| 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 |
6,969.0 |
6,974.5 |
5.5 |
0.1% |
6,861.5 |
| High |
6,979.0 |
7,043.5 |
64.5 |
0.9% |
6,980.0 |
| Low |
6,927.5 |
6,962.5 |
35.0 |
0.5% |
6,660.5 |
| Close |
6,951.5 |
6,999.0 |
47.5 |
0.7% |
6,953.0 |
| Range |
51.5 |
81.0 |
29.5 |
57.3% |
319.5 |
| ATR |
107.5 |
106.4 |
-1.1 |
-1.0% |
0.0 |
| Volume |
0 |
169,630 |
169,630 |
|
781,156 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,244.7 |
7,202.8 |
7,043.6 |
|
| R3 |
7,163.7 |
7,121.8 |
7,021.3 |
|
| R2 |
7,082.7 |
7,082.7 |
7,013.9 |
|
| R1 |
7,040.8 |
7,040.8 |
7,006.4 |
7,061.8 |
| PP |
7,001.7 |
7,001.7 |
7,001.7 |
7,012.1 |
| S1 |
6,959.8 |
6,959.8 |
6,991.6 |
6,980.8 |
| S2 |
6,920.7 |
6,920.7 |
6,984.2 |
|
| S3 |
6,839.7 |
6,878.8 |
6,976.7 |
|
| S4 |
6,758.7 |
6,797.8 |
6,954.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,823.0 |
7,707.5 |
7,128.7 |
|
| R3 |
7,503.5 |
7,388.0 |
7,040.9 |
|
| R2 |
7,184.0 |
7,184.0 |
7,011.6 |
|
| R1 |
7,068.5 |
7,068.5 |
6,982.3 |
7,126.3 |
| PP |
6,864.5 |
6,864.5 |
6,864.5 |
6,893.4 |
| S1 |
6,749.0 |
6,749.0 |
6,923.7 |
6,806.8 |
| S2 |
6,545.0 |
6,545.0 |
6,894.4 |
|
| S3 |
6,225.5 |
6,429.5 |
6,865.1 |
|
| S4 |
5,906.0 |
6,110.0 |
6,777.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,043.5 |
6,725.0 |
318.5 |
4.6% |
97.0 |
1.4% |
86% |
True |
False |
100,135 |
| 10 |
7,043.5 |
6,660.5 |
383.0 |
5.5% |
118.1 |
1.7% |
88% |
True |
False |
126,312 |
| 20 |
7,043.5 |
6,625.5 |
418.0 |
6.0% |
107.2 |
1.5% |
89% |
True |
False |
113,268 |
| 40 |
7,043.5 |
6,230.0 |
813.5 |
11.6% |
93.7 |
1.3% |
95% |
True |
False |
105,078 |
| 60 |
7,043.5 |
6,118.5 |
925.0 |
13.2% |
95.2 |
1.4% |
95% |
True |
False |
109,906 |
| 80 |
7,043.5 |
5,830.0 |
1,213.5 |
17.3% |
94.4 |
1.3% |
96% |
True |
False |
83,499 |
| 100 |
7,043.5 |
5,830.0 |
1,213.5 |
17.3% |
94.7 |
1.4% |
96% |
True |
False |
66,861 |
| 120 |
7,043.5 |
5,818.0 |
1,225.5 |
17.5% |
96.6 |
1.4% |
96% |
True |
False |
55,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,387.8 |
|
2.618 |
7,255.6 |
|
1.618 |
7,174.6 |
|
1.000 |
7,124.5 |
|
0.618 |
7,093.6 |
|
HIGH |
7,043.5 |
|
0.618 |
7,012.6 |
|
0.500 |
7,003.0 |
|
0.382 |
6,993.4 |
|
LOW |
6,962.5 |
|
0.618 |
6,912.4 |
|
1.000 |
6,881.5 |
|
1.618 |
6,831.4 |
|
2.618 |
6,750.4 |
|
4.250 |
6,618.3 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,003.0 |
6,992.7 |
| PP |
7,001.7 |
6,986.3 |
| S1 |
7,000.3 |
6,980.0 |
|