| 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 |
2,783.0 |
2,790.0 |
7.0 |
0.3% |
2,736.0 |
| High |
2,798.0 |
2,799.0 |
1.0 |
0.0% |
2,798.0 |
| Low |
2,758.0 |
2,755.0 |
-3.0 |
-0.1% |
2,633.0 |
| Close |
2,787.0 |
2,769.0 |
-18.0 |
-0.6% |
2,787.0 |
| Range |
40.0 |
44.0 |
4.0 |
10.0% |
165.0 |
| ATR |
62.3 |
60.9 |
-1.3 |
-2.1% |
0.0 |
| Volume |
1,220,828 |
0 |
-1,220,828 |
-100.0% |
7,056,834 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.3 |
2,881.7 |
2,793.2 |
|
| R3 |
2,862.3 |
2,837.7 |
2,781.1 |
|
| R2 |
2,818.3 |
2,818.3 |
2,777.1 |
|
| R1 |
2,793.7 |
2,793.7 |
2,773.0 |
2,784.0 |
| PP |
2,774.3 |
2,774.3 |
2,774.3 |
2,769.5 |
| S1 |
2,749.7 |
2,749.7 |
2,765.0 |
2,740.0 |
| S2 |
2,730.3 |
2,730.3 |
2,760.9 |
|
| S3 |
2,686.3 |
2,705.7 |
2,756.9 |
|
| S4 |
2,642.3 |
2,661.7 |
2,744.8 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.3 |
3,175.7 |
2,877.8 |
|
| R3 |
3,069.3 |
3,010.7 |
2,832.4 |
|
| R2 |
2,904.3 |
2,904.3 |
2,817.3 |
|
| R1 |
2,845.7 |
2,845.7 |
2,802.1 |
2,875.0 |
| PP |
2,739.3 |
2,739.3 |
2,739.3 |
2,754.0 |
| S1 |
2,680.7 |
2,680.7 |
2,771.9 |
2,710.0 |
| S2 |
2,574.3 |
2,574.3 |
2,756.8 |
|
| S3 |
2,409.3 |
2,515.7 |
2,741.6 |
|
| S4 |
2,244.3 |
2,350.7 |
2,696.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,633.0 |
166.0 |
6.0% |
60.2 |
2.2% |
82% |
True |
False |
1,013,464 |
| 10 |
2,894.0 |
2,633.0 |
261.0 |
9.4% |
68.8 |
2.5% |
52% |
False |
False |
1,123,388 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
9.6% |
59.3 |
2.1% |
51% |
False |
False |
949,802 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.6% |
51.5 |
1.9% |
51% |
False |
False |
903,037 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.6% |
52.5 |
1.9% |
51% |
False |
False |
959,385 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
52.1 |
1.9% |
64% |
False |
False |
727,730 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
52.4 |
1.9% |
64% |
False |
False |
582,548 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.1% |
53.8 |
1.9% |
69% |
False |
False |
485,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,986.0 |
|
2.618 |
2,914.2 |
|
1.618 |
2,870.2 |
|
1.000 |
2,843.0 |
|
0.618 |
2,826.2 |
|
HIGH |
2,799.0 |
|
0.618 |
2,782.2 |
|
0.500 |
2,777.0 |
|
0.382 |
2,771.8 |
|
LOW |
2,755.0 |
|
0.618 |
2,727.8 |
|
1.000 |
2,711.0 |
|
1.618 |
2,683.8 |
|
2.618 |
2,639.8 |
|
4.250 |
2,568.0 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.0 |
2,763.0 |
| PP |
2,774.3 |
2,757.0 |
| S1 |
2,771.7 |
2,751.0 |
|