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 |
5,535.0 |
5,666.0 |
131.0 |
2.4% |
5,768.0 |
High |
5,669.0 |
5,778.0 |
109.0 |
1.9% |
5,793.0 |
Low |
5,522.0 |
5,649.5 |
127.5 |
2.3% |
5,571.5 |
Close |
5,645.0 |
5,771.0 |
126.0 |
2.2% |
5,673.0 |
Range |
147.0 |
128.5 |
-18.5 |
-12.6% |
221.5 |
ATR |
101.6 |
103.9 |
2.2 |
2.2% |
0.0 |
Volume |
121,461 |
133,727 |
12,266 |
10.1% |
405,819 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,118.5 |
6,073.0 |
5,841.5 |
|
R3 |
5,990.0 |
5,944.5 |
5,806.5 |
|
R2 |
5,861.5 |
5,861.5 |
5,794.5 |
|
R1 |
5,816.0 |
5,816.0 |
5,783.0 |
5,839.0 |
PP |
5,733.0 |
5,733.0 |
5,733.0 |
5,744.0 |
S1 |
5,687.5 |
5,687.5 |
5,759.0 |
5,710.0 |
S2 |
5,604.5 |
5,604.5 |
5,747.5 |
|
S3 |
5,476.0 |
5,559.0 |
5,735.5 |
|
S4 |
5,347.5 |
5,430.5 |
5,700.5 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,343.5 |
6,230.0 |
5,795.0 |
|
R3 |
6,122.0 |
6,008.5 |
5,734.0 |
|
R2 |
5,900.5 |
5,900.5 |
5,713.5 |
|
R1 |
5,787.0 |
5,787.0 |
5,693.5 |
5,733.0 |
PP |
5,679.0 |
5,679.0 |
5,679.0 |
5,652.0 |
S1 |
5,565.5 |
5,565.5 |
5,652.5 |
5,511.5 |
S2 |
5,457.5 |
5,457.5 |
5,632.5 |
|
S3 |
5,236.0 |
5,344.0 |
5,612.0 |
|
S4 |
5,014.5 |
5,122.5 |
5,551.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,778.0 |
5,516.5 |
261.5 |
4.5% |
129.5 |
2.2% |
97% |
True |
False |
127,433 |
10 |
5,800.0 |
5,516.5 |
283.5 |
4.9% |
120.5 |
2.1% |
90% |
False |
False |
115,937 |
20 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
101.5 |
1.8% |
68% |
False |
False |
109,846 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
87.0 |
1.5% |
68% |
False |
False |
99,839 |
60 |
5,892.5 |
5,390.5 |
502.0 |
8.7% |
84.5 |
1.5% |
76% |
False |
False |
105,397 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.6% |
80.0 |
1.4% |
86% |
False |
False |
79,817 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.6% |
74.0 |
1.3% |
86% |
False |
False |
63,867 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.9% |
73.0 |
1.3% |
89% |
False |
False |
53,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,324.0 |
2.618 |
6,114.5 |
1.618 |
5,986.0 |
1.000 |
5,906.5 |
0.618 |
5,857.5 |
HIGH |
5,778.0 |
0.618 |
5,729.0 |
0.500 |
5,714.0 |
0.382 |
5,698.5 |
LOW |
5,649.5 |
0.618 |
5,570.0 |
1.000 |
5,521.0 |
1.618 |
5,441.5 |
2.618 |
5,313.0 |
4.250 |
5,103.5 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,752.0 |
5,730.0 |
PP |
5,733.0 |
5,688.5 |
S1 |
5,714.0 |
5,647.0 |
|