |
1,193.00 |
2.618 |
1,177.00 |
4.250 |
1,151.00 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,227.00 |
1,224.00 |
PP |
1,225.75 |
1,223.75 |
S1 |
1,224.50 |
1,223.50 |
|