| 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 |
2,787.0 |
2,776.0 |
-11.0 |
-0.4% |
2,734.0 |
| High |
2,795.0 |
2,822.0 |
27.0 |
1.0% |
2,795.0 |
| Low |
2,755.0 |
2,772.0 |
17.0 |
0.6% |
2,631.0 |
| Close |
2,767.0 |
2,801.0 |
34.0 |
1.2% |
2,784.0 |
| Range |
40.0 |
50.0 |
10.0 |
25.0% |
164.0 |
| ATR |
57.9 |
57.7 |
-0.2 |
-0.4% |
0.0 |
| Volume |
0 |
251,991 |
251,991 |
|
343,040 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.3 |
2,924.7 |
2,828.5 |
|
| R3 |
2,898.3 |
2,874.7 |
2,814.8 |
|
| R2 |
2,848.3 |
2,848.3 |
2,810.2 |
|
| R1 |
2,824.7 |
2,824.7 |
2,805.6 |
2,836.5 |
| PP |
2,798.3 |
2,798.3 |
2,798.3 |
2,804.3 |
| S1 |
2,774.7 |
2,774.7 |
2,796.4 |
2,786.5 |
| S2 |
2,748.3 |
2,748.3 |
2,791.8 |
|
| S3 |
2,698.3 |
2,724.7 |
2,787.3 |
|
| S4 |
2,648.3 |
2,674.7 |
2,773.5 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.7 |
3,170.3 |
2,874.2 |
|
| R3 |
3,064.7 |
3,006.3 |
2,829.1 |
|
| R2 |
2,900.7 |
2,900.7 |
2,814.1 |
|
| R1 |
2,842.3 |
2,842.3 |
2,799.0 |
2,871.5 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,751.3 |
| S1 |
2,678.3 |
2,678.3 |
2,769.0 |
2,707.5 |
| S2 |
2,572.7 |
2,572.7 |
2,753.9 |
|
| S3 |
2,408.7 |
2,514.3 |
2,738.9 |
|
| S4 |
2,244.7 |
2,350.3 |
2,693.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,822.0 |
2,659.0 |
163.0 |
5.8% |
58.6 |
2.1% |
87% |
True |
False |
61,409 |
| 10 |
2,822.0 |
2,631.0 |
191.0 |
6.8% |
57.1 |
2.0% |
89% |
True |
False |
60,394 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
9.0% |
56.5 |
2.0% |
68% |
False |
False |
48,847 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
49.6 |
1.8% |
60% |
False |
False |
31,446 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
49.3 |
1.8% |
60% |
False |
False |
22,117 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
47.4 |
1.7% |
70% |
False |
False |
17,156 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
45.3 |
1.6% |
70% |
False |
False |
13,792 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.5% |
44.5 |
1.6% |
74% |
False |
False |
11,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.5 |
|
2.618 |
2,952.9 |
|
1.618 |
2,902.9 |
|
1.000 |
2,872.0 |
|
0.618 |
2,852.9 |
|
HIGH |
2,822.0 |
|
0.618 |
2,802.9 |
|
0.500 |
2,797.0 |
|
0.382 |
2,791.1 |
|
LOW |
2,772.0 |
|
0.618 |
2,741.1 |
|
1.000 |
2,722.0 |
|
1.618 |
2,691.1 |
|
2.618 |
2,641.1 |
|
4.250 |
2,559.5 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.7 |
2,796.8 |
| PP |
2,798.3 |
2,792.7 |
| S1 |
2,797.0 |
2,788.5 |
|