| 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 |
1,414.0 |
1,424.5 |
10.5 |
0.7% |
1,364.0 |
| High |
1,428.4 |
1,431.1 |
2.7 |
0.2% |
1,415.1 |
| Low |
1,410.0 |
1,398.0 |
-12.0 |
-0.9% |
1,352.6 |
| Close |
1,415.3 |
1,408.3 |
-7.0 |
-0.5% |
1,405.4 |
| Range |
18.4 |
33.1 |
14.7 |
79.9% |
62.5 |
| ATR |
23.6 |
24.3 |
0.7 |
2.9% |
0.0 |
| Volume |
633 |
866 |
233 |
36.8% |
110,505 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,511.8 |
1,493.1 |
1,426.5 |
|
| R3 |
1,478.7 |
1,460.0 |
1,417.4 |
|
| R2 |
1,445.6 |
1,445.6 |
1,414.4 |
|
| R1 |
1,426.9 |
1,426.9 |
1,411.3 |
1,419.7 |
| PP |
1,412.5 |
1,412.5 |
1,412.5 |
1,408.9 |
| S1 |
1,393.8 |
1,393.8 |
1,405.3 |
1,386.6 |
| S2 |
1,379.4 |
1,379.4 |
1,402.2 |
|
| S3 |
1,346.3 |
1,360.7 |
1,399.2 |
|
| S4 |
1,313.2 |
1,327.6 |
1,390.1 |
|
|
| 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 |
1,431.1 |
1,382.3 |
48.8 |
3.5% |
22.2 |
1.6% |
53% |
True |
False |
2,026 |
| 10 |
1,431.1 |
1,350.1 |
81.0 |
5.8% |
22.0 |
1.6% |
72% |
True |
False |
63,400 |
| 20 |
1,431.1 |
1,329.0 |
102.1 |
7.2% |
24.9 |
1.8% |
78% |
True |
False |
137,627 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.2% |
24.5 |
1.7% |
80% |
True |
False |
151,758 |
| 60 |
1,431.1 |
1,246.0 |
185.1 |
13.1% |
22.0 |
1.6% |
88% |
True |
False |
141,909 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.6% |
19.7 |
1.4% |
90% |
True |
False |
127,469 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.3% |
19.0 |
1.3% |
92% |
True |
False |
118,435 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.3% |
19.3 |
1.4% |
92% |
True |
False |
100,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,571.8 |
|
2.618 |
1,517.8 |
|
1.618 |
1,484.7 |
|
1.000 |
1,464.2 |
|
0.618 |
1,451.6 |
|
HIGH |
1,431.1 |
|
0.618 |
1,418.5 |
|
0.500 |
1,414.6 |
|
0.382 |
1,410.6 |
|
LOW |
1,398.0 |
|
0.618 |
1,377.5 |
|
1.000 |
1,364.9 |
|
1.618 |
1,344.4 |
|
2.618 |
1,311.3 |
|
4.250 |
1,257.3 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.6 |
1,408.2 |
| PP |
1,412.5 |
1,408.2 |
| S1 |
1,410.4 |
1,408.1 |
|