| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,363 |
11,355 |
-8 |
-0.1% |
11,055 |
| High |
11,390 |
11,448 |
58 |
0.5% |
11,399 |
| Low |
11,315 |
11,330 |
15 |
0.1% |
10,916 |
| Close |
11,353 |
11,355 |
2 |
0.0% |
11,364 |
| Range |
75 |
118 |
43 |
57.3% |
483 |
| ATR |
151 |
148 |
-2 |
-1.5% |
0 |
| Volume |
84,399 |
118,329 |
33,930 |
40.2% |
632,070 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,732 |
11,661 |
11,420 |
|
| R3 |
11,614 |
11,543 |
11,388 |
|
| R2 |
11,496 |
11,496 |
11,377 |
|
| R1 |
11,425 |
11,425 |
11,366 |
11,414 |
| PP |
11,378 |
11,378 |
11,378 |
11,372 |
| S1 |
11,307 |
11,307 |
11,344 |
11,296 |
| S2 |
11,260 |
11,260 |
11,333 |
|
| S3 |
11,142 |
11,189 |
11,323 |
|
| S4 |
11,024 |
11,071 |
11,290 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675 |
12,503 |
11,630 |
|
| R3 |
12,192 |
12,020 |
11,497 |
|
| R2 |
11,709 |
11,709 |
11,453 |
|
| R1 |
11,537 |
11,537 |
11,408 |
11,623 |
| PP |
11,226 |
11,226 |
11,226 |
11,270 |
| S1 |
11,054 |
11,054 |
11,320 |
11,140 |
| S2 |
10,743 |
10,743 |
11,276 |
|
| S3 |
10,260 |
10,571 |
11,231 |
|
| S4 |
9,777 |
10,088 |
11,098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,448 |
10,971 |
477 |
4.2% |
152 |
1.3% |
81% |
True |
False |
111,031 |
| 10 |
11,448 |
10,916 |
532 |
4.7% |
163 |
1.4% |
83% |
True |
False |
113,745 |
| 20 |
11,448 |
10,916 |
532 |
4.7% |
152 |
1.3% |
83% |
True |
False |
117,497 |
| 40 |
11,448 |
10,853 |
595 |
5.2% |
145 |
1.3% |
84% |
True |
False |
120,703 |
| 60 |
11,448 |
10,405 |
1,043 |
9.2% |
141 |
1.2% |
91% |
True |
False |
125,364 |
| 80 |
11,448 |
9,844 |
1,604 |
14.1% |
145 |
1.3% |
94% |
True |
False |
97,241 |
| 100 |
11,448 |
9,844 |
1,604 |
14.1% |
147 |
1.3% |
94% |
True |
False |
77,810 |
| 120 |
11,448 |
9,452 |
1,996 |
17.6% |
152 |
1.3% |
95% |
True |
False |
64,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,950 |
|
2.618 |
11,757 |
|
1.618 |
11,639 |
|
1.000 |
11,566 |
|
0.618 |
11,521 |
|
HIGH |
11,448 |
|
0.618 |
11,403 |
|
0.500 |
11,389 |
|
0.382 |
11,375 |
|
LOW |
11,330 |
|
0.618 |
11,257 |
|
1.000 |
11,212 |
|
1.618 |
11,139 |
|
2.618 |
11,021 |
|
4.250 |
10,829 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,389 |
11,367 |
| PP |
11,378 |
11,363 |
| S1 |
11,366 |
11,359 |
|