| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
6,969.0 |
6,987.5 |
18.5 |
0.3% |
6,881.0 |
| High |
6,993.0 |
6,990.0 |
-3.0 |
0.0% |
6,993.0 |
| Low |
6,935.0 |
6,945.5 |
10.5 |
0.2% |
6,679.0 |
| Close |
6,969.5 |
6,967.5 |
-2.0 |
0.0% |
6,969.5 |
| Range |
58.0 |
44.5 |
-13.5 |
-23.3% |
314.0 |
| ATR |
104.5 |
100.2 |
-4.3 |
-4.1% |
0.0 |
| Volume |
964 |
0 |
-964 |
-100.0% |
5,152 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,101.2 |
7,078.8 |
6,992.0 |
|
| R3 |
7,056.7 |
7,034.3 |
6,979.7 |
|
| R2 |
7,012.2 |
7,012.2 |
6,975.7 |
|
| R1 |
6,989.8 |
6,989.8 |
6,971.6 |
6,978.8 |
| PP |
6,967.7 |
6,967.7 |
6,967.7 |
6,962.1 |
| S1 |
6,945.3 |
6,945.3 |
6,963.4 |
6,934.3 |
| S2 |
6,923.2 |
6,923.2 |
6,959.3 |
|
| S3 |
6,878.7 |
6,900.8 |
6,955.3 |
|
| S4 |
6,834.2 |
6,856.3 |
6,943.0 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,822.5 |
7,710.0 |
7,142.2 |
|
| R3 |
7,508.5 |
7,396.0 |
7,055.9 |
|
| R2 |
7,194.5 |
7,194.5 |
7,027.1 |
|
| R1 |
7,082.0 |
7,082.0 |
6,998.3 |
7,138.3 |
| PP |
6,880.5 |
6,880.5 |
6,880.5 |
6,908.6 |
| S1 |
6,768.0 |
6,768.0 |
6,940.7 |
6,824.3 |
| S2 |
6,566.5 |
6,566.5 |
6,911.9 |
|
| S3 |
6,252.5 |
6,454.0 |
6,883.2 |
|
| S4 |
5,938.5 |
6,140.0 |
6,796.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,993.0 |
6,679.0 |
314.0 |
4.5% |
95.6 |
1.4% |
92% |
False |
False |
779 |
| 10 |
6,993.0 |
6,679.0 |
314.0 |
4.5% |
109.8 |
1.6% |
92% |
False |
False |
738 |
| 20 |
6,993.0 |
6,646.5 |
346.5 |
5.0% |
98.7 |
1.4% |
93% |
False |
False |
889 |
| 40 |
6,993.0 |
6,250.0 |
743.0 |
10.7% |
85.7 |
1.2% |
97% |
False |
False |
767 |
| 60 |
6,993.0 |
6,137.5 |
855.5 |
12.3% |
87.5 |
1.3% |
97% |
False |
False |
1,195 |
| 80 |
6,993.0 |
5,863.5 |
1,129.5 |
16.2% |
84.5 |
1.2% |
98% |
False |
False |
1,044 |
| 100 |
6,993.0 |
5,863.5 |
1,129.5 |
16.2% |
82.3 |
1.2% |
98% |
False |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,179.1 |
|
2.618 |
7,106.5 |
|
1.618 |
7,062.0 |
|
1.000 |
7,034.5 |
|
0.618 |
7,017.5 |
|
HIGH |
6,990.0 |
|
0.618 |
6,973.0 |
|
0.500 |
6,967.8 |
|
0.382 |
6,962.5 |
|
LOW |
6,945.5 |
|
0.618 |
6,918.0 |
|
1.000 |
6,901.0 |
|
1.618 |
6,873.5 |
|
2.618 |
6,829.0 |
|
4.250 |
6,756.4 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,967.8 |
6,954.5 |
| PP |
6,967.7 |
6,941.5 |
| S1 |
6,967.6 |
6,928.5 |
|