Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
10,175 |
10,215 |
40 |
0.4% |
10,050 |
High |
10,250 |
10,285 |
35 |
0.3% |
10,320 |
Low |
10,100 |
10,190 |
90 |
0.9% |
9,860 |
Close |
10,205 |
10,280 |
75 |
0.7% |
10,175 |
Range |
150 |
95 |
-55 |
-36.7% |
460 |
ATR |
192 |
185 |
-7 |
-3.6% |
0 |
Volume |
28,116 |
25,986 |
-2,130 |
-7.6% |
68,050 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,537 |
10,503 |
10,332 |
|
R3 |
10,442 |
10,408 |
10,306 |
|
R2 |
10,347 |
10,347 |
10,298 |
|
R1 |
10,313 |
10,313 |
10,289 |
10,330 |
PP |
10,252 |
10,252 |
10,252 |
10,260 |
S1 |
10,218 |
10,218 |
10,271 |
10,235 |
S2 |
10,157 |
10,157 |
10,263 |
|
S3 |
10,062 |
10,123 |
10,254 |
|
S4 |
9,967 |
10,028 |
10,228 |
|
|
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 |
10,100 |
220 |
2.1% |
137 |
1.3% |
82% |
False |
False |
18,963 |
10 |
10,320 |
9,860 |
460 |
4.5% |
191 |
1.9% |
91% |
False |
False |
15,508 |
20 |
10,320 |
9,660 |
660 |
6.4% |
200 |
1.9% |
94% |
False |
False |
14,001 |
40 |
10,320 |
9,075 |
1,245 |
12.1% |
174 |
1.7% |
97% |
False |
False |
11,450 |
60 |
10,320 |
9,075 |
1,245 |
12.1% |
183 |
1.8% |
97% |
False |
False |
10,942 |
80 |
10,320 |
8,775 |
1,545 |
15.0% |
170 |
1.6% |
97% |
False |
False |
8,836 |
100 |
10,320 |
8,775 |
1,545 |
15.0% |
138 |
1.3% |
97% |
False |
False |
7,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,689 |
2.618 |
10,534 |
1.618 |
10,439 |
1.000 |
10,380 |
0.618 |
10,344 |
HIGH |
10,285 |
0.618 |
10,249 |
0.500 |
10,238 |
0.382 |
10,226 |
LOW |
10,190 |
0.618 |
10,131 |
1.000 |
10,095 |
1.618 |
10,036 |
2.618 |
9,941 |
4.250 |
9,786 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,266 |
10,251 |
PP |
10,252 |
10,222 |
S1 |
10,238 |
10,193 |
|