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 |
1,372.5 |
1,392.2 |
19.7 |
1.4% |
1,364.1 |
High |
1,395.0 |
1,402.5 |
7.5 |
0.5% |
1,386.0 |
Low |
1,368.5 |
1,387.7 |
19.2 |
1.4% |
1,355.3 |
Close |
1,390.5 |
1,392.7 |
2.2 |
0.2% |
1,368.6 |
Range |
26.5 |
14.8 |
-11.7 |
-44.2% |
30.7 |
ATR |
22.1 |
21.5 |
-0.5 |
-2.4% |
0.0 |
Volume |
4,742 |
3,316 |
-1,426 |
-30.1% |
15,261 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.7 |
1,430.5 |
1,400.8 |
|
R3 |
1,423.9 |
1,415.7 |
1,396.8 |
|
R2 |
1,409.1 |
1,409.1 |
1,395.4 |
|
R1 |
1,400.9 |
1,400.9 |
1,394.1 |
1,405.0 |
PP |
1,394.3 |
1,394.3 |
1,394.3 |
1,396.4 |
S1 |
1,386.1 |
1,386.1 |
1,391.3 |
1,390.2 |
S2 |
1,379.5 |
1,379.5 |
1,390.0 |
|
S3 |
1,364.7 |
1,371.3 |
1,388.6 |
|
S4 |
1,349.9 |
1,356.5 |
1,384.6 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.1 |
1,446.0 |
1,385.5 |
|
R3 |
1,431.4 |
1,415.3 |
1,377.0 |
|
R2 |
1,400.7 |
1,400.7 |
1,374.2 |
|
R1 |
1,384.6 |
1,384.6 |
1,371.4 |
1,392.7 |
PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,374.0 |
S1 |
1,353.9 |
1,353.9 |
1,365.8 |
1,362.0 |
S2 |
1,339.3 |
1,339.3 |
1,363.0 |
|
S3 |
1,308.6 |
1,323.2 |
1,360.2 |
|
S4 |
1,277.9 |
1,292.5 |
1,351.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,402.5 |
1,357.1 |
45.4 |
3.3% |
17.8 |
1.3% |
78% |
True |
False |
3,995 |
10 |
1,402.5 |
1,337.8 |
64.7 |
4.6% |
18.0 |
1.3% |
85% |
True |
False |
3,299 |
20 |
1,430.0 |
1,332.8 |
97.2 |
7.0% |
24.6 |
1.8% |
62% |
False |
False |
3,279 |
40 |
1,430.0 |
1,323.0 |
107.0 |
7.7% |
21.5 |
1.5% |
65% |
False |
False |
2,466 |
60 |
1,430.0 |
1,251.2 |
178.8 |
12.8% |
17.2 |
1.2% |
79% |
False |
False |
1,828 |
80 |
1,430.0 |
1,198.3 |
231.7 |
16.6% |
13.6 |
1.0% |
84% |
False |
False |
1,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.4 |
2.618 |
1,441.2 |
1.618 |
1,426.4 |
1.000 |
1,417.3 |
0.618 |
1,411.6 |
HIGH |
1,402.5 |
0.618 |
1,396.8 |
0.500 |
1,395.1 |
0.382 |
1,393.4 |
LOW |
1,387.7 |
0.618 |
1,378.6 |
1.000 |
1,372.9 |
1.618 |
1,363.8 |
2.618 |
1,349.0 |
4.250 |
1,324.8 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,395.1 |
1,388.7 |
PP |
1,394.3 |
1,384.7 |
S1 |
1,393.5 |
1,380.7 |
|