Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
11,290 |
11,304 |
14 |
0.1% |
11,024 |
High |
11,321 |
11,377 |
56 |
0.5% |
11,332 |
Low |
11,216 |
11,265 |
49 |
0.4% |
10,855 |
Close |
11,305 |
11,297 |
-8 |
-0.1% |
11,298 |
Range |
105 |
112 |
7 |
6.7% |
477 |
ATR |
138 |
137 |
-2 |
-1.4% |
0 |
Volume |
17,397 |
50,819 |
33,422 |
192.1% |
845 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,649 |
11,585 |
11,359 |
|
R3 |
11,537 |
11,473 |
11,328 |
|
R2 |
11,425 |
11,425 |
11,318 |
|
R1 |
11,361 |
11,361 |
11,307 |
11,337 |
PP |
11,313 |
11,313 |
11,313 |
11,301 |
S1 |
11,249 |
11,249 |
11,287 |
11,225 |
S2 |
11,201 |
11,201 |
11,277 |
|
S3 |
11,089 |
11,137 |
11,266 |
|
S4 |
10,977 |
11,025 |
11,236 |
|
|
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 |
11,377 |
11,216 |
161 |
1.4% |
102 |
0.9% |
50% |
True |
False |
14,835 |
10 |
11,377 |
10,855 |
522 |
4.6% |
140 |
1.2% |
85% |
True |
False |
7,478 |
20 |
11,377 |
10,855 |
522 |
4.6% |
141 |
1.2% |
85% |
True |
False |
3,775 |
40 |
11,377 |
10,794 |
583 |
5.2% |
135 |
1.2% |
86% |
True |
False |
1,920 |
60 |
11,377 |
10,412 |
965 |
8.5% |
132 |
1.2% |
92% |
True |
False |
1,298 |
80 |
11,377 |
9,790 |
1,587 |
14.0% |
114 |
1.0% |
95% |
True |
False |
975 |
100 |
11,377 |
9,790 |
1,587 |
14.0% |
93 |
0.8% |
95% |
True |
False |
781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,853 |
2.618 |
11,670 |
1.618 |
11,558 |
1.000 |
11,489 |
0.618 |
11,446 |
HIGH |
11,377 |
0.618 |
11,334 |
0.500 |
11,321 |
0.382 |
11,308 |
LOW |
11,265 |
0.618 |
11,196 |
1.000 |
11,153 |
1.618 |
11,084 |
2.618 |
10,972 |
4.250 |
10,789 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
11,321 |
11,297 |
PP |
11,313 |
11,297 |
S1 |
11,305 |
11,297 |
|