Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,180.75 |
1,172.50 |
-8.25 |
-0.7% |
1,194.50 |
High |
1,183.00 |
1,202.50 |
19.50 |
1.6% |
1,201.00 |
Low |
1,167.75 |
1,171.50 |
3.75 |
0.3% |
1,169.75 |
Close |
1,174.50 |
1,199.50 |
25.00 |
2.1% |
1,178.00 |
Range |
15.25 |
31.00 |
15.75 |
103.3% |
31.25 |
ATR |
16.97 |
17.97 |
1.00 |
5.9% |
0.00 |
Volume |
8,691 |
10,578 |
1,887 |
21.7% |
40,166 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.25 |
1,272.75 |
1,216.50 |
|
R3 |
1,253.25 |
1,241.75 |
1,208.00 |
|
R2 |
1,222.25 |
1,222.25 |
1,205.25 |
|
R1 |
1,210.75 |
1,210.75 |
1,202.25 |
1,216.50 |
PP |
1,191.25 |
1,191.25 |
1,191.25 |
1,194.00 |
S1 |
1,179.75 |
1,179.75 |
1,196.75 |
1,185.50 |
S2 |
1,160.25 |
1,160.25 |
1,193.75 |
|
S3 |
1,129.25 |
1,148.75 |
1,191.00 |
|
S4 |
1,098.25 |
1,117.75 |
1,182.50 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.75 |
1,258.50 |
1,195.25 |
|
R3 |
1,245.50 |
1,227.25 |
1,186.50 |
|
R2 |
1,214.25 |
1,214.25 |
1,183.75 |
|
R1 |
1,196.00 |
1,196.00 |
1,180.75 |
1,189.50 |
PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,179.50 |
S1 |
1,164.75 |
1,164.75 |
1,175.25 |
1,158.25 |
S2 |
1,151.75 |
1,151.75 |
1,172.25 |
|
S3 |
1,120.50 |
1,133.50 |
1,169.50 |
|
S4 |
1,089.25 |
1,102.25 |
1,160.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,202.50 |
1,167.25 |
35.25 |
2.9% |
21.25 |
1.8% |
91% |
True |
False |
8,713 |
10 |
1,202.50 |
1,167.25 |
35.25 |
2.9% |
19.25 |
1.6% |
91% |
True |
False |
7,821 |
20 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
17.50 |
1.5% |
63% |
False |
False |
5,319 |
40 |
1,219.25 |
1,140.50 |
78.75 |
6.6% |
16.25 |
1.3% |
75% |
False |
False |
3,331 |
60 |
1,219.25 |
1,077.00 |
142.25 |
11.9% |
15.75 |
1.3% |
86% |
False |
False |
2,429 |
80 |
1,219.25 |
1,028.25 |
191.00 |
15.9% |
16.00 |
1.3% |
90% |
False |
False |
1,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.25 |
2.618 |
1,283.75 |
1.618 |
1,252.75 |
1.000 |
1,233.50 |
0.618 |
1,221.75 |
HIGH |
1,202.50 |
0.618 |
1,190.75 |
0.500 |
1,187.00 |
0.382 |
1,183.25 |
LOW |
1,171.50 |
0.618 |
1,152.25 |
1.000 |
1,140.50 |
1.618 |
1,121.25 |
2.618 |
1,090.25 |
4.250 |
1,039.75 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,195.25 |
1,194.50 |
PP |
1,191.25 |
1,189.75 |
S1 |
1,187.00 |
1,185.00 |
|