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 |
9,925 |
10,185 |
260 |
2.6% |
10,130 |
High |
10,210 |
10,320 |
110 |
1.1% |
10,205 |
Low |
9,925 |
10,155 |
230 |
2.3% |
9,805 |
Close |
10,170 |
10,320 |
150 |
1.5% |
10,020 |
Range |
285 |
165 |
-120 |
-42.1% |
400 |
ATR |
207 |
204 |
-3 |
-1.5% |
0 |
Volume |
14,038 |
12,378 |
-1,660 |
-11.8% |
44,946 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,760 |
10,705 |
10,411 |
|
R3 |
10,595 |
10,540 |
10,366 |
|
R2 |
10,430 |
10,430 |
10,350 |
|
R1 |
10,375 |
10,375 |
10,335 |
10,403 |
PP |
10,265 |
10,265 |
10,265 |
10,279 |
S1 |
10,210 |
10,210 |
10,305 |
10,238 |
S2 |
10,100 |
10,100 |
10,290 |
|
S3 |
9,935 |
10,045 |
10,275 |
|
S4 |
9,770 |
9,880 |
10,229 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,210 |
11,015 |
10,240 |
|
R3 |
10,810 |
10,615 |
10,130 |
|
R2 |
10,410 |
10,410 |
10,093 |
|
R1 |
10,215 |
10,215 |
10,057 |
10,113 |
PP |
10,010 |
10,010 |
10,010 |
9,959 |
S1 |
9,815 |
9,815 |
9,983 |
9,713 |
S2 |
9,610 |
9,610 |
9,947 |
|
S3 |
9,210 |
9,415 |
9,910 |
|
S4 |
8,810 |
9,015 |
9,800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,320 |
9,860 |
460 |
4.5% |
220 |
2.1% |
100% |
True |
False |
12,505 |
10 |
10,320 |
9,805 |
515 |
5.0% |
242 |
2.3% |
100% |
True |
False |
12,518 |
20 |
10,320 |
9,275 |
1,045 |
10.1% |
206 |
2.0% |
100% |
True |
False |
12,141 |
40 |
10,320 |
9,075 |
1,245 |
12.1% |
177 |
1.7% |
100% |
True |
False |
10,232 |
60 |
10,320 |
9,060 |
1,260 |
12.2% |
183 |
1.8% |
100% |
True |
False |
10,105 |
80 |
10,320 |
8,775 |
1,545 |
15.0% |
163 |
1.6% |
100% |
True |
False |
7,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,021 |
2.618 |
10,752 |
1.618 |
10,587 |
1.000 |
10,485 |
0.618 |
10,422 |
HIGH |
10,320 |
0.618 |
10,257 |
0.500 |
10,238 |
0.382 |
10,218 |
LOW |
10,155 |
0.618 |
10,053 |
1.000 |
9,990 |
1.618 |
9,888 |
2.618 |
9,723 |
4.250 |
9,454 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,293 |
10,243 |
PP |
10,265 |
10,167 |
S1 |
10,238 |
10,090 |
|