| 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 |
2,787.0 |
2,839.0 |
52.0 |
1.9% |
2,736.0 |
| High |
2,837.0 |
2,850.0 |
13.0 |
0.5% |
2,798.0 |
| Low |
2,779.0 |
2,825.0 |
46.0 |
1.7% |
2,633.0 |
| Close |
2,820.0 |
2,840.0 |
20.0 |
0.7% |
2,787.0 |
| Range |
58.0 |
25.0 |
-33.0 |
-56.9% |
165.0 |
| ATR |
60.4 |
58.2 |
-2.2 |
-3.6% |
0.0 |
| Volume |
1,092,713 |
1,230,769 |
138,056 |
12.6% |
7,056,834 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,913.3 |
2,901.7 |
2,853.8 |
|
| R3 |
2,888.3 |
2,876.7 |
2,846.9 |
|
| R2 |
2,863.3 |
2,863.3 |
2,844.6 |
|
| R1 |
2,851.7 |
2,851.7 |
2,842.3 |
2,857.5 |
| PP |
2,838.3 |
2,838.3 |
2,838.3 |
2,841.3 |
| S1 |
2,826.7 |
2,826.7 |
2,837.7 |
2,832.5 |
| S2 |
2,813.3 |
2,813.3 |
2,835.4 |
|
| S3 |
2,788.3 |
2,801.7 |
2,833.1 |
|
| S4 |
2,763.3 |
2,776.7 |
2,826.3 |
|
|
| 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 |
2,850.0 |
2,755.0 |
95.0 |
3.3% |
44.2 |
1.6% |
89% |
True |
False |
1,000,042 |
| 10 |
2,850.0 |
2,633.0 |
217.0 |
7.6% |
60.3 |
2.1% |
95% |
True |
False |
1,221,197 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.2% |
59.5 |
2.1% |
79% |
False |
False |
1,008,390 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.6 |
1.8% |
78% |
False |
False |
952,361 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
53.1 |
1.9% |
78% |
False |
False |
979,857 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
52.3 |
1.8% |
84% |
False |
False |
774,899 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
51.9 |
1.8% |
84% |
False |
False |
620,262 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
53.5 |
1.9% |
86% |
False |
False |
517,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.3 |
|
2.618 |
2,915.5 |
|
1.618 |
2,890.5 |
|
1.000 |
2,875.0 |
|
0.618 |
2,865.5 |
|
HIGH |
2,850.0 |
|
0.618 |
2,840.5 |
|
0.500 |
2,837.5 |
|
0.382 |
2,834.6 |
|
LOW |
2,825.0 |
|
0.618 |
2,809.6 |
|
1.000 |
2,800.0 |
|
1.618 |
2,784.6 |
|
2.618 |
2,759.6 |
|
4.250 |
2,718.8 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.2 |
2,830.2 |
| PP |
2,838.3 |
2,820.3 |
| S1 |
2,837.5 |
2,810.5 |
|