| 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 |
7,026.0 |
7,025.5 |
-0.5 |
0.0% |
6,987.5 |
| High |
7,043.0 |
7,045.0 |
2.0 |
0.0% |
7,060.0 |
| Low |
6,963.5 |
6,992.5 |
29.0 |
0.4% |
6,945.5 |
| Close |
6,980.5 |
7,019.0 |
38.5 |
0.6% |
7,019.0 |
| Range |
79.5 |
52.5 |
-27.0 |
-34.0% |
114.5 |
| ATR |
95.1 |
92.9 |
-2.2 |
-2.3% |
0.0 |
| Volume |
8,202 |
15,088 |
6,886 |
84.0% |
37,395 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,176.3 |
7,150.2 |
7,047.9 |
|
| R3 |
7,123.8 |
7,097.7 |
7,033.4 |
|
| R2 |
7,071.3 |
7,071.3 |
7,028.6 |
|
| R1 |
7,045.2 |
7,045.2 |
7,023.8 |
7,032.0 |
| PP |
7,018.8 |
7,018.8 |
7,018.8 |
7,012.3 |
| S1 |
6,992.7 |
6,992.7 |
7,014.2 |
6,979.5 |
| S2 |
6,966.3 |
6,966.3 |
7,009.4 |
|
| S3 |
6,913.8 |
6,940.2 |
7,004.6 |
|
| S4 |
6,861.3 |
6,887.7 |
6,990.1 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,351.7 |
7,299.8 |
7,082.0 |
|
| R3 |
7,237.2 |
7,185.3 |
7,050.5 |
|
| R2 |
7,122.7 |
7,122.7 |
7,040.0 |
|
| R1 |
7,070.8 |
7,070.8 |
7,029.5 |
7,096.8 |
| PP |
7,008.2 |
7,008.2 |
7,008.2 |
7,021.1 |
| S1 |
6,956.3 |
6,956.3 |
7,008.5 |
6,982.3 |
| S2 |
6,893.7 |
6,893.7 |
6,998.0 |
|
| S3 |
6,779.2 |
6,841.8 |
6,987.5 |
|
| S4 |
6,664.7 |
6,727.3 |
6,956.0 |
|
|
| 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 |
6,945.5 |
114.5 |
1.6% |
61.1 |
0.9% |
64% |
False |
False |
7,479 |
| 10 |
7,060.0 |
6,679.0 |
381.0 |
5.4% |
94.9 |
1.4% |
89% |
False |
False |
4,254 |
| 20 |
7,060.0 |
6,674.0 |
386.0 |
5.5% |
94.4 |
1.3% |
89% |
False |
False |
2,608 |
| 40 |
7,060.0 |
6,485.0 |
575.0 |
8.2% |
84.0 |
1.2% |
93% |
False |
False |
1,636 |
| 60 |
7,060.0 |
6,137.5 |
922.5 |
13.1% |
86.9 |
1.2% |
96% |
False |
False |
1,395 |
| 80 |
7,060.0 |
5,863.5 |
1,196.5 |
17.0% |
82.9 |
1.2% |
97% |
False |
False |
1,502 |
| 100 |
7,060.0 |
5,863.5 |
1,196.5 |
17.0% |
81.2 |
1.2% |
97% |
False |
False |
1,221 |
| 120 |
7,060.0 |
5,844.0 |
1,216.0 |
17.3% |
80.0 |
1.1% |
97% |
False |
False |
1,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,268.1 |
|
2.618 |
7,182.4 |
|
1.618 |
7,129.9 |
|
1.000 |
7,097.5 |
|
0.618 |
7,077.4 |
|
HIGH |
7,045.0 |
|
0.618 |
7,024.9 |
|
0.500 |
7,018.8 |
|
0.382 |
7,012.6 |
|
LOW |
6,992.5 |
|
0.618 |
6,960.1 |
|
1.000 |
6,940.0 |
|
1.618 |
6,907.6 |
|
2.618 |
6,855.1 |
|
4.250 |
6,769.4 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
7,018.9 |
7,014.1 |
| PP |
7,018.8 |
7,009.2 |
| S1 |
7,018.8 |
7,004.3 |
|