| 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 |
1,402.5 |
1,380.6 |
-21.9 |
-1.6% |
1,364.0 |
| High |
1,403.8 |
1,394.2 |
-9.6 |
-0.7% |
1,415.1 |
| Low |
1,372.0 |
1,380.5 |
8.5 |
0.6% |
1,352.6 |
| Close |
1,382.5 |
1,392.1 |
9.6 |
0.7% |
1,405.4 |
| Range |
31.8 |
13.7 |
-18.1 |
-56.9% |
62.5 |
| ATR |
25.1 |
24.3 |
-0.8 |
-3.2% |
0.0 |
| Volume |
1,675 |
971 |
-704 |
-42.0% |
110,505 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,430.0 |
1,424.8 |
1,399.6 |
|
| R3 |
1,416.3 |
1,411.1 |
1,395.9 |
|
| R2 |
1,402.6 |
1,402.6 |
1,394.6 |
|
| R1 |
1,397.4 |
1,397.4 |
1,393.4 |
1,400.0 |
| PP |
1,388.9 |
1,388.9 |
1,388.9 |
1,390.3 |
| S1 |
1,383.7 |
1,383.7 |
1,390.8 |
1,386.3 |
| S2 |
1,375.2 |
1,375.2 |
1,389.6 |
|
| S3 |
1,361.5 |
1,370.0 |
1,388.3 |
|
| S4 |
1,347.8 |
1,356.3 |
1,384.6 |
|
|
| 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 |
4.2% |
25.4 |
1.8% |
34% |
False |
False |
1,297 |
| 10 |
1,431.1 |
1,350.1 |
81.0 |
5.8% |
22.5 |
1.6% |
52% |
False |
False |
24,586 |
| 20 |
1,431.1 |
1,329.0 |
102.1 |
7.3% |
23.7 |
1.7% |
62% |
False |
False |
109,965 |
| 40 |
1,431.1 |
1,315.6 |
115.5 |
8.3% |
24.6 |
1.8% |
66% |
False |
False |
144,387 |
| 60 |
1,431.1 |
1,266.1 |
165.0 |
11.9% |
22.1 |
1.6% |
76% |
False |
False |
137,716 |
| 80 |
1,431.1 |
1,211.7 |
219.4 |
15.8% |
20.0 |
1.4% |
82% |
False |
False |
125,961 |
| 100 |
1,431.1 |
1,159.3 |
271.8 |
19.5% |
19.1 |
1.4% |
86% |
False |
False |
118,095 |
| 120 |
1,431.1 |
1,159.3 |
271.8 |
19.5% |
19.2 |
1.4% |
86% |
False |
False |
100,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,452.4 |
|
2.618 |
1,430.1 |
|
1.618 |
1,416.4 |
|
1.000 |
1,407.9 |
|
0.618 |
1,402.7 |
|
HIGH |
1,394.2 |
|
0.618 |
1,389.0 |
|
0.500 |
1,387.4 |
|
0.382 |
1,385.7 |
|
LOW |
1,380.5 |
|
0.618 |
1,372.0 |
|
1.000 |
1,366.8 |
|
1.618 |
1,358.3 |
|
2.618 |
1,344.6 |
|
4.250 |
1,322.3 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.5 |
1,401.6 |
| PP |
1,388.9 |
1,398.4 |
| S1 |
1,387.4 |
1,395.3 |
|