Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
5,792.5 |
5,828.0 |
35.5 |
0.6% |
5,669.5 |
High |
5,829.0 |
5,841.0 |
12.0 |
0.2% |
5,787.0 |
Low |
5,766.5 |
5,798.0 |
31.5 |
0.5% |
5,516.5 |
Close |
5,798.0 |
5,801.0 |
3.0 |
0.1% |
5,753.5 |
Range |
62.5 |
43.0 |
-19.5 |
-31.2% |
270.5 |
ATR |
94.8 |
91.1 |
-3.7 |
-3.9% |
0.0 |
Volume |
93,402 |
113,927 |
20,525 |
22.0% |
638,642 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,942.5 |
5,914.5 |
5,824.5 |
|
R3 |
5,899.5 |
5,871.5 |
5,813.0 |
|
R2 |
5,856.5 |
5,856.5 |
5,809.0 |
|
R1 |
5,828.5 |
5,828.5 |
5,805.0 |
5,821.0 |
PP |
5,813.5 |
5,813.5 |
5,813.5 |
5,809.5 |
S1 |
5,785.5 |
5,785.5 |
5,797.0 |
5,778.0 |
S2 |
5,770.5 |
5,770.5 |
5,793.0 |
|
S3 |
5,727.5 |
5,742.5 |
5,789.0 |
|
S4 |
5,684.5 |
5,699.5 |
5,777.5 |
|
|
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 |
5,720.0 |
132.0 |
2.3% |
63.5 |
1.1% |
61% |
False |
False |
99,072 |
10 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
96.5 |
1.7% |
85% |
False |
False |
113,253 |
20 |
5,852.0 |
5,516.5 |
335.5 |
5.8% |
99.5 |
1.7% |
85% |
False |
False |
108,924 |
40 |
5,892.5 |
5,516.5 |
376.0 |
6.5% |
85.5 |
1.5% |
76% |
False |
False |
101,253 |
60 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
85.5 |
1.5% |
80% |
False |
False |
102,932 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
81.0 |
1.4% |
89% |
False |
False |
86,004 |
100 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
73.5 |
1.3% |
89% |
False |
False |
68,815 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
73.5 |
1.3% |
92% |
False |
False |
57,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,024.0 |
2.618 |
5,953.5 |
1.618 |
5,910.5 |
1.000 |
5,884.0 |
0.618 |
5,867.5 |
HIGH |
5,841.0 |
0.618 |
5,824.5 |
0.500 |
5,819.5 |
0.382 |
5,814.5 |
LOW |
5,798.0 |
0.618 |
5,771.5 |
1.000 |
5,755.0 |
1.618 |
5,728.5 |
2.618 |
5,685.5 |
4.250 |
5,615.0 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
5,819.5 |
5,809.0 |
PP |
5,813.5 |
5,806.5 |
S1 |
5,807.0 |
5,804.0 |
|