| 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 |
1,415.1 |
1,426.0 |
10.9 |
0.8% |
1,365.0 |
| High |
1,429.4 |
1,432.5 |
3.1 |
0.2% |
1,417.0 |
| Low |
1,409.8 |
1,396.7 |
-13.1 |
-0.9% |
1,354.5 |
| Close |
1,416.1 |
1,409.0 |
-7.1 |
-0.5% |
1,406.2 |
| Range |
19.6 |
35.8 |
16.2 |
82.7% |
62.5 |
| ATR |
23.4 |
24.3 |
0.9 |
3.8% |
0.0 |
| Volume |
130,994 |
186,529 |
55,535 |
42.4% |
689,730 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.1 |
1,500.4 |
1,428.7 |
|
| R3 |
1,484.3 |
1,464.6 |
1,418.8 |
|
| R2 |
1,448.5 |
1,448.5 |
1,415.6 |
|
| R1 |
1,428.8 |
1,428.8 |
1,412.3 |
1,420.8 |
| PP |
1,412.7 |
1,412.7 |
1,412.7 |
1,408.7 |
| S1 |
1,393.0 |
1,393.0 |
1,405.7 |
1,385.0 |
| S2 |
1,376.9 |
1,376.9 |
1,402.4 |
|
| S3 |
1,341.1 |
1,357.2 |
1,399.2 |
|
| S4 |
1,305.3 |
1,321.4 |
1,389.3 |
|
|
| 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 |
1,432.5 |
1,383.0 |
49.5 |
3.5% |
23.7 |
1.7% |
53% |
True |
False |
148,796 |
| 10 |
1,432.5 |
1,352.0 |
80.5 |
5.7% |
22.6 |
1.6% |
71% |
True |
False |
125,278 |
| 20 |
1,432.5 |
1,331.1 |
101.4 |
7.2% |
24.9 |
1.8% |
77% |
True |
False |
76,607 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.2% |
24.1 |
1.7% |
80% |
True |
False |
42,341 |
| 60 |
1,432.5 |
1,252.0 |
180.5 |
12.8% |
21.1 |
1.5% |
87% |
True |
False |
28,990 |
| 80 |
1,432.5 |
1,216.3 |
216.2 |
15.3% |
18.4 |
1.3% |
89% |
True |
False |
22,020 |
| 100 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
17.0 |
1.2% |
91% |
True |
False |
17,893 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.2% |
16.0 |
1.1% |
91% |
True |
False |
15,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,584.7 |
|
2.618 |
1,526.2 |
|
1.618 |
1,490.4 |
|
1.000 |
1,468.3 |
|
0.618 |
1,454.6 |
|
HIGH |
1,432.5 |
|
0.618 |
1,418.8 |
|
0.500 |
1,414.6 |
|
0.382 |
1,410.4 |
|
LOW |
1,396.7 |
|
0.618 |
1,374.6 |
|
1.000 |
1,360.9 |
|
1.618 |
1,338.8 |
|
2.618 |
1,303.0 |
|
4.250 |
1,244.6 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.6 |
1,409.0 |
| PP |
1,412.7 |
1,408.9 |
| S1 |
1,410.9 |
1,408.9 |
|