| 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 |
6,981.5 |
7,010.5 |
29.0 |
0.4% |
6,861.5 |
| High |
7,014.5 |
7,029.0 |
14.5 |
0.2% |
6,980.0 |
| Low |
6,957.0 |
6,946.5 |
-10.5 |
-0.2% |
6,660.5 |
| Close |
6,975.0 |
6,964.0 |
-11.0 |
-0.2% |
6,953.0 |
| Range |
57.5 |
82.5 |
25.0 |
43.5% |
319.5 |
| ATR |
102.9 |
101.4 |
-1.5 |
-1.4% |
0.0 |
| Volume |
145,132 |
151,225 |
6,093 |
4.2% |
781,156 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.3 |
7,178.2 |
7,009.4 |
|
| R3 |
7,144.8 |
7,095.7 |
6,986.7 |
|
| R2 |
7,062.3 |
7,062.3 |
6,979.1 |
|
| R1 |
7,013.2 |
7,013.2 |
6,971.6 |
6,996.5 |
| PP |
6,979.8 |
6,979.8 |
6,979.8 |
6,971.5 |
| S1 |
6,930.7 |
6,930.7 |
6,956.4 |
6,914.0 |
| S2 |
6,897.3 |
6,897.3 |
6,948.9 |
|
| S3 |
6,814.8 |
6,848.2 |
6,941.3 |
|
| S4 |
6,732.3 |
6,765.7 |
6,918.6 |
|
|
| 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 |
6,916.5 |
127.0 |
1.8% |
67.2 |
1.0% |
37% |
False |
False |
119,988 |
| 10 |
7,043.5 |
6,660.5 |
383.0 |
5.5% |
104.8 |
1.5% |
79% |
False |
False |
139,827 |
| 20 |
7,043.5 |
6,625.5 |
418.0 |
6.0% |
105.3 |
1.5% |
81% |
False |
False |
113,972 |
| 40 |
7,043.5 |
6,447.0 |
596.5 |
8.6% |
91.0 |
1.3% |
87% |
False |
False |
108,849 |
| 60 |
7,043.5 |
6,118.5 |
925.0 |
13.3% |
95.6 |
1.4% |
91% |
False |
False |
112,091 |
| 80 |
7,043.5 |
5,830.0 |
1,213.5 |
17.4% |
94.3 |
1.4% |
93% |
False |
False |
87,195 |
| 100 |
7,043.5 |
5,830.0 |
1,213.5 |
17.4% |
93.5 |
1.3% |
93% |
False |
False |
69,820 |
| 120 |
7,043.5 |
5,818.0 |
1,225.5 |
17.6% |
96.3 |
1.4% |
94% |
False |
False |
58,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,379.6 |
|
2.618 |
7,245.0 |
|
1.618 |
7,162.5 |
|
1.000 |
7,111.5 |
|
0.618 |
7,080.0 |
|
HIGH |
7,029.0 |
|
0.618 |
6,997.5 |
|
0.500 |
6,987.8 |
|
0.382 |
6,978.0 |
|
LOW |
6,946.5 |
|
0.618 |
6,895.5 |
|
1.000 |
6,864.0 |
|
1.618 |
6,813.0 |
|
2.618 |
6,730.5 |
|
4.250 |
6,595.9 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,987.8 |
6,995.0 |
| PP |
6,979.8 |
6,984.7 |
| S1 |
6,971.9 |
6,974.3 |
|