| 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 |
2,782.0 |
2,787.0 |
5.0 |
0.2% |
2,736.0 |
| High |
2,825.0 |
2,837.0 |
12.0 |
0.4% |
2,798.0 |
| Low |
2,771.0 |
2,779.0 |
8.0 |
0.3% |
2,633.0 |
| Close |
2,803.0 |
2,820.0 |
17.0 |
0.6% |
2,787.0 |
| Range |
54.0 |
58.0 |
4.0 |
7.4% |
165.0 |
| ATR |
60.6 |
60.4 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,455,901 |
1,092,713 |
-363,188 |
-24.9% |
7,056,834 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.0 |
2,961.0 |
2,851.9 |
|
| R3 |
2,928.0 |
2,903.0 |
2,836.0 |
|
| R2 |
2,870.0 |
2,870.0 |
2,830.6 |
|
| R1 |
2,845.0 |
2,845.0 |
2,825.3 |
2,857.5 |
| PP |
2,812.0 |
2,812.0 |
2,812.0 |
2,818.3 |
| S1 |
2,787.0 |
2,787.0 |
2,814.7 |
2,799.5 |
| S2 |
2,754.0 |
2,754.0 |
2,809.4 |
|
| S3 |
2,696.0 |
2,729.0 |
2,804.1 |
|
| S4 |
2,638.0 |
2,671.0 |
2,788.1 |
|
|
| 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 |
2,837.0 |
2,703.0 |
134.0 |
4.8% |
57.6 |
2.0% |
87% |
True |
False |
753,888 |
| 10 |
2,837.0 |
2,633.0 |
204.0 |
7.2% |
63.1 |
2.2% |
92% |
True |
False |
1,240,112 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.3% |
60.9 |
2.2% |
72% |
False |
False |
1,018,061 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.4% |
52.8 |
1.9% |
71% |
False |
False |
921,592 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.4% |
53.3 |
1.9% |
71% |
False |
False |
975,900 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
52.5 |
1.9% |
78% |
False |
False |
759,517 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
52.4 |
1.9% |
78% |
False |
False |
608,031 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.8% |
53.7 |
1.9% |
81% |
False |
False |
506,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.5 |
|
2.618 |
2,988.8 |
|
1.618 |
2,930.8 |
|
1.000 |
2,895.0 |
|
0.618 |
2,872.8 |
|
HIGH |
2,837.0 |
|
0.618 |
2,814.8 |
|
0.500 |
2,808.0 |
|
0.382 |
2,801.2 |
|
LOW |
2,779.0 |
|
0.618 |
2,743.2 |
|
1.000 |
2,721.0 |
|
1.618 |
2,685.2 |
|
2.618 |
2,627.2 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,816.0 |
2,812.0 |
| PP |
2,812.0 |
2,804.0 |
| S1 |
2,808.0 |
2,796.0 |
|