Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,777.0 |
5,754.0 |
-23.0 |
-0.4% |
5,669.5 |
High |
5,787.0 |
5,789.0 |
2.0 |
0.0% |
5,787.0 |
Low |
5,720.0 |
5,728.0 |
8.0 |
0.1% |
5,516.5 |
Close |
5,753.5 |
5,777.0 |
23.5 |
0.4% |
5,753.5 |
Range |
67.0 |
61.0 |
-6.0 |
-9.0% |
270.5 |
ATR |
101.2 |
98.4 |
-2.9 |
-2.8% |
0.0 |
Volume |
91,426 |
77,438 |
-13,988 |
-15.3% |
638,642 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,947.5 |
5,923.5 |
5,810.5 |
|
R3 |
5,886.5 |
5,862.5 |
5,794.0 |
|
R2 |
5,825.5 |
5,825.5 |
5,788.0 |
|
R1 |
5,801.5 |
5,801.5 |
5,782.5 |
5,813.5 |
PP |
5,764.5 |
5,764.5 |
5,764.5 |
5,771.0 |
S1 |
5,740.5 |
5,740.5 |
5,771.5 |
5,752.5 |
S2 |
5,703.5 |
5,703.5 |
5,766.0 |
|
S3 |
5,642.5 |
5,679.5 |
5,760.0 |
|
S4 |
5,581.5 |
5,618.5 |
5,743.5 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,497.0 |
6,396.0 |
5,902.5 |
|
R3 |
6,226.5 |
6,125.5 |
5,828.0 |
|
R2 |
5,956.0 |
5,956.0 |
5,803.0 |
|
R1 |
5,855.0 |
5,855.0 |
5,778.5 |
5,905.5 |
PP |
5,685.5 |
5,685.5 |
5,685.5 |
5,711.0 |
S1 |
5,584.5 |
5,584.5 |
5,728.5 |
5,635.0 |
S2 |
5,415.0 |
5,415.0 |
5,704.0 |
|
S3 |
5,144.5 |
5,314.0 |
5,679.0 |
|
S4 |
4,874.0 |
5,043.5 |
5,604.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,789.0 |
5,516.5 |
272.5 |
4.7% |
97.0 |
1.7% |
96% |
True |
False |
114,255 |
10 |
5,793.0 |
5,516.5 |
276.5 |
4.8% |
113.0 |
2.0% |
94% |
False |
False |
112,189 |
20 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
99.0 |
1.7% |
69% |
False |
False |
106,757 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
86.5 |
1.5% |
69% |
False |
False |
99,162 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
84.5 |
1.5% |
75% |
False |
False |
106,709 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.6% |
80.5 |
1.4% |
86% |
False |
False |
81,927 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.6% |
74.5 |
1.3% |
86% |
False |
False |
65,555 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.9% |
73.0 |
1.3% |
90% |
False |
False |
54,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,048.0 |
2.618 |
5,948.5 |
1.618 |
5,887.5 |
1.000 |
5,850.0 |
0.618 |
5,826.5 |
HIGH |
5,789.0 |
0.618 |
5,765.5 |
0.500 |
5,758.5 |
0.382 |
5,751.5 |
LOW |
5,728.0 |
0.618 |
5,690.5 |
1.000 |
5,667.0 |
1.618 |
5,629.5 |
2.618 |
5,568.5 |
4.250 |
5,469.0 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,771.0 |
5,758.0 |
PP |
5,764.5 |
5,738.5 |
S1 |
5,758.5 |
5,719.0 |
|