| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,424.5 |
1,402.5 |
-22.0 |
-1.5% |
1,364.0 |
| High |
1,431.1 |
1,403.8 |
-27.3 |
-1.9% |
1,415.1 |
| Low |
1,398.0 |
1,372.0 |
-26.0 |
-1.9% |
1,352.6 |
| Close |
1,408.3 |
1,382.5 |
-25.8 |
-1.8% |
1,405.4 |
| Range |
33.1 |
31.8 |
-1.3 |
-3.9% |
62.5 |
| ATR |
24.3 |
25.1 |
0.9 |
3.5% |
0.0 |
| Volume |
866 |
1,675 |
809 |
93.4% |
110,505 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.5 |
1,463.8 |
1,400.0 |
|
| R3 |
1,449.7 |
1,432.0 |
1,391.2 |
|
| R2 |
1,417.9 |
1,417.9 |
1,388.3 |
|
| R1 |
1,400.2 |
1,400.2 |
1,385.4 |
1,393.2 |
| PP |
1,386.1 |
1,386.1 |
1,386.1 |
1,382.6 |
| S1 |
1,368.4 |
1,368.4 |
1,379.6 |
1,361.4 |
| S2 |
1,354.3 |
1,354.3 |
1,376.7 |
|
| S3 |
1,322.5 |
1,336.6 |
1,373.8 |
|
| S4 |
1,290.7 |
1,304.8 |
1,365.0 |
|
|
| 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 |
1,372.0 |
59.1 |
4.3% |
25.7 |
1.9% |
18% |
False |
True |
1,413 |
| 10 |
1,431.1 |
1,350.1 |
81.0 |
5.9% |
22.4 |
1.6% |
40% |
False |
False |
41,473 |
| 20 |
1,431.1 |
1,329.0 |
102.1 |
7.4% |
24.4 |
1.8% |
52% |
False |
False |
122,886 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.4% |
24.9 |
1.8% |
58% |
False |
False |
148,597 |
| 60 |
1,431.1 |
1,264.5 |
166.6 |
12.1% |
22.0 |
1.6% |
71% |
False |
False |
139,305 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.9% |
19.9 |
1.4% |
78% |
False |
False |
126,633 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.7% |
19.1 |
1.4% |
82% |
False |
False |
118,240 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.7% |
19.4 |
1.4% |
82% |
False |
False |
100,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,539.0 |
|
2.618 |
1,487.1 |
|
1.618 |
1,455.3 |
|
1.000 |
1,435.6 |
|
0.618 |
1,423.5 |
|
HIGH |
1,403.8 |
|
0.618 |
1,391.7 |
|
0.500 |
1,387.9 |
|
0.382 |
1,384.1 |
|
LOW |
1,372.0 |
|
0.618 |
1,352.3 |
|
1.000 |
1,340.2 |
|
1.618 |
1,320.5 |
|
2.618 |
1,288.7 |
|
4.250 |
1,236.9 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.9 |
1,401.6 |
| PP |
1,386.1 |
1,395.2 |
| S1 |
1,384.3 |
1,388.9 |
|