Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,418.0 |
1,430.1 |
12.1 |
0.9% |
1,370.8 |
High |
1,433.3 |
1,436.7 |
3.4 |
0.2% |
1,420.6 |
Low |
1,414.2 |
1,402.7 |
-11.5 |
-0.8% |
1,358.9 |
Close |
1,420.4 |
1,413.3 |
-7.1 |
-0.5% |
1,410.5 |
Range |
19.1 |
34.0 |
14.9 |
78.0% |
61.7 |
ATR |
21.8 |
22.7 |
0.9 |
4.0% |
0.0 |
Volume |
2,849 |
1,872 |
-977 |
-34.3% |
16,990 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.6 |
1,500.4 |
1,432.0 |
|
R3 |
1,485.6 |
1,466.4 |
1,422.7 |
|
R2 |
1,451.6 |
1,451.6 |
1,419.5 |
|
R1 |
1,432.4 |
1,432.4 |
1,416.4 |
1,425.0 |
PP |
1,417.6 |
1,417.6 |
1,417.6 |
1,413.9 |
S1 |
1,398.4 |
1,398.4 |
1,410.2 |
1,391.0 |
S2 |
1,383.6 |
1,383.6 |
1,407.1 |
|
S3 |
1,349.6 |
1,364.4 |
1,404.0 |
|
S4 |
1,315.6 |
1,330.4 |
1,394.6 |
|
|
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 |
1,436.7 |
1,387.7 |
49.0 |
3.5% |
22.6 |
1.6% |
52% |
True |
False |
2,646 |
10 |
1,436.7 |
1,357.1 |
79.6 |
5.6% |
21.1 |
1.5% |
71% |
True |
False |
3,580 |
20 |
1,436.7 |
1,334.9 |
101.8 |
7.2% |
23.1 |
1.6% |
77% |
True |
False |
3,140 |
40 |
1,436.7 |
1,323.0 |
113.7 |
8.0% |
22.1 |
1.6% |
79% |
True |
False |
2,631 |
60 |
1,436.7 |
1,271.1 |
165.6 |
11.7% |
18.6 |
1.3% |
86% |
True |
False |
1,973 |
80 |
1,436.7 |
1,216.2 |
220.5 |
15.6% |
14.6 |
1.0% |
89% |
True |
False |
1,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.2 |
2.618 |
1,525.7 |
1.618 |
1,491.7 |
1.000 |
1,470.7 |
0.618 |
1,457.7 |
HIGH |
1,436.7 |
0.618 |
1,423.7 |
0.500 |
1,419.7 |
0.382 |
1,415.7 |
LOW |
1,402.7 |
0.618 |
1,381.7 |
1.000 |
1,368.7 |
1.618 |
1,347.7 |
2.618 |
1,313.7 |
4.250 |
1,258.2 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,419.7 |
1,413.9 |
PP |
1,417.6 |
1,413.7 |
S1 |
1,415.4 |
1,413.5 |
|