| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
7,000.0 |
7,026.0 |
26.0 |
0.4% |
6,881.0 |
| High |
7,030.0 |
7,043.0 |
13.0 |
0.2% |
6,993.0 |
| Low |
6,977.5 |
6,963.5 |
-14.0 |
-0.2% |
6,679.0 |
| Close |
6,992.0 |
6,980.5 |
-11.5 |
-0.2% |
6,969.5 |
| Range |
52.5 |
79.5 |
27.0 |
51.4% |
314.0 |
| ATR |
96.3 |
95.1 |
-1.2 |
-1.2% |
0.0 |
| Volume |
6,181 |
8,202 |
2,021 |
32.7% |
5,152 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,234.2 |
7,186.8 |
7,024.2 |
|
| R3 |
7,154.7 |
7,107.3 |
7,002.4 |
|
| R2 |
7,075.2 |
7,075.2 |
6,995.1 |
|
| R1 |
7,027.8 |
7,027.8 |
6,987.8 |
7,011.8 |
| PP |
6,995.7 |
6,995.7 |
6,995.7 |
6,987.6 |
| S1 |
6,948.3 |
6,948.3 |
6,973.2 |
6,932.3 |
| S2 |
6,916.2 |
6,916.2 |
6,965.9 |
|
| S3 |
6,836.7 |
6,868.8 |
6,958.6 |
|
| S4 |
6,757.2 |
6,789.3 |
6,936.8 |
|
|
| 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 |
6,935.0 |
125.0 |
1.8% |
62.2 |
0.9% |
36% |
False |
False |
4,654 |
| 10 |
7,060.0 |
6,679.0 |
381.0 |
5.5% |
98.7 |
1.4% |
79% |
False |
False |
2,798 |
| 20 |
7,060.0 |
6,646.5 |
413.5 |
5.9% |
98.6 |
1.4% |
81% |
False |
False |
1,868 |
| 40 |
7,060.0 |
6,470.0 |
590.0 |
8.5% |
84.3 |
1.2% |
87% |
False |
False |
1,267 |
| 60 |
7,060.0 |
6,137.5 |
922.5 |
13.2% |
88.2 |
1.3% |
91% |
False |
False |
1,199 |
| 80 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
83.4 |
1.2% |
93% |
False |
False |
1,315 |
| 100 |
7,060.0 |
5,863.5 |
1,196.5 |
17.1% |
80.8 |
1.2% |
93% |
False |
False |
1,070 |
| 120 |
7,060.0 |
5,844.0 |
1,216.0 |
17.4% |
80.2 |
1.1% |
93% |
False |
False |
909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,380.9 |
|
2.618 |
7,251.1 |
|
1.618 |
7,171.6 |
|
1.000 |
7,122.5 |
|
0.618 |
7,092.1 |
|
HIGH |
7,043.0 |
|
0.618 |
7,012.6 |
|
0.500 |
7,003.3 |
|
0.382 |
6,993.9 |
|
LOW |
6,963.5 |
|
0.618 |
6,914.4 |
|
1.000 |
6,884.0 |
|
1.618 |
6,834.9 |
|
2.618 |
6,755.4 |
|
4.250 |
6,625.6 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,003.3 |
7,011.8 |
| PP |
6,995.7 |
7,001.3 |
| S1 |
6,988.1 |
6,990.9 |
|