Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
10,983 |
11,233 |
250 |
2.3% |
11,229 |
High |
11,268 |
11,366 |
98 |
0.9% |
11,244 |
Low |
10,971 |
11,211 |
240 |
2.2% |
10,968 |
Close |
11,233 |
11,363 |
130 |
1.2% |
11,030 |
Range |
297 |
155 |
-142 |
-47.8% |
276 |
ATR |
160 |
160 |
0 |
-0.2% |
0 |
Volume |
149,634 |
113,143 |
-36,491 |
-24.4% |
418,021 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,778 |
11,726 |
11,448 |
|
R3 |
11,623 |
11,571 |
11,406 |
|
R2 |
11,468 |
11,468 |
11,392 |
|
R1 |
11,416 |
11,416 |
11,377 |
11,442 |
PP |
11,313 |
11,313 |
11,313 |
11,327 |
S1 |
11,261 |
11,261 |
11,349 |
11,287 |
S2 |
11,158 |
11,158 |
11,335 |
|
S3 |
11,003 |
11,106 |
11,321 |
|
S4 |
10,848 |
10,951 |
11,278 |
|
|
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 |
11,366 |
10,916 |
450 |
4.0% |
187 |
1.6% |
99% |
True |
False |
120,605 |
10 |
11,366 |
10,916 |
450 |
4.0% |
182 |
1.6% |
99% |
True |
False |
115,662 |
20 |
11,431 |
10,916 |
515 |
4.5% |
156 |
1.4% |
87% |
False |
False |
118,444 |
40 |
11,431 |
10,810 |
621 |
5.5% |
147 |
1.3% |
89% |
False |
False |
121,673 |
60 |
11,431 |
10,305 |
1,126 |
9.9% |
141 |
1.2% |
94% |
False |
False |
124,556 |
80 |
11,431 |
9,844 |
1,587 |
14.0% |
148 |
1.3% |
96% |
False |
False |
93,591 |
100 |
11,431 |
9,844 |
1,587 |
14.0% |
149 |
1.3% |
96% |
False |
False |
74,888 |
120 |
11,431 |
9,452 |
1,979 |
17.4% |
152 |
1.3% |
97% |
False |
False |
62,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,025 |
2.618 |
11,772 |
1.618 |
11,617 |
1.000 |
11,521 |
0.618 |
11,462 |
HIGH |
11,366 |
0.618 |
11,307 |
0.500 |
11,289 |
0.382 |
11,270 |
LOW |
11,211 |
0.618 |
11,115 |
1.000 |
11,056 |
1.618 |
10,960 |
2.618 |
10,805 |
4.250 |
10,552 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,338 |
11,292 |
PP |
11,313 |
11,220 |
S1 |
11,289 |
11,149 |
|