| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,854.0 |
14.0 |
0.5% |
2,787.0 |
| High |
2,849.0 |
2,858.0 |
9.0 |
0.3% |
2,858.0 |
| Low |
2,824.0 |
2,831.0 |
7.0 |
0.2% |
2,755.0 |
| Close |
2,839.0 |
2,838.0 |
-1.0 |
0.0% |
2,838.0 |
| Range |
25.0 |
27.0 |
2.0 |
8.0% |
103.0 |
| ATR |
55.6 |
53.5 |
-2.0 |
-3.7% |
0.0 |
| Volume |
221,787 |
219,415 |
-2,372 |
-1.1% |
769,845 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.3 |
2,907.7 |
2,852.9 |
|
| R3 |
2,896.3 |
2,880.7 |
2,845.4 |
|
| R2 |
2,869.3 |
2,869.3 |
2,843.0 |
|
| R1 |
2,853.7 |
2,853.7 |
2,840.5 |
2,848.0 |
| PP |
2,842.3 |
2,842.3 |
2,842.3 |
2,839.5 |
| S1 |
2,826.7 |
2,826.7 |
2,835.5 |
2,821.0 |
| S2 |
2,815.3 |
2,815.3 |
2,833.1 |
|
| S3 |
2,788.3 |
2,799.7 |
2,830.6 |
|
| S4 |
2,761.3 |
2,772.7 |
2,823.2 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.0 |
3,085.0 |
2,894.7 |
|
| R3 |
3,023.0 |
2,982.0 |
2,866.3 |
|
| R2 |
2,920.0 |
2,920.0 |
2,856.9 |
|
| R1 |
2,879.0 |
2,879.0 |
2,847.4 |
2,899.5 |
| PP |
2,817.0 |
2,817.0 |
2,817.0 |
2,827.3 |
| S1 |
2,776.0 |
2,776.0 |
2,828.6 |
2,796.5 |
| S2 |
2,714.0 |
2,714.0 |
2,819.1 |
|
| S3 |
2,611.0 |
2,673.0 |
2,809.7 |
|
| S4 |
2,508.0 |
2,570.0 |
2,781.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,858.0 |
2,755.0 |
103.0 |
3.6% |
39.2 |
1.4% |
81% |
True |
False |
153,969 |
| 10 |
2,858.0 |
2,631.0 |
227.0 |
8.0% |
56.5 |
2.0% |
91% |
True |
False |
111,288 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
53.7 |
1.9% |
82% |
False |
False |
60,041 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
49.1 |
1.7% |
73% |
False |
False |
42,188 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
49.1 |
1.7% |
73% |
False |
False |
29,890 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
46.9 |
1.7% |
80% |
False |
False |
23,626 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.5 |
1.6% |
80% |
False |
False |
18,962 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
44.4 |
1.6% |
82% |
False |
False |
15,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,972.8 |
|
2.618 |
2,928.7 |
|
1.618 |
2,901.7 |
|
1.000 |
2,885.0 |
|
0.618 |
2,874.7 |
|
HIGH |
2,858.0 |
|
0.618 |
2,847.7 |
|
0.500 |
2,844.5 |
|
0.382 |
2,841.3 |
|
LOW |
2,831.0 |
|
0.618 |
2,814.3 |
|
1.000 |
2,804.0 |
|
1.618 |
2,787.3 |
|
2.618 |
2,760.3 |
|
4.250 |
2,716.3 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.5 |
2,831.7 |
| PP |
2,842.3 |
2,825.3 |
| S1 |
2,840.2 |
2,819.0 |
|