Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
10,215 |
10,280 |
65 |
0.6% |
10,050 |
High |
10,285 |
10,300 |
15 |
0.1% |
10,320 |
Low |
10,190 |
10,210 |
20 |
0.2% |
9,860 |
Close |
10,280 |
10,250 |
-30 |
-0.3% |
10,175 |
Range |
95 |
90 |
-5 |
-5.3% |
460 |
ATR |
185 |
178 |
-7 |
-3.7% |
0 |
Volume |
25,986 |
8,972 |
-17,014 |
-65.5% |
68,050 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,523 |
10,477 |
10,300 |
|
R3 |
10,433 |
10,387 |
10,275 |
|
R2 |
10,343 |
10,343 |
10,267 |
|
R1 |
10,297 |
10,297 |
10,258 |
10,275 |
PP |
10,253 |
10,253 |
10,253 |
10,243 |
S1 |
10,207 |
10,207 |
10,242 |
10,185 |
S2 |
10,163 |
10,163 |
10,234 |
|
S3 |
10,073 |
10,117 |
10,225 |
|
S4 |
9,983 |
10,027 |
10,201 |
|
|
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 |
10,315 |
10,100 |
215 |
2.1% |
122 |
1.2% |
70% |
False |
False |
18,281 |
10 |
10,320 |
9,860 |
460 |
4.5% |
171 |
1.7% |
85% |
False |
False |
15,393 |
20 |
10,320 |
9,660 |
660 |
6.4% |
196 |
1.9% |
89% |
False |
False |
13,435 |
40 |
10,320 |
9,075 |
1,245 |
12.1% |
172 |
1.7% |
94% |
False |
False |
11,404 |
60 |
10,320 |
9,075 |
1,245 |
12.1% |
177 |
1.7% |
94% |
False |
False |
10,778 |
80 |
10,320 |
8,775 |
1,545 |
15.1% |
170 |
1.7% |
95% |
False |
False |
8,948 |
100 |
10,320 |
8,775 |
1,545 |
15.1% |
139 |
1.4% |
95% |
False |
False |
7,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,683 |
2.618 |
10,536 |
1.618 |
10,446 |
1.000 |
10,390 |
0.618 |
10,356 |
HIGH |
10,300 |
0.618 |
10,266 |
0.500 |
10,255 |
0.382 |
10,245 |
LOW |
10,210 |
0.618 |
10,155 |
1.000 |
10,120 |
1.618 |
10,065 |
2.618 |
9,975 |
4.250 |
9,828 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
10,255 |
10,233 |
PP |
10,253 |
10,217 |
S1 |
10,252 |
10,200 |
|