| 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 |
6,987.5 |
6,990.0 |
2.5 |
0.0% |
6,881.0 |
| High |
6,990.0 |
7,060.0 |
70.0 |
1.0% |
6,993.0 |
| Low |
6,945.5 |
6,983.5 |
38.0 |
0.5% |
6,679.0 |
| Close |
6,967.5 |
7,016.0 |
48.5 |
0.7% |
6,969.5 |
| Range |
44.5 |
76.5 |
32.0 |
71.9% |
314.0 |
| ATR |
100.2 |
99.6 |
-0.5 |
-0.5% |
0.0 |
| Volume |
0 |
7,924 |
7,924 |
|
5,152 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,249.3 |
7,209.2 |
7,058.1 |
|
| R3 |
7,172.8 |
7,132.7 |
7,037.0 |
|
| R2 |
7,096.3 |
7,096.3 |
7,030.0 |
|
| R1 |
7,056.2 |
7,056.2 |
7,023.0 |
7,076.3 |
| PP |
7,019.8 |
7,019.8 |
7,019.8 |
7,029.9 |
| S1 |
6,979.7 |
6,979.7 |
7,009.0 |
6,999.8 |
| S2 |
6,943.3 |
6,943.3 |
7,002.0 |
|
| S3 |
6,866.8 |
6,903.2 |
6,995.0 |
|
| S4 |
6,790.3 |
6,826.7 |
6,973.9 |
|
|
| 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 |
7,060.0 |
6,748.0 |
312.0 |
4.4% |
90.7 |
1.3% |
86% |
True |
False |
2,264 |
| 10 |
7,060.0 |
6,679.0 |
381.0 |
5.4% |
106.0 |
1.5% |
88% |
True |
False |
1,461 |
| 20 |
7,060.0 |
6,646.5 |
413.5 |
5.9% |
98.7 |
1.4% |
89% |
True |
False |
1,228 |
| 40 |
7,060.0 |
6,355.0 |
705.0 |
10.0% |
85.0 |
1.2% |
94% |
True |
False |
957 |
| 60 |
7,060.0 |
6,137.5 |
922.5 |
13.1% |
87.8 |
1.3% |
95% |
True |
False |
1,269 |
| 80 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
84.5 |
1.2% |
96% |
True |
False |
1,140 |
| 100 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
82.1 |
1.2% |
96% |
True |
False |
930 |
| 120 |
7,060.0 |
5,844.0 |
1,216.0 |
17.3% |
80.3 |
1.1% |
96% |
True |
False |
789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,385.1 |
|
2.618 |
7,260.3 |
|
1.618 |
7,183.8 |
|
1.000 |
7,136.5 |
|
0.618 |
7,107.3 |
|
HIGH |
7,060.0 |
|
0.618 |
7,030.8 |
|
0.500 |
7,021.8 |
|
0.382 |
7,012.7 |
|
LOW |
6,983.5 |
|
0.618 |
6,936.2 |
|
1.000 |
6,907.0 |
|
1.618 |
6,859.7 |
|
2.618 |
6,783.2 |
|
4.250 |
6,658.4 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,021.8 |
7,009.8 |
| PP |
7,019.8 |
7,003.7 |
| S1 |
7,017.9 |
6,997.5 |
|