Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,754.0 |
5,782.0 |
28.0 |
0.5% |
5,669.5 |
High |
5,789.0 |
5,852.0 |
63.0 |
1.1% |
5,787.0 |
Low |
5,728.0 |
5,768.0 |
40.0 |
0.7% |
5,516.5 |
Close |
5,777.0 |
5,811.0 |
34.0 |
0.6% |
5,753.5 |
Range |
61.0 |
84.0 |
23.0 |
37.7% |
270.5 |
ATR |
98.4 |
97.3 |
-1.0 |
-1.0% |
0.0 |
Volume |
77,438 |
119,168 |
41,730 |
53.9% |
638,642 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.5 |
6,020.5 |
5,857.0 |
|
R3 |
5,978.5 |
5,936.5 |
5,834.0 |
|
R2 |
5,894.5 |
5,894.5 |
5,826.5 |
|
R1 |
5,852.5 |
5,852.5 |
5,818.5 |
5,873.5 |
PP |
5,810.5 |
5,810.5 |
5,810.5 |
5,821.0 |
S1 |
5,768.5 |
5,768.5 |
5,803.5 |
5,789.5 |
S2 |
5,726.5 |
5,726.5 |
5,795.5 |
|
S3 |
5,642.5 |
5,684.5 |
5,788.0 |
|
S4 |
5,558.5 |
5,600.5 |
5,765.0 |
|
|
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 |
5,852.0 |
5,522.0 |
330.0 |
5.7% |
97.5 |
1.7% |
88% |
True |
False |
108,644 |
10 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
106.5 |
1.8% |
88% |
True |
False |
112,508 |
20 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
101.5 |
1.7% |
78% |
False |
False |
108,817 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
88.0 |
1.5% |
78% |
False |
False |
100,909 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
85.0 |
1.5% |
82% |
False |
False |
106,072 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
81.0 |
1.4% |
90% |
False |
False |
83,417 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
74.0 |
1.3% |
90% |
False |
False |
66,747 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
73.5 |
1.3% |
93% |
False |
False |
55,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,209.0 |
2.618 |
6,072.0 |
1.618 |
5,988.0 |
1.000 |
5,936.0 |
0.618 |
5,904.0 |
HIGH |
5,852.0 |
0.618 |
5,820.0 |
0.500 |
5,810.0 |
0.382 |
5,800.0 |
LOW |
5,768.0 |
0.618 |
5,716.0 |
1.000 |
5,684.0 |
1.618 |
5,632.0 |
2.618 |
5,548.0 |
4.250 |
5,411.0 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,810.5 |
5,802.5 |
PP |
5,810.5 |
5,794.5 |
S1 |
5,810.0 |
5,786.0 |
|