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 |
11,298 |
11,283 |
-15 |
-0.1% |
11,024 |
High |
11,326 |
11,376 |
50 |
0.4% |
11,332 |
Low |
11,254 |
11,265 |
11 |
0.1% |
10,855 |
Close |
11,288 |
11,290 |
2 |
0.0% |
11,298 |
Range |
72 |
111 |
39 |
54.2% |
477 |
ATR |
143 |
141 |
-2 |
-1.6% |
0 |
Volume |
550 |
5,117 |
4,567 |
830.4% |
845 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,643 |
11,578 |
11,351 |
|
R3 |
11,532 |
11,467 |
11,321 |
|
R2 |
11,421 |
11,421 |
11,310 |
|
R1 |
11,356 |
11,356 |
11,300 |
11,389 |
PP |
11,310 |
11,310 |
11,310 |
11,327 |
S1 |
11,245 |
11,245 |
11,280 |
11,278 |
S2 |
11,199 |
11,199 |
11,270 |
|
S3 |
11,088 |
11,134 |
11,260 |
|
S4 |
10,977 |
11,023 |
11,229 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,593 |
12,422 |
11,560 |
|
R3 |
12,116 |
11,945 |
11,429 |
|
R2 |
11,639 |
11,639 |
11,386 |
|
R1 |
11,468 |
11,468 |
11,342 |
11,554 |
PP |
11,162 |
11,162 |
11,162 |
11,204 |
S1 |
10,991 |
10,991 |
11,254 |
11,077 |
S2 |
10,685 |
10,685 |
11,211 |
|
S3 |
10,208 |
10,514 |
11,167 |
|
S4 |
9,731 |
10,037 |
11,036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,376 |
10,909 |
467 |
4.1% |
148 |
1.3% |
82% |
True |
False |
1,266 |
10 |
11,376 |
10,855 |
521 |
4.6% |
153 |
1.4% |
83% |
True |
False |
673 |
20 |
11,376 |
10,855 |
521 |
4.6% |
142 |
1.3% |
83% |
True |
False |
368 |
40 |
11,376 |
10,787 |
589 |
5.2% |
136 |
1.2% |
85% |
True |
False |
216 |
60 |
11,376 |
10,350 |
1,026 |
9.1% |
131 |
1.2% |
92% |
True |
False |
161 |
80 |
11,376 |
9,790 |
1,586 |
14.0% |
112 |
1.0% |
95% |
True |
False |
122 |
100 |
11,376 |
9,790 |
1,586 |
14.0% |
91 |
0.8% |
95% |
True |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,848 |
2.618 |
11,667 |
1.618 |
11,556 |
1.000 |
11,487 |
0.618 |
11,445 |
HIGH |
11,376 |
0.618 |
11,334 |
0.500 |
11,321 |
0.382 |
11,308 |
LOW |
11,265 |
0.618 |
11,197 |
1.000 |
11,154 |
1.618 |
11,086 |
2.618 |
10,975 |
4.250 |
10,793 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,321 |
11,299 |
PP |
11,310 |
11,296 |
S1 |
11,300 |
11,293 |
|