| 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 |
1,401.3 |
1,383.0 |
-18.3 |
-1.3% |
1,365.0 |
| High |
1,405.4 |
1,395.6 |
-9.8 |
-0.7% |
1,417.0 |
| Low |
1,372.1 |
1,381.1 |
9.0 |
0.7% |
1,354.5 |
| Close |
1,383.2 |
1,392.8 |
9.6 |
0.7% |
1,406.2 |
| Range |
33.3 |
14.5 |
-18.8 |
-56.5% |
62.5 |
| ATR |
25.2 |
24.4 |
-0.8 |
-3.0% |
0.0 |
| Volume |
199,714 |
118,296 |
-81,418 |
-40.8% |
689,730 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.3 |
1,427.6 |
1,400.8 |
|
| R3 |
1,418.8 |
1,413.1 |
1,396.8 |
|
| R2 |
1,404.3 |
1,404.3 |
1,395.5 |
|
| R1 |
1,398.6 |
1,398.6 |
1,394.1 |
1,401.5 |
| PP |
1,389.8 |
1,389.8 |
1,389.8 |
1,391.3 |
| S1 |
1,384.1 |
1,384.1 |
1,391.5 |
1,387.0 |
| S2 |
1,375.3 |
1,375.3 |
1,390.1 |
|
| S3 |
1,360.8 |
1,369.6 |
1,388.8 |
|
| S4 |
1,346.3 |
1,355.1 |
1,384.8 |
|
|
| 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 |
4.3% |
27.0 |
1.9% |
34% |
False |
False |
157,349 |
| 10 |
1,432.5 |
1,352.0 |
80.5 |
5.8% |
23.4 |
1.7% |
51% |
False |
False |
143,148 |
| 20 |
1,432.5 |
1,331.1 |
101.4 |
7.3% |
23.9 |
1.7% |
61% |
False |
False |
89,673 |
| 40 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
24.3 |
1.7% |
66% |
False |
False |
50,038 |
| 60 |
1,432.5 |
1,270.1 |
162.4 |
11.7% |
21.3 |
1.5% |
76% |
False |
False |
34,251 |
| 80 |
1,432.5 |
1,216.3 |
216.2 |
15.5% |
18.8 |
1.4% |
82% |
False |
False |
25,968 |
| 100 |
1,432.5 |
1,162.5 |
270.0 |
19.4% |
17.3 |
1.2% |
85% |
False |
False |
21,066 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.4% |
16.1 |
1.2% |
85% |
False |
False |
17,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.2 |
|
2.618 |
1,433.6 |
|
1.618 |
1,419.1 |
|
1.000 |
1,410.1 |
|
0.618 |
1,404.6 |
|
HIGH |
1,395.6 |
|
0.618 |
1,390.1 |
|
0.500 |
1,388.4 |
|
0.382 |
1,386.6 |
|
LOW |
1,381.1 |
|
0.618 |
1,372.1 |
|
1.000 |
1,366.6 |
|
1.618 |
1,357.6 |
|
2.618 |
1,343.1 |
|
4.250 |
1,319.5 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.3 |
1,402.3 |
| PP |
1,389.8 |
1,399.1 |
| S1 |
1,388.4 |
1,396.0 |
|