| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,188.00 |
2,188.00 |
0.00 |
0.0% |
2,150.00 |
| High |
2,195.00 |
2,193.75 |
-1.25 |
-0.1% |
2,195.00 |
| Low |
2,167.75 |
2,177.00 |
9.25 |
0.4% |
2,109.25 |
| Close |
2,187.25 |
2,190.50 |
3.25 |
0.1% |
2,187.25 |
| Range |
27.25 |
16.75 |
-10.50 |
-38.5% |
85.75 |
| ATR |
35.78 |
34.42 |
-1.36 |
-3.8% |
0.00 |
| Volume |
182,022 |
173,121 |
-8,901 |
-4.9% |
1,339,805 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,237.25 |
2,230.75 |
2,199.75 |
|
| R3 |
2,220.50 |
2,214.00 |
2,195.00 |
|
| R2 |
2,203.75 |
2,203.75 |
2,193.50 |
|
| R1 |
2,197.25 |
2,197.25 |
2,192.00 |
2,200.50 |
| PP |
2,187.00 |
2,187.00 |
2,187.00 |
2,188.75 |
| S1 |
2,180.50 |
2,180.50 |
2,189.00 |
2,183.75 |
| S2 |
2,170.25 |
2,170.25 |
2,187.50 |
|
| S3 |
2,153.50 |
2,163.75 |
2,186.00 |
|
| S4 |
2,136.75 |
2,147.00 |
2,181.25 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.00 |
2,390.00 |
2,234.50 |
|
| R3 |
2,335.25 |
2,304.25 |
2,210.75 |
|
| R2 |
2,249.50 |
2,249.50 |
2,203.00 |
|
| R1 |
2,218.50 |
2,218.50 |
2,195.00 |
2,234.00 |
| PP |
2,163.75 |
2,163.75 |
2,163.75 |
2,171.50 |
| S1 |
2,132.75 |
2,132.75 |
2,179.50 |
2,148.25 |
| S2 |
2,078.00 |
2,078.00 |
2,171.50 |
|
| S3 |
1,992.25 |
2,047.00 |
2,163.75 |
|
| S4 |
1,906.50 |
1,961.25 |
2,140.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,195.00 |
2,109.25 |
85.75 |
3.9% |
35.50 |
1.6% |
95% |
False |
False |
243,740 |
| 10 |
2,195.00 |
2,104.75 |
90.25 |
4.1% |
38.50 |
1.8% |
95% |
False |
False |
252,036 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.2% |
35.50 |
1.6% |
93% |
False |
False |
272,135 |
| 40 |
2,198.00 |
2,004.25 |
193.75 |
8.8% |
32.25 |
1.5% |
96% |
False |
False |
280,683 |
| 60 |
2,198.00 |
1,895.25 |
302.75 |
13.8% |
32.50 |
1.5% |
98% |
False |
False |
296,721 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.00 |
1.5% |
98% |
False |
False |
228,408 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.25 |
1.5% |
98% |
False |
False |
182,748 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
22.9% |
34.00 |
1.6% |
99% |
False |
False |
152,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,265.00 |
|
2.618 |
2,237.50 |
|
1.618 |
2,220.75 |
|
1.000 |
2,210.50 |
|
0.618 |
2,204.00 |
|
HIGH |
2,193.75 |
|
0.618 |
2,187.25 |
|
0.500 |
2,185.50 |
|
0.382 |
2,183.50 |
|
LOW |
2,177.00 |
|
0.618 |
2,166.75 |
|
1.000 |
2,160.25 |
|
1.618 |
2,150.00 |
|
2.618 |
2,133.25 |
|
4.250 |
2,105.75 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.75 |
2,185.50 |
| PP |
2,187.00 |
2,180.75 |
| S1 |
2,185.50 |
2,176.00 |
|