| 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 |
1,387.1 |
1,415.1 |
28.0 |
2.0% |
1,365.0 |
| High |
1,417.0 |
1,429.4 |
12.4 |
0.9% |
1,417.0 |
| Low |
1,385.3 |
1,409.8 |
24.5 |
1.8% |
1,354.5 |
| Close |
1,406.2 |
1,416.1 |
9.9 |
0.7% |
1,406.2 |
| Range |
31.7 |
19.6 |
-12.1 |
-38.2% |
62.5 |
| ATR |
23.4 |
23.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
151,212 |
130,994 |
-20,218 |
-13.4% |
689,730 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,477.2 |
1,466.3 |
1,426.9 |
|
| R3 |
1,457.6 |
1,446.7 |
1,421.5 |
|
| R2 |
1,438.0 |
1,438.0 |
1,419.7 |
|
| R1 |
1,427.1 |
1,427.1 |
1,417.9 |
1,432.6 |
| PP |
1,418.4 |
1,418.4 |
1,418.4 |
1,421.2 |
| S1 |
1,407.5 |
1,407.5 |
1,414.3 |
1,413.0 |
| S2 |
1,398.8 |
1,398.8 |
1,412.5 |
|
| S3 |
1,379.2 |
1,387.9 |
1,410.7 |
|
| S4 |
1,359.6 |
1,368.3 |
1,405.3 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.1 |
1,555.6 |
1,440.6 |
|
| R3 |
1,517.6 |
1,493.1 |
1,423.4 |
|
| R2 |
1,455.1 |
1,455.1 |
1,417.7 |
|
| R1 |
1,430.6 |
1,430.6 |
1,411.9 |
1,442.9 |
| PP |
1,392.6 |
1,392.6 |
1,392.6 |
1,398.7 |
| S1 |
1,368.1 |
1,368.1 |
1,400.5 |
1,380.4 |
| S2 |
1,330.1 |
1,330.1 |
1,394.7 |
|
| S3 |
1,267.6 |
1,305.6 |
1,389.0 |
|
| S4 |
1,205.1 |
1,243.1 |
1,371.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,429.4 |
1,364.0 |
65.4 |
4.6% |
21.9 |
1.5% |
80% |
True |
False |
142,584 |
| 10 |
1,429.4 |
1,350.0 |
79.4 |
5.6% |
21.0 |
1.5% |
83% |
True |
False |
108,905 |
| 20 |
1,429.4 |
1,331.1 |
98.3 |
6.9% |
24.3 |
1.7% |
86% |
True |
False |
68,645 |
| 40 |
1,429.4 |
1,317.4 |
112.0 |
7.9% |
23.5 |
1.7% |
88% |
True |
False |
37,813 |
| 60 |
1,429.4 |
1,245.2 |
184.2 |
13.0% |
20.6 |
1.5% |
93% |
True |
False |
25,915 |
| 80 |
1,429.4 |
1,215.5 |
213.9 |
15.1% |
18.1 |
1.3% |
94% |
True |
False |
19,720 |
| 100 |
1,429.4 |
1,162.5 |
266.9 |
18.8% |
16.8 |
1.2% |
95% |
True |
False |
16,036 |
| 120 |
1,429.4 |
1,162.5 |
266.9 |
18.8% |
15.9 |
1.1% |
95% |
True |
False |
13,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.7 |
|
2.618 |
1,480.7 |
|
1.618 |
1,461.1 |
|
1.000 |
1,449.0 |
|
0.618 |
1,441.5 |
|
HIGH |
1,429.4 |
|
0.618 |
1,421.9 |
|
0.500 |
1,419.6 |
|
0.382 |
1,417.3 |
|
LOW |
1,409.8 |
|
0.618 |
1,397.7 |
|
1.000 |
1,390.2 |
|
1.618 |
1,378.1 |
|
2.618 |
1,358.5 |
|
4.250 |
1,326.5 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,419.6 |
1,412.9 |
| PP |
1,418.4 |
1,409.8 |
| S1 |
1,417.3 |
1,406.6 |
|