| 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 |
11,283 |
11,290 |
7 |
0.1% |
11,024 |
| High |
11,376 |
11,321 |
-55 |
-0.5% |
11,332 |
| Low |
11,265 |
11,216 |
-49 |
-0.4% |
10,855 |
| Close |
11,290 |
11,305 |
15 |
0.1% |
11,298 |
| Range |
111 |
105 |
-6 |
-5.4% |
477 |
| ATR |
141 |
138 |
-3 |
-1.8% |
0 |
| Volume |
5,117 |
17,397 |
12,280 |
240.0% |
845 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,596 |
11,555 |
11,363 |
|
| R3 |
11,491 |
11,450 |
11,334 |
|
| R2 |
11,386 |
11,386 |
11,324 |
|
| R1 |
11,345 |
11,345 |
11,315 |
11,366 |
| PP |
11,281 |
11,281 |
11,281 |
11,291 |
| S1 |
11,240 |
11,240 |
11,296 |
11,261 |
| S2 |
11,176 |
11,176 |
11,286 |
|
| S3 |
11,071 |
11,135 |
11,276 |
|
| S4 |
10,966 |
11,030 |
11,247 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,593 |
12,422 |
11,560 |
|
| R3 |
12,116 |
11,945 |
11,429 |
|
| R2 |
11,639 |
11,639 |
11,386 |
|
| R1 |
11,468 |
11,468 |
11,342 |
11,554 |
| PP |
11,162 |
11,162 |
11,162 |
11,204 |
| S1 |
10,991 |
10,991 |
11,254 |
11,077 |
| S2 |
10,685 |
10,685 |
11,211 |
|
| S3 |
10,208 |
10,514 |
11,167 |
|
| S4 |
9,731 |
10,037 |
11,036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,376 |
11,145 |
231 |
2.0% |
111 |
1.0% |
69% |
False |
False |
4,717 |
| 10 |
11,376 |
10,855 |
521 |
4.6% |
147 |
1.3% |
86% |
False |
False |
2,403 |
| 20 |
11,376 |
10,855 |
521 |
4.6% |
141 |
1.2% |
86% |
False |
False |
1,237 |
| 40 |
11,376 |
10,794 |
582 |
5.1% |
136 |
1.2% |
88% |
False |
False |
651 |
| 60 |
11,376 |
10,350 |
1,026 |
9.1% |
132 |
1.2% |
93% |
False |
False |
451 |
| 80 |
11,376 |
9,790 |
1,586 |
14.0% |
113 |
1.0% |
96% |
False |
False |
339 |
| 100 |
11,376 |
9,790 |
1,586 |
14.0% |
92 |
0.8% |
96% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,767 |
|
2.618 |
11,596 |
|
1.618 |
11,491 |
|
1.000 |
11,426 |
|
0.618 |
11,386 |
|
HIGH |
11,321 |
|
0.618 |
11,281 |
|
0.500 |
11,269 |
|
0.382 |
11,256 |
|
LOW |
11,216 |
|
0.618 |
11,151 |
|
1.000 |
11,111 |
|
1.618 |
11,046 |
|
2.618 |
10,941 |
|
4.250 |
10,770 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,293 |
11,302 |
| PP |
11,281 |
11,299 |
| S1 |
11,269 |
11,296 |
|