Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,035 |
10,983 |
-52 |
-0.5% |
11,229 |
High |
11,055 |
11,268 |
213 |
1.9% |
11,244 |
Low |
10,932 |
10,971 |
39 |
0.4% |
10,968 |
Close |
10,996 |
11,233 |
237 |
2.2% |
11,030 |
Range |
123 |
297 |
174 |
141.5% |
276 |
ATR |
150 |
160 |
11 |
7.0% |
0 |
Volume |
141,113 |
149,634 |
8,521 |
6.0% |
418,021 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,048 |
11,938 |
11,396 |
|
R3 |
11,751 |
11,641 |
11,315 |
|
R2 |
11,454 |
11,454 |
11,288 |
|
R1 |
11,344 |
11,344 |
11,260 |
11,399 |
PP |
11,157 |
11,157 |
11,157 |
11,185 |
S1 |
11,047 |
11,047 |
11,206 |
11,102 |
S2 |
10,860 |
10,860 |
11,179 |
|
S3 |
10,563 |
10,750 |
11,151 |
|
S4 |
10,266 |
10,453 |
11,070 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,909 |
11,745 |
11,182 |
|
R3 |
11,633 |
11,469 |
11,106 |
|
R2 |
11,357 |
11,357 |
11,081 |
|
R1 |
11,193 |
11,193 |
11,055 |
11,137 |
PP |
11,081 |
11,081 |
11,081 |
11,053 |
S1 |
10,917 |
10,917 |
11,005 |
10,861 |
S2 |
10,805 |
10,805 |
10,980 |
|
S3 |
10,529 |
10,641 |
10,954 |
|
S4 |
10,253 |
10,365 |
10,878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,268 |
10,916 |
352 |
3.1% |
194 |
1.7% |
90% |
True |
False |
118,884 |
10 |
11,268 |
10,916 |
352 |
3.1% |
173 |
1.5% |
90% |
True |
False |
114,168 |
20 |
11,431 |
10,916 |
515 |
4.6% |
155 |
1.4% |
62% |
False |
False |
120,270 |
40 |
11,431 |
10,810 |
621 |
5.5% |
145 |
1.3% |
68% |
False |
False |
121,983 |
60 |
11,431 |
10,233 |
1,198 |
10.7% |
140 |
1.2% |
83% |
False |
False |
122,803 |
80 |
11,431 |
9,844 |
1,587 |
14.1% |
148 |
1.3% |
88% |
False |
False |
92,177 |
100 |
11,431 |
9,844 |
1,587 |
14.1% |
150 |
1.3% |
88% |
False |
False |
73,757 |
120 |
11,431 |
9,452 |
1,979 |
17.6% |
151 |
1.3% |
90% |
False |
False |
61,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,530 |
2.618 |
12,046 |
1.618 |
11,749 |
1.000 |
11,565 |
0.618 |
11,452 |
HIGH |
11,268 |
0.618 |
11,155 |
0.500 |
11,120 |
0.382 |
11,085 |
LOW |
10,971 |
0.618 |
10,788 |
1.000 |
10,674 |
1.618 |
10,491 |
2.618 |
10,194 |
4.250 |
9,709 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,195 |
11,186 |
PP |
11,157 |
11,139 |
S1 |
11,120 |
11,092 |
|