| 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 |
2,790.0 |
2,782.0 |
-8.0 |
-0.3% |
2,736.0 |
| High |
2,799.0 |
2,825.0 |
26.0 |
0.9% |
2,798.0 |
| Low |
2,755.0 |
2,771.0 |
16.0 |
0.6% |
2,633.0 |
| Close |
2,769.0 |
2,803.0 |
34.0 |
1.2% |
2,787.0 |
| Range |
44.0 |
54.0 |
10.0 |
22.7% |
165.0 |
| ATR |
60.9 |
60.6 |
-0.4 |
-0.6% |
0.0 |
| Volume |
0 |
1,455,901 |
1,455,901 |
|
7,056,834 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.7 |
2,936.3 |
2,832.7 |
|
| R3 |
2,907.7 |
2,882.3 |
2,817.9 |
|
| R2 |
2,853.7 |
2,853.7 |
2,812.9 |
|
| R1 |
2,828.3 |
2,828.3 |
2,808.0 |
2,841.0 |
| PP |
2,799.7 |
2,799.7 |
2,799.7 |
2,806.0 |
| S1 |
2,774.3 |
2,774.3 |
2,798.1 |
2,787.0 |
| S2 |
2,745.7 |
2,745.7 |
2,793.1 |
|
| S3 |
2,691.7 |
2,720.3 |
2,788.2 |
|
| S4 |
2,637.7 |
2,666.3 |
2,773.3 |
|
|
| 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 |
2,825.0 |
2,664.0 |
161.0 |
5.7% |
60.8 |
2.2% |
86% |
True |
False |
863,893 |
| 10 |
2,825.0 |
2,633.0 |
192.0 |
6.8% |
63.6 |
2.3% |
89% |
True |
False |
1,130,841 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
60.4 |
2.2% |
64% |
False |
False |
1,022,597 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
52.4 |
1.9% |
64% |
False |
False |
923,833 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
52.9 |
1.9% |
64% |
False |
False |
974,008 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.9% |
52.1 |
1.9% |
74% |
False |
False |
745,862 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.9% |
52.4 |
1.9% |
74% |
False |
False |
597,106 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.9% |
53.7 |
1.9% |
77% |
False |
False |
497,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.5 |
|
2.618 |
2,966.4 |
|
1.618 |
2,912.4 |
|
1.000 |
2,879.0 |
|
0.618 |
2,858.4 |
|
HIGH |
2,825.0 |
|
0.618 |
2,804.4 |
|
0.500 |
2,798.0 |
|
0.382 |
2,791.6 |
|
LOW |
2,771.0 |
|
0.618 |
2,737.6 |
|
1.000 |
2,717.0 |
|
1.618 |
2,683.6 |
|
2.618 |
2,629.6 |
|
4.250 |
2,541.5 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.3 |
2,798.7 |
| PP |
2,799.7 |
2,794.3 |
| S1 |
2,798.0 |
2,790.0 |
|