| 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 |
2,191.25 |
2,190.25 |
-1.00 |
0.0% |
2,150.00 |
| High |
2,217.00 |
2,202.00 |
-15.00 |
-0.7% |
2,195.00 |
| Low |
2,185.50 |
2,180.00 |
-5.50 |
-0.3% |
2,109.25 |
| Close |
2,190.00 |
2,200.50 |
10.50 |
0.5% |
2,187.25 |
| Range |
31.50 |
22.00 |
-9.50 |
-30.2% |
85.75 |
| ATR |
34.21 |
33.34 |
-0.87 |
-2.5% |
0.00 |
| Volume |
235,786 |
206,132 |
-29,654 |
-12.6% |
1,339,805 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.25 |
2,252.25 |
2,212.50 |
|
| R3 |
2,238.25 |
2,230.25 |
2,206.50 |
|
| R2 |
2,216.25 |
2,216.25 |
2,204.50 |
|
| R1 |
2,208.25 |
2,208.25 |
2,202.50 |
2,212.25 |
| PP |
2,194.25 |
2,194.25 |
2,194.25 |
2,196.00 |
| S1 |
2,186.25 |
2,186.25 |
2,198.50 |
2,190.25 |
| S2 |
2,172.25 |
2,172.25 |
2,196.50 |
|
| S3 |
2,150.25 |
2,164.25 |
2,194.50 |
|
| S4 |
2,128.25 |
2,142.25 |
2,188.50 |
|
|
| 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 |
2,217.00 |
2,156.75 |
60.25 |
2.7% |
26.00 |
1.2% |
73% |
False |
False |
206,545 |
| 10 |
2,217.00 |
2,109.25 |
107.75 |
4.9% |
35.50 |
1.6% |
85% |
False |
False |
233,512 |
| 20 |
2,217.00 |
2,083.50 |
133.50 |
6.1% |
35.75 |
1.6% |
88% |
False |
False |
270,726 |
| 40 |
2,217.00 |
2,035.75 |
181.25 |
8.2% |
32.25 |
1.5% |
91% |
False |
False |
279,339 |
| 60 |
2,217.00 |
1,914.25 |
302.75 |
13.8% |
32.50 |
1.5% |
95% |
False |
False |
292,546 |
| 80 |
2,217.00 |
1,741.00 |
476.00 |
21.6% |
32.75 |
1.5% |
97% |
False |
False |
233,925 |
| 100 |
2,217.00 |
1,741.00 |
476.00 |
21.6% |
33.00 |
1.5% |
97% |
False |
False |
187,166 |
| 120 |
2,217.00 |
1,696.25 |
520.75 |
23.7% |
34.25 |
1.6% |
97% |
False |
False |
155,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.50 |
|
2.618 |
2,259.50 |
|
1.618 |
2,237.50 |
|
1.000 |
2,224.00 |
|
0.618 |
2,215.50 |
|
HIGH |
2,202.00 |
|
0.618 |
2,193.50 |
|
0.500 |
2,191.00 |
|
0.382 |
2,188.50 |
|
LOW |
2,180.00 |
|
0.618 |
2,166.50 |
|
1.000 |
2,158.00 |
|
1.618 |
2,144.50 |
|
2.618 |
2,122.50 |
|
4.250 |
2,086.50 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.25 |
2,199.25 |
| PP |
2,194.25 |
2,198.25 |
| S1 |
2,191.00 |
2,197.00 |
|