Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,218.50 |
1,217.25 |
-1.25 |
-0.1% |
1,184.75 |
High |
1,221.25 |
1,229.75 |
8.50 |
0.7% |
1,222.25 |
Low |
1,211.50 |
1,214.25 |
2.75 |
0.2% |
1,167.25 |
Close |
1,217.00 |
1,218.25 |
1.25 |
0.1% |
1,218.50 |
Range |
9.75 |
15.50 |
5.75 |
59.0% |
55.00 |
ATR |
17.32 |
17.19 |
-0.13 |
-0.8% |
0.00 |
Volume |
61,643 |
135,446 |
73,803 |
119.7% |
68,762 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.25 |
1,258.25 |
1,226.75 |
|
R3 |
1,251.75 |
1,242.75 |
1,222.50 |
|
R2 |
1,236.25 |
1,236.25 |
1,221.00 |
|
R1 |
1,227.25 |
1,227.25 |
1,219.75 |
1,231.75 |
PP |
1,220.75 |
1,220.75 |
1,220.75 |
1,223.00 |
S1 |
1,211.75 |
1,211.75 |
1,216.75 |
1,216.25 |
S2 |
1,205.25 |
1,205.25 |
1,215.50 |
|
S3 |
1,189.75 |
1,196.25 |
1,214.00 |
|
S4 |
1,174.25 |
1,180.75 |
1,209.75 |
|
|
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 |
1,229.75 |
1,171.50 |
58.25 |
4.8% |
18.25 |
1.5% |
80% |
True |
False |
50,962 |
10 |
1,229.75 |
1,167.25 |
62.50 |
5.1% |
19.00 |
1.5% |
82% |
True |
False |
29,959 |
20 |
1,229.75 |
1,165.75 |
64.00 |
5.3% |
17.50 |
1.4% |
82% |
True |
False |
17,071 |
40 |
1,229.75 |
1,146.75 |
83.00 |
6.8% |
16.50 |
1.3% |
86% |
True |
False |
9,304 |
60 |
1,229.75 |
1,104.50 |
125.25 |
10.3% |
16.00 |
1.3% |
91% |
True |
False |
6,494 |
80 |
1,229.75 |
1,028.25 |
201.50 |
16.5% |
16.25 |
1.3% |
94% |
True |
False |
4,879 |
100 |
1,229.75 |
1,028.25 |
201.50 |
16.5% |
16.25 |
1.3% |
94% |
True |
False |
3,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.50 |
2.618 |
1,270.25 |
1.618 |
1,254.75 |
1.000 |
1,245.25 |
0.618 |
1,239.25 |
HIGH |
1,229.75 |
0.618 |
1,223.75 |
0.500 |
1,222.00 |
0.382 |
1,220.25 |
LOW |
1,214.25 |
0.618 |
1,204.75 |
1.000 |
1,198.75 |
1.618 |
1,189.25 |
2.618 |
1,173.75 |
4.250 |
1,148.50 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,222.00 |
1,219.00 |
PP |
1,220.75 |
1,218.75 |
S1 |
1,219.50 |
1,218.50 |
|