| 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 |
1,426.0 |
1,401.3 |
-24.7 |
-1.7% |
1,365.0 |
| High |
1,432.5 |
1,405.4 |
-27.1 |
-1.9% |
1,417.0 |
| Low |
1,396.7 |
1,372.1 |
-24.6 |
-1.8% |
1,354.5 |
| Close |
1,409.0 |
1,383.2 |
-25.8 |
-1.8% |
1,406.2 |
| Range |
35.8 |
33.3 |
-2.5 |
-7.0% |
62.5 |
| ATR |
24.3 |
25.2 |
0.9 |
3.7% |
0.0 |
| Volume |
186,529 |
199,714 |
13,185 |
7.1% |
689,730 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.8 |
1,468.3 |
1,401.5 |
|
| R3 |
1,453.5 |
1,435.0 |
1,392.4 |
|
| R2 |
1,420.2 |
1,420.2 |
1,389.3 |
|
| R1 |
1,401.7 |
1,401.7 |
1,386.3 |
1,394.3 |
| PP |
1,386.9 |
1,386.9 |
1,386.9 |
1,383.2 |
| S1 |
1,368.4 |
1,368.4 |
1,380.1 |
1,361.0 |
| S2 |
1,353.6 |
1,353.6 |
1,377.1 |
|
| S3 |
1,320.3 |
1,335.1 |
1,374.0 |
|
| S4 |
1,287.0 |
1,301.8 |
1,364.9 |
|
|
| 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 |
1,372.1 |
60.4 |
4.4% |
27.3 |
2.0% |
18% |
False |
True |
158,995 |
| 10 |
1,432.5 |
1,352.0 |
80.5 |
5.8% |
23.2 |
1.7% |
39% |
False |
False |
140,623 |
| 20 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
24.5 |
1.8% |
51% |
False |
False |
85,695 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
24.6 |
1.8% |
57% |
False |
False |
47,249 |
| 60 |
1,432.5 |
1,266.4 |
166.1 |
12.0% |
21.2 |
1.5% |
70% |
False |
False |
32,304 |
| 80 |
1,432.5 |
1,216.3 |
216.2 |
15.6% |
18.7 |
1.4% |
77% |
False |
False |
24,505 |
| 100 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
17.3 |
1.3% |
82% |
False |
False |
19,888 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.5% |
16.2 |
1.2% |
82% |
False |
False |
16,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,546.9 |
|
2.618 |
1,492.6 |
|
1.618 |
1,459.3 |
|
1.000 |
1,438.7 |
|
0.618 |
1,426.0 |
|
HIGH |
1,405.4 |
|
0.618 |
1,392.7 |
|
0.500 |
1,388.8 |
|
0.382 |
1,384.8 |
|
LOW |
1,372.1 |
|
0.618 |
1,351.5 |
|
1.000 |
1,338.8 |
|
1.618 |
1,318.2 |
|
2.618 |
1,284.9 |
|
4.250 |
1,230.6 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,388.8 |
1,402.3 |
| PP |
1,386.9 |
1,395.9 |
| S1 |
1,385.1 |
1,389.6 |
|