Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
6,895.0 |
6,969.0 |
74.0 |
1.1% |
6,881.0 |
High |
6,983.0 |
6,993.0 |
10.0 |
0.1% |
6,993.0 |
Low |
6,864.0 |
6,935.0 |
71.0 |
1.0% |
6,679.0 |
Close |
6,974.5 |
6,969.5 |
-5.0 |
-0.1% |
6,969.5 |
Range |
119.0 |
58.0 |
-61.0 |
-51.3% |
314.0 |
ATR |
108.1 |
104.5 |
-3.6 |
-3.3% |
0.0 |
Volume |
1,221 |
964 |
-257 |
-21.0% |
5,152 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,139.8 |
7,112.7 |
7,001.4 |
|
R3 |
7,081.8 |
7,054.7 |
6,985.5 |
|
R2 |
7,023.8 |
7,023.8 |
6,980.1 |
|
R1 |
6,996.7 |
6,996.7 |
6,974.8 |
7,010.3 |
PP |
6,965.8 |
6,965.8 |
6,965.8 |
6,972.6 |
S1 |
6,938.7 |
6,938.7 |
6,964.2 |
6,952.3 |
S2 |
6,907.8 |
6,907.8 |
6,958.9 |
|
S3 |
6,849.8 |
6,880.7 |
6,953.6 |
|
S4 |
6,791.8 |
6,822.7 |
6,937.6 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,822.5 |
7,710.0 |
7,142.2 |
|
R3 |
7,508.5 |
7,396.0 |
7,055.9 |
|
R2 |
7,194.5 |
7,194.5 |
7,027.1 |
|
R1 |
7,082.0 |
7,082.0 |
6,998.3 |
7,138.3 |
PP |
6,880.5 |
6,880.5 |
6,880.5 |
6,908.6 |
S1 |
6,768.0 |
6,768.0 |
6,940.7 |
6,824.3 |
S2 |
6,566.5 |
6,566.5 |
6,911.9 |
|
S3 |
6,252.5 |
6,454.0 |
6,883.2 |
|
S4 |
5,938.5 |
6,140.0 |
6,796.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,993.0 |
6,679.0 |
314.0 |
4.5% |
128.6 |
1.8% |
93% |
True |
False |
1,030 |
10 |
6,993.0 |
6,679.0 |
314.0 |
4.5% |
115.8 |
1.7% |
93% |
True |
False |
771 |
20 |
6,993.0 |
6,646.5 |
346.5 |
5.0% |
98.9 |
1.4% |
93% |
True |
False |
907 |
40 |
6,993.0 |
6,250.0 |
743.0 |
10.7% |
85.5 |
1.2% |
97% |
True |
False |
773 |
60 |
6,993.0 |
6,137.5 |
855.5 |
12.3% |
87.8 |
1.3% |
97% |
True |
False |
1,243 |
80 |
6,993.0 |
5,863.5 |
1,129.5 |
16.2% |
84.7 |
1.2% |
98% |
True |
False |
1,046 |
100 |
6,993.0 |
5,863.5 |
1,129.5 |
16.2% |
82.2 |
1.2% |
98% |
True |
False |
852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,239.5 |
2.618 |
7,144.8 |
1.618 |
7,086.8 |
1.000 |
7,051.0 |
0.618 |
7,028.8 |
HIGH |
6,993.0 |
0.618 |
6,970.8 |
0.500 |
6,964.0 |
0.382 |
6,957.2 |
LOW |
6,935.0 |
0.618 |
6,899.2 |
1.000 |
6,877.0 |
1.618 |
6,841.2 |
2.618 |
6,783.2 |
4.250 |
6,688.5 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
6,967.7 |
6,936.5 |
PP |
6,965.8 |
6,903.5 |
S1 |
6,964.0 |
6,870.5 |
|