Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1,404.6 |
1,387.8 |
-16.8 |
-1.2% |
1,370.8 |
High |
1,409.1 |
1,399.0 |
-10.1 |
-0.7% |
1,420.6 |
Low |
1,377.0 |
1,385.5 |
8.5 |
0.6% |
1,358.9 |
Close |
1,387.5 |
1,397.1 |
9.6 |
0.7% |
1,410.5 |
Range |
32.1 |
13.5 |
-18.6 |
-57.9% |
61.7 |
ATR |
23.6 |
22.9 |
-0.7 |
-3.1% |
0.0 |
Volume |
3,080 |
2,996 |
-84 |
-2.7% |
16,990 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.4 |
1,429.2 |
1,404.5 |
|
R3 |
1,420.9 |
1,415.7 |
1,400.8 |
|
R2 |
1,407.4 |
1,407.4 |
1,399.6 |
|
R1 |
1,402.2 |
1,402.2 |
1,398.3 |
1,404.8 |
PP |
1,393.9 |
1,393.9 |
1,393.9 |
1,395.2 |
S1 |
1,388.7 |
1,388.7 |
1,395.9 |
1,391.3 |
S2 |
1,380.4 |
1,380.4 |
1,394.6 |
|
S3 |
1,366.9 |
1,375.2 |
1,393.4 |
|
S4 |
1,353.4 |
1,361.7 |
1,389.7 |
|
|
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 |
1,377.0 |
59.7 |
4.3% |
25.7 |
1.8% |
34% |
False |
False |
2,691 |
10 |
1,436.7 |
1,357.1 |
79.6 |
5.7% |
22.4 |
1.6% |
50% |
False |
False |
3,090 |
20 |
1,436.7 |
1,334.9 |
101.8 |
7.3% |
22.1 |
1.6% |
61% |
False |
False |
3,118 |
40 |
1,436.7 |
1,323.0 |
113.7 |
8.1% |
22.5 |
1.6% |
65% |
False |
False |
2,689 |
60 |
1,436.7 |
1,278.2 |
158.5 |
11.3% |
19.2 |
1.4% |
75% |
False |
False |
2,062 |
80 |
1,436.7 |
1,216.2 |
220.5 |
15.8% |
15.2 |
1.1% |
82% |
False |
False |
1,616 |
100 |
1,436.7 |
1,166.2 |
270.5 |
19.4% |
13.3 |
0.9% |
85% |
False |
False |
1,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.4 |
2.618 |
1,434.3 |
1.618 |
1,420.8 |
1.000 |
1,412.5 |
0.618 |
1,407.3 |
HIGH |
1,399.0 |
0.618 |
1,393.8 |
0.500 |
1,392.3 |
0.382 |
1,390.7 |
LOW |
1,385.5 |
0.618 |
1,377.2 |
1.000 |
1,372.0 |
1.618 |
1,363.7 |
2.618 |
1,350.2 |
4.250 |
1,328.1 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1,395.5 |
1,406.9 |
PP |
1,393.9 |
1,403.6 |
S1 |
1,392.3 |
1,400.4 |
|