| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,385.1 |
1,414.0 |
28.9 |
2.1% |
1,364.0 |
| High |
1,415.1 |
1,428.4 |
13.3 |
0.9% |
1,415.1 |
| Low |
1,385.1 |
1,410.0 |
24.9 |
1.8% |
1,352.6 |
| Close |
1,405.4 |
1,415.3 |
9.9 |
0.7% |
1,405.4 |
| Range |
30.0 |
18.4 |
-11.6 |
-38.7% |
62.5 |
| ATR |
23.6 |
23.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
2,341 |
633 |
-1,708 |
-73.0% |
110,505 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,473.1 |
1,462.6 |
1,425.4 |
|
| R3 |
1,454.7 |
1,444.2 |
1,420.4 |
|
| R2 |
1,436.3 |
1,436.3 |
1,418.7 |
|
| R1 |
1,425.8 |
1,425.8 |
1,417.0 |
1,431.1 |
| PP |
1,417.9 |
1,417.9 |
1,417.9 |
1,420.5 |
| S1 |
1,407.4 |
1,407.4 |
1,413.6 |
1,412.7 |
| S2 |
1,399.5 |
1,399.5 |
1,411.9 |
|
| S3 |
1,381.1 |
1,389.0 |
1,410.2 |
|
| S4 |
1,362.7 |
1,370.6 |
1,405.2 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.5 |
1,554.5 |
1,439.8 |
|
| R3 |
1,516.0 |
1,492.0 |
1,422.6 |
|
| R2 |
1,453.5 |
1,453.5 |
1,416.9 |
|
| R1 |
1,429.5 |
1,429.5 |
1,411.1 |
1,441.5 |
| PP |
1,391.0 |
1,391.0 |
1,391.0 |
1,397.1 |
| S1 |
1,367.0 |
1,367.0 |
1,399.7 |
1,379.0 |
| S2 |
1,328.5 |
1,328.5 |
1,393.9 |
|
| S3 |
1,266.0 |
1,304.5 |
1,388.2 |
|
| S4 |
1,203.5 |
1,242.0 |
1,371.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,428.4 |
1,362.8 |
65.6 |
4.6% |
21.1 |
1.5% |
80% |
True |
False |
4,123 |
| 10 |
1,428.4 |
1,347.9 |
80.5 |
5.7% |
20.6 |
1.5% |
84% |
True |
False |
79,312 |
| 20 |
1,428.4 |
1,329.0 |
99.4 |
7.0% |
24.4 |
1.7% |
87% |
True |
False |
145,848 |
| 40 |
1,428.4 |
1,315.6 |
112.8 |
8.0% |
24.0 |
1.7% |
88% |
True |
False |
154,302 |
| 60 |
1,428.4 |
1,242.3 |
186.1 |
13.1% |
21.6 |
1.5% |
93% |
True |
False |
143,093 |
| 80 |
1,428.4 |
1,211.7 |
216.7 |
15.3% |
19.4 |
1.4% |
94% |
True |
False |
128,289 |
| 100 |
1,428.4 |
1,159.3 |
269.1 |
19.0% |
18.9 |
1.3% |
95% |
True |
False |
118,539 |
| 120 |
1,428.4 |
1,159.3 |
269.1 |
19.0% |
19.1 |
1.4% |
95% |
True |
False |
100,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.6 |
|
2.618 |
1,476.6 |
|
1.618 |
1,458.2 |
|
1.000 |
1,446.8 |
|
0.618 |
1,439.8 |
|
HIGH |
1,428.4 |
|
0.618 |
1,421.4 |
|
0.500 |
1,419.2 |
|
0.382 |
1,417.0 |
|
LOW |
1,410.0 |
|
0.618 |
1,398.6 |
|
1.000 |
1,391.6 |
|
1.618 |
1,380.2 |
|
2.618 |
1,361.8 |
|
4.250 |
1,331.8 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,419.2 |
1,412.2 |
| PP |
1,417.9 |
1,409.0 |
| S1 |
1,416.6 |
1,405.9 |
|