| 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 |
2,190.25 |
2,199.50 |
9.25 |
0.4% |
2,150.00 |
| High |
2,202.00 |
2,214.75 |
12.75 |
0.6% |
2,195.00 |
| Low |
2,180.00 |
2,193.75 |
13.75 |
0.6% |
2,109.25 |
| Close |
2,200.50 |
2,201.25 |
0.75 |
0.0% |
2,187.25 |
| Range |
22.00 |
21.00 |
-1.00 |
-4.5% |
85.75 |
| ATR |
33.34 |
32.46 |
-0.88 |
-2.6% |
0.00 |
| Volume |
206,132 |
161,286 |
-44,846 |
-21.8% |
1,339,805 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.25 |
2,254.75 |
2,212.75 |
|
| R3 |
2,245.25 |
2,233.75 |
2,207.00 |
|
| R2 |
2,224.25 |
2,224.25 |
2,205.00 |
|
| R1 |
2,212.75 |
2,212.75 |
2,203.25 |
2,218.50 |
| PP |
2,203.25 |
2,203.25 |
2,203.25 |
2,206.00 |
| S1 |
2,191.75 |
2,191.75 |
2,199.25 |
2,197.50 |
| S2 |
2,182.25 |
2,182.25 |
2,197.50 |
|
| S3 |
2,161.25 |
2,170.75 |
2,195.50 |
|
| S4 |
2,140.25 |
2,149.75 |
2,189.75 |
|
|
| 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 |
2,167.75 |
49.25 |
2.2% |
23.75 |
1.1% |
68% |
False |
False |
191,669 |
| 10 |
2,217.00 |
2,109.25 |
107.75 |
4.9% |
32.25 |
1.5% |
85% |
False |
False |
222,857 |
| 20 |
2,217.00 |
2,083.50 |
133.50 |
6.1% |
35.50 |
1.6% |
88% |
False |
False |
263,911 |
| 40 |
2,217.00 |
2,041.25 |
175.75 |
8.0% |
32.00 |
1.5% |
91% |
False |
False |
275,966 |
| 60 |
2,217.00 |
1,929.50 |
287.50 |
13.1% |
32.50 |
1.5% |
95% |
False |
False |
289,811 |
| 80 |
2,217.00 |
1,741.00 |
476.00 |
21.6% |
32.50 |
1.5% |
97% |
False |
False |
235,939 |
| 100 |
2,217.00 |
1,741.00 |
476.00 |
21.6% |
32.75 |
1.5% |
97% |
False |
False |
188,778 |
| 120 |
2,217.00 |
1,696.25 |
520.75 |
23.7% |
34.00 |
1.5% |
97% |
False |
False |
157,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,304.00 |
|
2.618 |
2,269.75 |
|
1.618 |
2,248.75 |
|
1.000 |
2,235.75 |
|
0.618 |
2,227.75 |
|
HIGH |
2,214.75 |
|
0.618 |
2,206.75 |
|
0.500 |
2,204.25 |
|
0.382 |
2,201.75 |
|
LOW |
2,193.75 |
|
0.618 |
2,180.75 |
|
1.000 |
2,172.75 |
|
1.618 |
2,159.75 |
|
2.618 |
2,138.75 |
|
4.250 |
2,104.50 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.25 |
2,200.25 |
| PP |
2,203.25 |
2,199.50 |
| S1 |
2,202.25 |
2,198.50 |
|