| 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 |
1,222.75 |
1,222.75 |
0.00 |
0.0% |
1,188.50 |
| High |
1,235.00 |
1,229.25 |
-5.75 |
-0.5% |
1,227.25 |
| Low |
1,219.00 |
1,217.25 |
-1.75 |
-0.1% |
1,172.25 |
| Close |
1,223.25 |
1,228.75 |
5.50 |
0.4% |
1,223.50 |
| Range |
16.00 |
12.00 |
-4.00 |
-25.0% |
55.00 |
| ATR |
17.66 |
17.26 |
-0.40 |
-2.3% |
0.00 |
| Volume |
2,449,423 |
2,136,410 |
-313,013 |
-12.8% |
11,849,354 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.00 |
1,257.00 |
1,235.25 |
|
| R3 |
1,249.00 |
1,245.00 |
1,232.00 |
|
| R2 |
1,237.00 |
1,237.00 |
1,231.00 |
|
| R1 |
1,233.00 |
1,233.00 |
1,229.75 |
1,235.00 |
| PP |
1,225.00 |
1,225.00 |
1,225.00 |
1,226.00 |
| S1 |
1,221.00 |
1,221.00 |
1,227.75 |
1,223.00 |
| S2 |
1,213.00 |
1,213.00 |
1,226.50 |
|
| S3 |
1,201.00 |
1,209.00 |
1,225.50 |
|
| S4 |
1,189.00 |
1,197.00 |
1,222.25 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,372.75 |
1,353.00 |
1,253.75 |
|
| R3 |
1,317.75 |
1,298.00 |
1,238.50 |
|
| R2 |
1,262.75 |
1,262.75 |
1,233.50 |
|
| R1 |
1,243.00 |
1,243.00 |
1,228.50 |
1,253.00 |
| PP |
1,207.75 |
1,207.75 |
1,207.75 |
1,212.50 |
| S1 |
1,188.00 |
1,188.00 |
1,218.50 |
1,198.00 |
| S2 |
1,152.75 |
1,152.75 |
1,213.50 |
|
| S3 |
1,097.75 |
1,133.00 |
1,208.50 |
|
| S4 |
1,042.75 |
1,078.00 |
1,193.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,235.00 |
1,202.00 |
33.00 |
2.7% |
14.75 |
1.2% |
81% |
False |
False |
1,967,120 |
| 10 |
1,235.00 |
1,172.25 |
62.75 |
5.1% |
18.25 |
1.5% |
90% |
False |
False |
2,054,207 |
| 20 |
1,235.00 |
1,171.00 |
64.00 |
5.2% |
17.75 |
1.5% |
90% |
False |
False |
2,164,258 |
| 40 |
1,235.00 |
1,155.50 |
79.50 |
6.5% |
16.75 |
1.4% |
92% |
False |
False |
2,114,800 |
| 60 |
1,235.00 |
1,109.00 |
126.00 |
10.3% |
16.50 |
1.4% |
95% |
False |
False |
2,055,655 |
| 80 |
1,235.00 |
1,032.50 |
202.50 |
16.5% |
17.00 |
1.4% |
97% |
False |
False |
1,634,606 |
| 100 |
1,235.00 |
1,032.50 |
202.50 |
16.5% |
17.50 |
1.4% |
97% |
False |
False |
1,308,354 |
| 120 |
1,235.00 |
998.75 |
236.25 |
19.2% |
18.25 |
1.5% |
97% |
False |
False |
1,090,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,280.25 |
|
2.618 |
1,260.75 |
|
1.618 |
1,248.75 |
|
1.000 |
1,241.25 |
|
0.618 |
1,236.75 |
|
HIGH |
1,229.25 |
|
0.618 |
1,224.75 |
|
0.500 |
1,223.25 |
|
0.382 |
1,221.75 |
|
LOW |
1,217.25 |
|
0.618 |
1,209.75 |
|
1.000 |
1,205.25 |
|
1.618 |
1,197.75 |
|
2.618 |
1,185.75 |
|
4.250 |
1,166.25 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.00 |
1,227.75 |
| PP |
1,225.00 |
1,226.75 |
| S1 |
1,223.25 |
1,225.50 |
|