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 |
10,185 |
10,315 |
130 |
1.3% |
10,050 |
High |
10,320 |
10,315 |
-5 |
0.0% |
10,320 |
Low |
10,155 |
10,115 |
-40 |
-0.4% |
9,860 |
Close |
10,320 |
10,175 |
-145 |
-1.4% |
10,175 |
Range |
165 |
200 |
35 |
21.2% |
460 |
ATR |
204 |
204 |
0 |
0.0% |
0 |
Volume |
12,378 |
13,002 |
624 |
5.0% |
68,050 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,802 |
10,688 |
10,285 |
|
R3 |
10,602 |
10,488 |
10,230 |
|
R2 |
10,402 |
10,402 |
10,212 |
|
R1 |
10,288 |
10,288 |
10,193 |
10,245 |
PP |
10,202 |
10,202 |
10,202 |
10,180 |
S1 |
10,088 |
10,088 |
10,157 |
10,045 |
S2 |
10,002 |
10,002 |
10,138 |
|
S3 |
9,802 |
9,888 |
10,120 |
|
S4 |
9,602 |
9,688 |
10,065 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,498 |
11,297 |
10,428 |
|
R3 |
11,038 |
10,837 |
10,302 |
|
R2 |
10,578 |
10,578 |
10,259 |
|
R1 |
10,377 |
10,377 |
10,217 |
10,478 |
PP |
10,118 |
10,118 |
10,118 |
10,169 |
S1 |
9,917 |
9,917 |
10,133 |
10,018 |
S2 |
9,658 |
9,658 |
10,091 |
|
S3 |
9,198 |
9,457 |
10,049 |
|
S4 |
8,738 |
8,997 |
9,922 |
|
|
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 |
2.2% |
68% |
False |
False |
13,610 |
10 |
10,320 |
9,805 |
515 |
5.1% |
227 |
2.2% |
72% |
False |
False |
12,048 |
20 |
10,320 |
9,510 |
810 |
8.0% |
205 |
2.0% |
82% |
False |
False |
12,298 |
40 |
10,320 |
9,075 |
1,245 |
12.2% |
179 |
1.8% |
88% |
False |
False |
10,264 |
60 |
10,320 |
9,075 |
1,245 |
12.2% |
185 |
1.8% |
88% |
False |
False |
10,175 |
80 |
10,320 |
8,775 |
1,545 |
15.2% |
166 |
1.6% |
91% |
False |
False |
7,968 |
100 |
10,320 |
8,775 |
1,545 |
15.2% |
135 |
1.3% |
91% |
False |
False |
6,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,165 |
2.618 |
10,839 |
1.618 |
10,639 |
1.000 |
10,515 |
0.618 |
10,439 |
HIGH |
10,315 |
0.618 |
10,239 |
0.500 |
10,215 |
0.382 |
10,192 |
LOW |
10,115 |
0.618 |
9,992 |
1.000 |
9,915 |
1.618 |
9,792 |
2.618 |
9,592 |
4.250 |
9,265 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,215 |
10,158 |
PP |
10,202 |
10,140 |
S1 |
10,188 |
10,123 |
|