Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,371.5 |
1,390.5 |
19.0 |
1.4% |
1,362.3 |
High |
1,393.3 |
1,400.2 |
6.9 |
0.5% |
1,386.0 |
Low |
1,366.5 |
1,385.7 |
19.2 |
1.4% |
1,352.9 |
Close |
1,388.3 |
1,390.5 |
2.2 |
0.2% |
1,366.4 |
Range |
26.8 |
14.5 |
-12.3 |
-45.9% |
33.1 |
ATR |
22.6 |
22.0 |
-0.6 |
-2.6% |
0.0 |
Volume |
9,163 |
3,788 |
-5,375 |
-58.7% |
17,374 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.6 |
1,427.6 |
1,398.5 |
|
R3 |
1,421.1 |
1,413.1 |
1,394.5 |
|
R2 |
1,406.6 |
1,406.6 |
1,393.2 |
|
R1 |
1,398.6 |
1,398.6 |
1,391.8 |
1,397.8 |
PP |
1,392.1 |
1,392.1 |
1,392.1 |
1,391.7 |
S1 |
1,384.1 |
1,384.1 |
1,389.2 |
1,383.3 |
S2 |
1,377.6 |
1,377.6 |
1,387.8 |
|
S3 |
1,363.1 |
1,369.6 |
1,386.5 |
|
S4 |
1,348.6 |
1,355.1 |
1,382.5 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.7 |
1,450.2 |
1,384.6 |
|
R3 |
1,434.6 |
1,417.1 |
1,375.5 |
|
R2 |
1,401.5 |
1,401.5 |
1,372.5 |
|
R1 |
1,384.0 |
1,384.0 |
1,369.4 |
1,392.8 |
PP |
1,368.4 |
1,368.4 |
1,368.4 |
1,372.8 |
S1 |
1,350.9 |
1,350.9 |
1,363.4 |
1,359.7 |
S2 |
1,335.3 |
1,335.3 |
1,360.3 |
|
S3 |
1,302.2 |
1,317.8 |
1,357.3 |
|
S4 |
1,269.1 |
1,284.7 |
1,348.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,400.2 |
1,354.9 |
45.3 |
3.3% |
17.6 |
1.3% |
79% |
True |
False |
7,524 |
10 |
1,400.2 |
1,334.9 |
65.3 |
4.7% |
19.0 |
1.4% |
85% |
True |
False |
5,614 |
20 |
1,428.0 |
1,330.0 |
98.0 |
7.0% |
25.1 |
1.8% |
62% |
False |
False |
4,191 |
40 |
1,428.0 |
1,319.3 |
108.7 |
7.8% |
21.9 |
1.6% |
66% |
False |
False |
3,076 |
60 |
1,428.0 |
1,246.8 |
181.2 |
13.0% |
17.6 |
1.3% |
79% |
False |
False |
2,208 |
80 |
1,428.0 |
1,199.0 |
229.0 |
16.5% |
14.5 |
1.0% |
84% |
False |
False |
1,727 |
100 |
1,428.0 |
1,163.2 |
264.8 |
19.0% |
12.9 |
0.9% |
86% |
False |
False |
1,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.8 |
2.618 |
1,438.2 |
1.618 |
1,423.7 |
1.000 |
1,414.7 |
0.618 |
1,409.2 |
HIGH |
1,400.2 |
0.618 |
1,394.7 |
0.500 |
1,393.0 |
0.382 |
1,391.2 |
LOW |
1,385.7 |
0.618 |
1,376.7 |
1.000 |
1,371.2 |
1.618 |
1,362.2 |
2.618 |
1,347.7 |
4.250 |
1,324.1 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,393.0 |
1,386.6 |
PP |
1,392.1 |
1,382.6 |
S1 |
1,391.3 |
1,378.7 |
|