Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,217.25 |
1,217.50 |
0.25 |
0.0% |
1,184.75 |
High |
1,229.75 |
1,224.00 |
-5.75 |
-0.5% |
1,222.25 |
Low |
1,214.25 |
1,212.50 |
-1.75 |
-0.1% |
1,167.25 |
Close |
1,218.25 |
1,223.75 |
5.50 |
0.5% |
1,218.50 |
Range |
15.50 |
11.50 |
-4.00 |
-25.8% |
55.00 |
ATR |
17.19 |
16.78 |
-0.41 |
-2.4% |
0.00 |
Volume |
135,446 |
299,447 |
164,001 |
121.1% |
68,762 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.50 |
1,250.75 |
1,230.00 |
|
R3 |
1,243.00 |
1,239.25 |
1,227.00 |
|
R2 |
1,231.50 |
1,231.50 |
1,225.75 |
|
R1 |
1,227.75 |
1,227.75 |
1,224.75 |
1,229.50 |
PP |
1,220.00 |
1,220.00 |
1,220.00 |
1,221.00 |
S1 |
1,216.25 |
1,216.25 |
1,222.75 |
1,218.00 |
S2 |
1,208.50 |
1,208.50 |
1,221.75 |
|
S3 |
1,197.00 |
1,204.75 |
1,220.50 |
|
S4 |
1,185.50 |
1,193.25 |
1,217.50 |
|
|
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 |
1,197.00 |
32.75 |
2.7% |
14.50 |
1.2% |
82% |
False |
False |
108,735 |
10 |
1,229.75 |
1,167.25 |
62.50 |
5.1% |
17.75 |
1.5% |
90% |
False |
False |
58,724 |
20 |
1,229.75 |
1,165.75 |
64.00 |
5.2% |
17.25 |
1.4% |
91% |
False |
False |
31,735 |
40 |
1,229.75 |
1,150.50 |
79.25 |
6.5% |
16.25 |
1.3% |
92% |
False |
False |
16,776 |
60 |
1,229.75 |
1,104.50 |
125.25 |
10.2% |
16.00 |
1.3% |
95% |
False |
False |
11,483 |
80 |
1,229.75 |
1,028.25 |
201.50 |
16.5% |
16.25 |
1.3% |
97% |
False |
False |
8,623 |
100 |
1,229.75 |
1,028.25 |
201.50 |
16.5% |
16.25 |
1.3% |
97% |
False |
False |
6,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.00 |
2.618 |
1,254.00 |
1.618 |
1,242.50 |
1.000 |
1,235.50 |
0.618 |
1,231.00 |
HIGH |
1,224.00 |
0.618 |
1,219.50 |
0.500 |
1,218.25 |
0.382 |
1,217.00 |
LOW |
1,212.50 |
0.618 |
1,205.50 |
1.000 |
1,201.00 |
1.618 |
1,194.00 |
2.618 |
1,182.50 |
4.250 |
1,163.50 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,222.00 |
1,222.75 |
PP |
1,220.00 |
1,221.75 |
S1 |
1,218.25 |
1,220.50 |
|