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 |
11,355 |
11,351 |
-4 |
0.0% |
11,055 |
High |
11,448 |
11,385 |
-63 |
-0.6% |
11,399 |
Low |
11,330 |
11,285 |
-45 |
-0.4% |
10,916 |
Close |
11,355 |
11,368 |
13 |
0.1% |
11,364 |
Range |
118 |
100 |
-18 |
-15.3% |
483 |
ATR |
148 |
145 |
-3 |
-2.3% |
0 |
Volume |
118,329 |
110,089 |
-8,240 |
-7.0% |
632,070 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,646 |
11,607 |
11,423 |
|
R3 |
11,546 |
11,507 |
11,396 |
|
R2 |
11,446 |
11,446 |
11,386 |
|
R1 |
11,407 |
11,407 |
11,377 |
11,427 |
PP |
11,346 |
11,346 |
11,346 |
11,356 |
S1 |
11,307 |
11,307 |
11,359 |
11,327 |
S2 |
11,246 |
11,246 |
11,350 |
|
S3 |
11,146 |
11,207 |
11,341 |
|
S4 |
11,046 |
11,107 |
11,313 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,675 |
12,503 |
11,630 |
|
R3 |
12,192 |
12,020 |
11,497 |
|
R2 |
11,709 |
11,709 |
11,453 |
|
R1 |
11,537 |
11,537 |
11,408 |
11,623 |
PP |
11,226 |
11,226 |
11,226 |
11,270 |
S1 |
11,054 |
11,054 |
11,320 |
11,140 |
S2 |
10,743 |
10,743 |
11,276 |
|
S3 |
10,260 |
10,571 |
11,231 |
|
S4 |
9,777 |
10,088 |
11,098 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,448 |
11,211 |
237 |
2.1% |
112 |
1.0% |
66% |
False |
False |
103,122 |
10 |
11,448 |
10,916 |
532 |
4.7% |
153 |
1.3% |
85% |
False |
False |
111,003 |
20 |
11,448 |
10,916 |
532 |
4.7% |
150 |
1.3% |
85% |
False |
False |
117,031 |
40 |
11,448 |
10,861 |
587 |
5.2% |
144 |
1.3% |
86% |
False |
False |
120,139 |
60 |
11,448 |
10,405 |
1,043 |
9.2% |
142 |
1.2% |
92% |
False |
False |
124,403 |
80 |
11,448 |
9,844 |
1,604 |
14.1% |
144 |
1.3% |
95% |
False |
False |
98,617 |
100 |
11,448 |
9,844 |
1,604 |
14.1% |
147 |
1.3% |
95% |
False |
False |
78,910 |
120 |
11,448 |
9,452 |
1,996 |
17.6% |
153 |
1.3% |
96% |
False |
False |
65,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,810 |
2.618 |
11,647 |
1.618 |
11,547 |
1.000 |
11,485 |
0.618 |
11,447 |
HIGH |
11,385 |
0.618 |
11,347 |
0.500 |
11,335 |
0.382 |
11,323 |
LOW |
11,285 |
0.618 |
11,223 |
1.000 |
11,185 |
1.618 |
11,123 |
2.618 |
11,023 |
4.250 |
10,860 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,357 |
11,368 |
PP |
11,346 |
11,367 |
S1 |
11,335 |
11,367 |
|