| 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 |
6,990.0 |
7,000.0 |
10.0 |
0.1% |
6,881.0 |
| High |
7,060.0 |
7,030.0 |
-30.0 |
-0.4% |
6,993.0 |
| Low |
6,983.5 |
6,977.5 |
-6.0 |
-0.1% |
6,679.0 |
| Close |
7,016.0 |
6,992.0 |
-24.0 |
-0.3% |
6,969.5 |
| Range |
76.5 |
52.5 |
-24.0 |
-31.4% |
314.0 |
| ATR |
99.6 |
96.3 |
-3.4 |
-3.4% |
0.0 |
| Volume |
7,924 |
6,181 |
-1,743 |
-22.0% |
5,152 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,157.3 |
7,127.2 |
7,020.9 |
|
| R3 |
7,104.8 |
7,074.7 |
7,006.4 |
|
| R2 |
7,052.3 |
7,052.3 |
7,001.6 |
|
| R1 |
7,022.2 |
7,022.2 |
6,996.8 |
7,011.0 |
| PP |
6,999.8 |
6,999.8 |
6,999.8 |
6,994.3 |
| S1 |
6,969.7 |
6,969.7 |
6,987.2 |
6,958.5 |
| S2 |
6,947.3 |
6,947.3 |
6,982.4 |
|
| S3 |
6,894.8 |
6,917.2 |
6,977.6 |
|
| S4 |
6,842.3 |
6,864.7 |
6,963.1 |
|
|
| 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 |
6,864.0 |
196.0 |
2.8% |
70.1 |
1.0% |
65% |
False |
False |
3,258 |
| 10 |
7,060.0 |
6,679.0 |
381.0 |
5.4% |
96.6 |
1.4% |
82% |
False |
False |
2,030 |
| 20 |
7,060.0 |
6,646.5 |
413.5 |
5.9% |
96.9 |
1.4% |
84% |
False |
False |
1,516 |
| 40 |
7,060.0 |
6,467.5 |
592.5 |
8.5% |
83.3 |
1.2% |
89% |
False |
False |
1,081 |
| 60 |
7,060.0 |
6,137.5 |
922.5 |
13.2% |
87.7 |
1.3% |
93% |
False |
False |
1,242 |
| 80 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
84.2 |
1.2% |
94% |
False |
False |
1,213 |
| 100 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
81.5 |
1.2% |
94% |
False |
False |
991 |
| 120 |
7,060.0 |
5,844.0 |
1,216.0 |
17.4% |
80.4 |
1.1% |
94% |
False |
False |
840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,253.1 |
|
2.618 |
7,167.4 |
|
1.618 |
7,114.9 |
|
1.000 |
7,082.5 |
|
0.618 |
7,062.4 |
|
HIGH |
7,030.0 |
|
0.618 |
7,009.9 |
|
0.500 |
7,003.8 |
|
0.382 |
6,997.6 |
|
LOW |
6,977.5 |
|
0.618 |
6,945.1 |
|
1.000 |
6,925.0 |
|
1.618 |
6,892.6 |
|
2.618 |
6,840.1 |
|
4.250 |
6,754.4 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,003.8 |
7,002.8 |
| PP |
6,999.8 |
6,999.2 |
| S1 |
6,995.9 |
6,995.6 |
|