Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,393.1 |
1,391.4 |
-1.7 |
-0.1% |
1,370.8 |
High |
1,403.9 |
1,420.6 |
16.7 |
1.2% |
1,420.6 |
Low |
1,388.4 |
1,391.0 |
2.6 |
0.2% |
1,358.9 |
Close |
1,393.7 |
1,410.5 |
16.8 |
1.2% |
1,410.5 |
Range |
15.5 |
29.6 |
14.1 |
91.0% |
61.7 |
ATR |
21.1 |
21.7 |
0.6 |
2.9% |
0.0 |
Volume |
2,533 |
2,662 |
129 |
5.1% |
16,990 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.2 |
1,482.9 |
1,426.8 |
|
R3 |
1,466.6 |
1,453.3 |
1,418.6 |
|
R2 |
1,437.0 |
1,437.0 |
1,415.9 |
|
R1 |
1,423.7 |
1,423.7 |
1,413.2 |
1,430.4 |
PP |
1,407.4 |
1,407.4 |
1,407.4 |
1,410.7 |
S1 |
1,394.1 |
1,394.1 |
1,407.8 |
1,400.8 |
S2 |
1,377.8 |
1,377.8 |
1,405.1 |
|
S3 |
1,348.2 |
1,364.5 |
1,402.4 |
|
S4 |
1,318.6 |
1,334.9 |
1,394.2 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.8 |
1,557.8 |
1,444.4 |
|
R3 |
1,520.1 |
1,496.1 |
1,427.5 |
|
R2 |
1,458.4 |
1,458.4 |
1,421.8 |
|
R1 |
1,434.4 |
1,434.4 |
1,416.2 |
1,446.4 |
PP |
1,396.7 |
1,396.7 |
1,396.7 |
1,402.7 |
S1 |
1,372.7 |
1,372.7 |
1,404.8 |
1,384.7 |
S2 |
1,335.0 |
1,335.0 |
1,399.2 |
|
S3 |
1,273.3 |
1,311.0 |
1,393.5 |
|
S4 |
1,211.6 |
1,249.3 |
1,376.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,420.6 |
1,358.9 |
61.7 |
4.4% |
20.3 |
1.4% |
84% |
True |
False |
3,398 |
10 |
1,420.6 |
1,348.0 |
72.6 |
5.1% |
19.4 |
1.4% |
86% |
True |
False |
3,513 |
20 |
1,430.0 |
1,334.9 |
95.1 |
6.7% |
22.7 |
1.6% |
79% |
False |
False |
3,206 |
40 |
1,430.0 |
1,323.0 |
107.0 |
7.6% |
21.5 |
1.5% |
82% |
False |
False |
2,546 |
60 |
1,430.0 |
1,251.2 |
178.8 |
12.7% |
17.7 |
1.3% |
89% |
False |
False |
1,900 |
80 |
1,430.0 |
1,216.2 |
213.8 |
15.2% |
14.0 |
1.0% |
91% |
False |
False |
1,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.4 |
2.618 |
1,498.1 |
1.618 |
1,468.5 |
1.000 |
1,450.2 |
0.618 |
1,438.9 |
HIGH |
1,420.6 |
0.618 |
1,409.3 |
0.500 |
1,405.8 |
0.382 |
1,402.3 |
LOW |
1,391.0 |
0.618 |
1,372.7 |
1.000 |
1,361.4 |
1.618 |
1,343.1 |
2.618 |
1,313.5 |
4.250 |
1,265.2 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,408.9 |
1,408.4 |
PP |
1,407.4 |
1,406.3 |
S1 |
1,405.8 |
1,404.2 |
|