| 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 |
2,776.0 |
2,782.0 |
6.0 |
0.2% |
2,734.0 |
| High |
2,822.0 |
2,834.0 |
12.0 |
0.4% |
2,795.0 |
| Low |
2,772.0 |
2,780.0 |
8.0 |
0.3% |
2,631.0 |
| Close |
2,801.0 |
2,818.0 |
17.0 |
0.6% |
2,784.0 |
| Range |
50.0 |
54.0 |
4.0 |
8.0% |
164.0 |
| ATR |
57.7 |
57.5 |
-0.3 |
-0.5% |
0.0 |
| Volume |
251,991 |
76,652 |
-175,339 |
-69.6% |
343,040 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.7 |
2,949.3 |
2,847.7 |
|
| R3 |
2,918.7 |
2,895.3 |
2,832.9 |
|
| R2 |
2,864.7 |
2,864.7 |
2,827.9 |
|
| R1 |
2,841.3 |
2,841.3 |
2,823.0 |
2,853.0 |
| PP |
2,810.7 |
2,810.7 |
2,810.7 |
2,816.5 |
| S1 |
2,787.3 |
2,787.3 |
2,813.1 |
2,799.0 |
| S2 |
2,756.7 |
2,756.7 |
2,808.1 |
|
| S3 |
2,702.7 |
2,733.3 |
2,803.2 |
|
| S4 |
2,648.7 |
2,679.3 |
2,788.3 |
|
|
| 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 |
2,834.0 |
2,701.0 |
133.0 |
4.7% |
54.4 |
1.9% |
88% |
True |
False |
74,816 |
| 10 |
2,834.0 |
2,631.0 |
203.0 |
7.2% |
57.8 |
2.1% |
92% |
True |
False |
67,384 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.9% |
56.8 |
2.0% |
75% |
False |
False |
52,622 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
49.4 |
1.8% |
66% |
False |
False |
33,359 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
49.8 |
1.8% |
66% |
False |
False |
23,075 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
47.6 |
1.7% |
74% |
False |
False |
18,113 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
45.2 |
1.6% |
74% |
False |
False |
14,559 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.4% |
44.8 |
1.6% |
77% |
False |
False |
12,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.5 |
|
2.618 |
2,975.4 |
|
1.618 |
2,921.4 |
|
1.000 |
2,888.0 |
|
0.618 |
2,867.4 |
|
HIGH |
2,834.0 |
|
0.618 |
2,813.4 |
|
0.500 |
2,807.0 |
|
0.382 |
2,800.6 |
|
LOW |
2,780.0 |
|
0.618 |
2,746.6 |
|
1.000 |
2,726.0 |
|
1.618 |
2,692.6 |
|
2.618 |
2,638.6 |
|
4.250 |
2,550.5 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.3 |
2,810.2 |
| PP |
2,810.7 |
2,802.3 |
| S1 |
2,807.0 |
2,794.5 |
|