Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,217.50 |
1,218.50 |
1.00 |
0.1% |
1,184.75 |
High |
1,222.25 |
1,221.25 |
-1.00 |
-0.1% |
1,222.25 |
Low |
1,208.00 |
1,211.50 |
3.50 |
0.3% |
1,167.25 |
Close |
1,218.50 |
1,217.00 |
-1.50 |
-0.1% |
1,218.50 |
Range |
14.25 |
9.75 |
-4.50 |
-31.6% |
55.00 |
ATR |
17.90 |
17.32 |
-0.58 |
-3.3% |
0.00 |
Volume |
20,411 |
61,643 |
41,232 |
202.0% |
68,762 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.75 |
1,241.25 |
1,222.25 |
|
R3 |
1,236.00 |
1,231.50 |
1,219.75 |
|
R2 |
1,226.25 |
1,226.25 |
1,218.75 |
|
R1 |
1,221.75 |
1,221.75 |
1,218.00 |
1,219.00 |
PP |
1,216.50 |
1,216.50 |
1,216.50 |
1,215.25 |
S1 |
1,212.00 |
1,212.00 |
1,216.00 |
1,209.50 |
S2 |
1,206.75 |
1,206.75 |
1,215.25 |
|
S3 |
1,197.00 |
1,202.25 |
1,214.25 |
|
S4 |
1,187.25 |
1,192.50 |
1,211.75 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.75 |
1,348.00 |
1,248.75 |
|
R3 |
1,312.75 |
1,293.00 |
1,233.50 |
|
R2 |
1,257.75 |
1,257.75 |
1,228.50 |
|
R1 |
1,238.00 |
1,238.00 |
1,223.50 |
1,248.00 |
PP |
1,202.75 |
1,202.75 |
1,202.75 |
1,207.50 |
S1 |
1,183.00 |
1,183.00 |
1,213.50 |
1,193.00 |
S2 |
1,147.75 |
1,147.75 |
1,208.50 |
|
S3 |
1,092.75 |
1,128.00 |
1,203.50 |
|
S4 |
1,037.75 |
1,073.00 |
1,188.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,222.25 |
1,167.75 |
54.50 |
4.5% |
18.25 |
1.5% |
90% |
False |
False |
25,611 |
10 |
1,222.25 |
1,167.25 |
55.00 |
4.5% |
19.75 |
1.6% |
90% |
False |
False |
17,057 |
20 |
1,222.25 |
1,165.75 |
56.50 |
4.6% |
17.25 |
1.4% |
91% |
False |
False |
10,486 |
40 |
1,222.25 |
1,146.75 |
75.50 |
6.2% |
16.25 |
1.3% |
93% |
False |
False |
5,939 |
60 |
1,222.25 |
1,102.75 |
119.50 |
9.8% |
16.00 |
1.3% |
96% |
False |
False |
4,239 |
80 |
1,222.25 |
1,028.25 |
194.00 |
15.9% |
16.25 |
1.3% |
97% |
False |
False |
3,187 |
100 |
1,222.25 |
1,028.25 |
194.00 |
15.9% |
16.25 |
1.3% |
97% |
False |
False |
2,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.75 |
2.618 |
1,246.75 |
1.618 |
1,237.00 |
1.000 |
1,231.00 |
0.618 |
1,227.25 |
HIGH |
1,221.25 |
0.618 |
1,217.50 |
0.500 |
1,216.50 |
0.382 |
1,215.25 |
LOW |
1,211.50 |
0.618 |
1,205.50 |
1.000 |
1,201.75 |
1.618 |
1,195.75 |
2.618 |
1,186.00 |
4.250 |
1,170.00 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,216.75 |
1,214.50 |
PP |
1,216.50 |
1,212.00 |
S1 |
1,216.50 |
1,209.50 |
|