| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,839.0 |
2,856.0 |
17.0 |
0.6% |
2,790.0 |
| High |
2,850.0 |
2,859.0 |
9.0 |
0.3% |
2,859.0 |
| Low |
2,825.0 |
2,832.0 |
7.0 |
0.2% |
2,755.0 |
| Close |
2,840.0 |
2,839.0 |
-1.0 |
0.0% |
2,839.0 |
| Range |
25.0 |
27.0 |
2.0 |
8.0% |
104.0 |
| ATR |
58.2 |
56.0 |
-2.2 |
-3.8% |
0.0 |
| Volume |
1,230,769 |
833,629 |
-397,140 |
-32.3% |
4,613,012 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.3 |
2,908.7 |
2,853.9 |
|
| R3 |
2,897.3 |
2,881.7 |
2,846.4 |
|
| R2 |
2,870.3 |
2,870.3 |
2,844.0 |
|
| R1 |
2,854.7 |
2,854.7 |
2,841.5 |
2,849.0 |
| PP |
2,843.3 |
2,843.3 |
2,843.3 |
2,840.5 |
| S1 |
2,827.7 |
2,827.7 |
2,836.5 |
2,822.0 |
| S2 |
2,816.3 |
2,816.3 |
2,834.1 |
|
| S3 |
2,789.3 |
2,800.7 |
2,831.6 |
|
| S4 |
2,762.3 |
2,773.7 |
2,824.2 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.7 |
3,088.3 |
2,896.2 |
|
| R3 |
3,025.7 |
2,984.3 |
2,867.6 |
|
| R2 |
2,921.7 |
2,921.7 |
2,858.1 |
|
| R1 |
2,880.3 |
2,880.3 |
2,848.5 |
2,901.0 |
| PP |
2,817.7 |
2,817.7 |
2,817.7 |
2,828.0 |
| S1 |
2,776.3 |
2,776.3 |
2,829.5 |
2,797.0 |
| S2 |
2,713.7 |
2,713.7 |
2,819.9 |
|
| S3 |
2,609.7 |
2,672.3 |
2,810.4 |
|
| S4 |
2,505.7 |
2,568.3 |
2,781.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,859.0 |
2,755.0 |
104.0 |
3.7% |
41.6 |
1.5% |
81% |
True |
False |
922,602 |
| 10 |
2,859.0 |
2,633.0 |
226.0 |
8.0% |
58.4 |
2.1% |
91% |
True |
False |
1,166,984 |
| 20 |
2,894.0 |
2,633.0 |
261.0 |
9.2% |
58.5 |
2.1% |
79% |
False |
False |
970,257 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
51.4 |
1.8% |
78% |
False |
False |
941,219 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.3% |
53.1 |
1.9% |
78% |
False |
False |
975,466 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
51.4 |
1.8% |
84% |
False |
False |
785,289 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
51.1 |
1.8% |
84% |
False |
False |
628,562 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
53.0 |
1.9% |
86% |
False |
False |
524,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.8 |
|
2.618 |
2,929.7 |
|
1.618 |
2,902.7 |
|
1.000 |
2,886.0 |
|
0.618 |
2,875.7 |
|
HIGH |
2,859.0 |
|
0.618 |
2,848.7 |
|
0.500 |
2,845.5 |
|
0.382 |
2,842.3 |
|
LOW |
2,832.0 |
|
0.618 |
2,815.3 |
|
1.000 |
2,805.0 |
|
1.618 |
2,788.3 |
|
2.618 |
2,761.3 |
|
4.250 |
2,717.3 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.5 |
2,832.3 |
| PP |
2,843.3 |
2,825.7 |
| S1 |
2,841.2 |
2,819.0 |
|