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 |
5,782.0 |
5,792.5 |
10.5 |
0.2% |
5,669.5 |
High |
5,852.0 |
5,829.0 |
-23.0 |
-0.4% |
5,787.0 |
Low |
5,768.0 |
5,766.5 |
-1.5 |
0.0% |
5,516.5 |
Close |
5,811.0 |
5,798.0 |
-13.0 |
-0.2% |
5,753.5 |
Range |
84.0 |
62.5 |
-21.5 |
-25.6% |
270.5 |
ATR |
97.3 |
94.8 |
-2.5 |
-2.6% |
0.0 |
Volume |
119,168 |
93,402 |
-25,766 |
-21.6% |
638,642 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,985.5 |
5,954.0 |
5,832.5 |
|
R3 |
5,923.0 |
5,891.5 |
5,815.0 |
|
R2 |
5,860.5 |
5,860.5 |
5,809.5 |
|
R1 |
5,829.0 |
5,829.0 |
5,803.5 |
5,845.0 |
PP |
5,798.0 |
5,798.0 |
5,798.0 |
5,805.5 |
S1 |
5,766.5 |
5,766.5 |
5,792.5 |
5,782.0 |
S2 |
5,735.5 |
5,735.5 |
5,786.5 |
|
S3 |
5,673.0 |
5,704.0 |
5,781.0 |
|
S4 |
5,610.5 |
5,641.5 |
5,763.5 |
|
|
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 |
5,852.0 |
5,649.5 |
202.5 |
3.5% |
80.5 |
1.4% |
73% |
False |
False |
103,032 |
10 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
102.5 |
1.8% |
84% |
False |
False |
111,806 |
20 |
5,863.0 |
5,516.5 |
346.5 |
6.0% |
101.0 |
1.7% |
81% |
False |
False |
107,919 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
87.0 |
1.5% |
75% |
False |
False |
100,720 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
85.5 |
1.5% |
79% |
False |
False |
103,588 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
81.5 |
1.4% |
89% |
False |
False |
84,584 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
74.0 |
1.3% |
89% |
False |
False |
67,679 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
73.5 |
1.3% |
92% |
False |
False |
56,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,094.5 |
2.618 |
5,992.5 |
1.618 |
5,930.0 |
1.000 |
5,891.5 |
0.618 |
5,867.5 |
HIGH |
5,829.0 |
0.618 |
5,805.0 |
0.500 |
5,798.0 |
0.382 |
5,790.5 |
LOW |
5,766.5 |
0.618 |
5,728.0 |
1.000 |
5,704.0 |
1.618 |
5,665.5 |
2.618 |
5,603.0 |
4.250 |
5,501.0 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,798.0 |
5,795.5 |
PP |
5,798.0 |
5,792.5 |
S1 |
5,798.0 |
5,790.0 |
|