| 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 |
1,222.75 |
1,228.50 |
5.75 |
0.5% |
1,188.50 |
| High |
1,229.25 |
1,238.00 |
8.75 |
0.7% |
1,227.25 |
| Low |
1,217.25 |
1,226.50 |
9.25 |
0.8% |
1,172.25 |
| Close |
1,228.75 |
1,233.00 |
4.25 |
0.3% |
1,223.50 |
| Range |
12.00 |
11.50 |
-0.50 |
-4.2% |
55.00 |
| ATR |
17.26 |
16.85 |
-0.41 |
-2.4% |
0.00 |
| Volume |
2,136,410 |
1,387,954 |
-748,456 |
-35.0% |
11,849,354 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.00 |
1,261.50 |
1,239.25 |
|
| R3 |
1,255.50 |
1,250.00 |
1,236.25 |
|
| R2 |
1,244.00 |
1,244.00 |
1,235.00 |
|
| R1 |
1,238.50 |
1,238.50 |
1,234.00 |
1,241.25 |
| PP |
1,232.50 |
1,232.50 |
1,232.50 |
1,234.00 |
| S1 |
1,227.00 |
1,227.00 |
1,232.00 |
1,229.75 |
| S2 |
1,221.00 |
1,221.00 |
1,231.00 |
|
| S3 |
1,209.50 |
1,215.50 |
1,229.75 |
|
| S4 |
1,198.00 |
1,204.00 |
1,226.75 |
|
|
| 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 |
1,238.00 |
1,213.00 |
25.00 |
2.0% |
12.75 |
1.0% |
80% |
True |
False |
1,837,682 |
| 10 |
1,238.00 |
1,172.25 |
65.75 |
5.3% |
17.25 |
1.4% |
92% |
True |
False |
2,011,119 |
| 20 |
1,238.00 |
1,171.00 |
67.00 |
5.4% |
17.75 |
1.4% |
93% |
True |
False |
2,109,589 |
| 40 |
1,238.00 |
1,155.50 |
82.50 |
6.7% |
16.75 |
1.4% |
94% |
True |
False |
2,095,717 |
| 60 |
1,238.00 |
1,112.75 |
125.25 |
10.2% |
16.50 |
1.3% |
96% |
True |
False |
2,044,070 |
| 80 |
1,238.00 |
1,032.50 |
205.50 |
16.7% |
17.00 |
1.4% |
98% |
True |
False |
1,651,942 |
| 100 |
1,238.00 |
1,032.50 |
205.50 |
16.7% |
17.25 |
1.4% |
98% |
True |
False |
1,322,157 |
| 120 |
1,238.00 |
998.75 |
239.25 |
19.4% |
18.25 |
1.5% |
98% |
True |
False |
1,102,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.00 |
|
2.618 |
1,268.00 |
|
1.618 |
1,256.50 |
|
1.000 |
1,249.50 |
|
0.618 |
1,245.00 |
|
HIGH |
1,238.00 |
|
0.618 |
1,233.50 |
|
0.500 |
1,232.25 |
|
0.382 |
1,231.00 |
|
LOW |
1,226.50 |
|
0.618 |
1,219.50 |
|
1.000 |
1,215.00 |
|
1.618 |
1,208.00 |
|
2.618 |
1,196.50 |
|
4.250 |
1,177.50 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,232.75 |
1,231.25 |
| PP |
1,232.50 |
1,229.50 |
| S1 |
1,232.25 |
1,227.50 |
|