Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,390.5 |
1,391.5 |
1.0 |
0.1% |
1,362.3 |
High |
1,400.2 |
1,401.6 |
1.4 |
0.1% |
1,386.0 |
Low |
1,385.7 |
1,387.0 |
1.3 |
0.1% |
1,352.9 |
Close |
1,390.5 |
1,391.5 |
1.0 |
0.1% |
1,366.4 |
Range |
14.5 |
14.6 |
0.1 |
0.7% |
33.1 |
ATR |
22.0 |
21.5 |
-0.5 |
-2.4% |
0.0 |
Volume |
3,788 |
3,096 |
-692 |
-18.3% |
17,374 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.2 |
1,428.9 |
1,399.5 |
|
R3 |
1,422.6 |
1,414.3 |
1,395.5 |
|
R2 |
1,408.0 |
1,408.0 |
1,394.2 |
|
R1 |
1,399.7 |
1,399.7 |
1,392.8 |
1,398.8 |
PP |
1,393.4 |
1,393.4 |
1,393.4 |
1,392.9 |
S1 |
1,385.1 |
1,385.1 |
1,390.2 |
1,384.2 |
S2 |
1,378.8 |
1,378.8 |
1,388.8 |
|
S3 |
1,364.2 |
1,370.5 |
1,387.5 |
|
S4 |
1,349.6 |
1,355.9 |
1,383.5 |
|
|
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 |
1,401.6 |
1,354.9 |
46.7 |
3.4% |
19.0 |
1.4% |
78% |
True |
False |
6,370 |
10 |
1,401.6 |
1,340.1 |
61.5 |
4.4% |
19.1 |
1.4% |
84% |
True |
False |
5,638 |
20 |
1,428.0 |
1,333.7 |
94.3 |
6.8% |
23.9 |
1.7% |
61% |
False |
False |
4,253 |
40 |
1,428.0 |
1,319.3 |
108.7 |
7.8% |
22.1 |
1.6% |
66% |
False |
False |
3,136 |
60 |
1,428.0 |
1,246.8 |
181.2 |
13.0% |
17.9 |
1.3% |
80% |
False |
False |
2,253 |
80 |
1,428.0 |
1,201.9 |
226.1 |
16.2% |
14.5 |
1.0% |
84% |
False |
False |
1,764 |
100 |
1,428.0 |
1,163.2 |
264.8 |
19.0% |
12.8 |
0.9% |
86% |
False |
False |
1,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.7 |
2.618 |
1,439.8 |
1.618 |
1,425.2 |
1.000 |
1,416.2 |
0.618 |
1,410.6 |
HIGH |
1,401.6 |
0.618 |
1,396.0 |
0.500 |
1,394.3 |
0.382 |
1,392.6 |
LOW |
1,387.0 |
0.618 |
1,378.0 |
1.000 |
1,372.4 |
1.618 |
1,363.4 |
2.618 |
1,348.8 |
4.250 |
1,325.0 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,394.3 |
1,389.0 |
PP |
1,393.4 |
1,386.5 |
S1 |
1,392.4 |
1,384.1 |
|