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 |
10,315 |
10,180 |
-135 |
-1.3% |
10,050 |
High |
10,315 |
10,210 |
-105 |
-1.0% |
10,320 |
Low |
10,115 |
10,135 |
20 |
0.2% |
9,860 |
Close |
10,175 |
10,190 |
15 |
0.1% |
10,175 |
Range |
200 |
75 |
-125 |
-62.5% |
460 |
ATR |
204 |
195 |
-9 |
-4.5% |
0 |
Volume |
13,002 |
15,333 |
2,331 |
17.9% |
68,050 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,403 |
10,372 |
10,231 |
|
R3 |
10,328 |
10,297 |
10,211 |
|
R2 |
10,253 |
10,253 |
10,204 |
|
R1 |
10,222 |
10,222 |
10,197 |
10,238 |
PP |
10,178 |
10,178 |
10,178 |
10,186 |
S1 |
10,147 |
10,147 |
10,183 |
10,163 |
S2 |
10,103 |
10,103 |
10,176 |
|
S3 |
10,028 |
10,072 |
10,170 |
|
S4 |
9,953 |
9,997 |
10,149 |
|
|
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% |
200 |
2.0% |
72% |
False |
False |
13,636 |
10 |
10,320 |
9,805 |
515 |
5.1% |
221 |
2.2% |
75% |
False |
False |
12,832 |
20 |
10,320 |
9,660 |
660 |
6.5% |
198 |
1.9% |
80% |
False |
False |
12,295 |
40 |
10,320 |
9,075 |
1,245 |
12.2% |
176 |
1.7% |
90% |
False |
False |
10,416 |
60 |
10,320 |
9,075 |
1,245 |
12.2% |
183 |
1.8% |
90% |
False |
False |
10,314 |
80 |
10,320 |
8,775 |
1,545 |
15.2% |
167 |
1.6% |
92% |
False |
False |
8,160 |
100 |
10,320 |
8,775 |
1,545 |
15.2% |
136 |
1.3% |
92% |
False |
False |
6,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,529 |
2.618 |
10,406 |
1.618 |
10,331 |
1.000 |
10,285 |
0.618 |
10,256 |
HIGH |
10,210 |
0.618 |
10,181 |
0.500 |
10,173 |
0.382 |
10,164 |
LOW |
10,135 |
0.618 |
10,089 |
1.000 |
10,060 |
1.618 |
10,014 |
2.618 |
9,939 |
4.250 |
9,816 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,184 |
10,218 |
PP |
10,178 |
10,208 |
S1 |
10,173 |
10,199 |
|