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 |
10,180 |
10,175 |
-5 |
0.0% |
10,050 |
High |
10,210 |
10,250 |
40 |
0.4% |
10,320 |
Low |
10,135 |
10,100 |
-35 |
-0.3% |
9,860 |
Close |
10,190 |
10,205 |
15 |
0.1% |
10,175 |
Range |
75 |
150 |
75 |
100.0% |
460 |
ATR |
195 |
192 |
-3 |
-1.6% |
0 |
Volume |
15,333 |
28,116 |
12,783 |
83.4% |
68,050 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,635 |
10,570 |
10,288 |
|
R3 |
10,485 |
10,420 |
10,246 |
|
R2 |
10,335 |
10,335 |
10,233 |
|
R1 |
10,270 |
10,270 |
10,219 |
10,303 |
PP |
10,185 |
10,185 |
10,185 |
10,201 |
S1 |
10,120 |
10,120 |
10,191 |
10,153 |
S2 |
10,035 |
10,035 |
10,178 |
|
S3 |
9,885 |
9,970 |
10,164 |
|
S4 |
9,735 |
9,820 |
10,123 |
|
|
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 |
9,925 |
395 |
3.9% |
175 |
1.7% |
71% |
False |
False |
16,573 |
10 |
10,320 |
9,805 |
515 |
5.0% |
218 |
2.1% |
78% |
False |
False |
14,065 |
20 |
10,320 |
9,660 |
660 |
6.5% |
202 |
2.0% |
83% |
False |
False |
13,316 |
40 |
10,320 |
9,075 |
1,245 |
12.2% |
179 |
1.8% |
91% |
False |
False |
11,070 |
60 |
10,320 |
9,075 |
1,245 |
12.2% |
183 |
1.8% |
91% |
False |
False |
10,672 |
80 |
10,320 |
8,775 |
1,545 |
15.1% |
168 |
1.6% |
93% |
False |
False |
8,511 |
100 |
10,320 |
8,775 |
1,545 |
15.1% |
137 |
1.3% |
93% |
False |
False |
6,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,888 |
2.618 |
10,643 |
1.618 |
10,493 |
1.000 |
10,400 |
0.618 |
10,343 |
HIGH |
10,250 |
0.618 |
10,193 |
0.500 |
10,175 |
0.382 |
10,157 |
LOW |
10,100 |
0.618 |
10,007 |
1.000 |
9,950 |
1.618 |
9,857 |
2.618 |
9,707 |
4.250 |
9,463 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,195 |
10,208 |
PP |
10,185 |
10,207 |
S1 |
10,175 |
10,206 |
|