| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,389.5 |
1,418.6 |
29.1 |
2.1% |
1,363.5 |
| High |
1,418.7 |
1,431.3 |
12.6 |
0.9% |
1,418.7 |
| Low |
1,389.5 |
1,413.0 |
23.5 |
1.7% |
1,357.1 |
| Close |
1,408.4 |
1,418.3 |
9.9 |
0.7% |
1,408.4 |
| Range |
29.2 |
18.3 |
-10.9 |
-37.3% |
61.6 |
| ATR |
22.0 |
22.1 |
0.1 |
0.3% |
0.0 |
| Volume |
1,099 |
2,942 |
1,843 |
167.7% |
28,531 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,475.8 |
1,465.3 |
1,428.4 |
|
| R3 |
1,457.5 |
1,447.0 |
1,423.3 |
|
| R2 |
1,439.2 |
1,439.2 |
1,421.7 |
|
| R1 |
1,428.7 |
1,428.7 |
1,420.0 |
1,424.8 |
| PP |
1,420.9 |
1,420.9 |
1,420.9 |
1,418.9 |
| S1 |
1,410.4 |
1,410.4 |
1,416.6 |
1,406.5 |
| S2 |
1,402.6 |
1,402.6 |
1,414.9 |
|
| S3 |
1,384.3 |
1,392.1 |
1,413.3 |
|
| S4 |
1,366.0 |
1,373.8 |
1,408.2 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.5 |
1,555.6 |
1,442.3 |
|
| R3 |
1,517.9 |
1,494.0 |
1,425.3 |
|
| R2 |
1,456.3 |
1,456.3 |
1,419.7 |
|
| R1 |
1,432.4 |
1,432.4 |
1,414.0 |
1,444.4 |
| PP |
1,394.7 |
1,394.7 |
1,394.7 |
1,400.7 |
| S1 |
1,370.8 |
1,370.8 |
1,402.8 |
1,382.8 |
| S2 |
1,333.1 |
1,333.1 |
1,397.1 |
|
| S3 |
1,271.5 |
1,309.2 |
1,391.5 |
|
| S4 |
1,209.9 |
1,247.6 |
1,374.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,431.3 |
1,366.5 |
64.8 |
4.6% |
20.7 |
1.5% |
80% |
True |
False |
4,017 |
| 10 |
1,431.3 |
1,352.9 |
78.4 |
5.5% |
19.4 |
1.4% |
83% |
True |
False |
4,884 |
| 20 |
1,431.3 |
1,333.7 |
97.6 |
6.9% |
22.9 |
1.6% |
87% |
True |
False |
4,237 |
| 40 |
1,431.3 |
1,319.3 |
112.0 |
7.9% |
21.9 |
1.5% |
88% |
True |
False |
3,159 |
| 60 |
1,431.3 |
1,246.8 |
184.5 |
13.0% |
18.4 |
1.3% |
93% |
True |
False |
2,301 |
| 80 |
1,431.3 |
1,218.1 |
213.2 |
15.0% |
14.9 |
1.1% |
94% |
True |
False |
1,799 |
| 100 |
1,431.3 |
1,163.2 |
268.1 |
18.9% |
13.3 |
0.9% |
95% |
True |
False |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.1 |
|
2.618 |
1,479.2 |
|
1.618 |
1,460.9 |
|
1.000 |
1,449.6 |
|
0.618 |
1,442.6 |
|
HIGH |
1,431.3 |
|
0.618 |
1,424.3 |
|
0.500 |
1,422.2 |
|
0.382 |
1,420.0 |
|
LOW |
1,413.0 |
|
0.618 |
1,401.7 |
|
1.000 |
1,394.7 |
|
1.618 |
1,383.4 |
|
2.618 |
1,365.1 |
|
4.250 |
1,335.2 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,422.2 |
1,415.3 |
| PP |
1,420.9 |
1,412.2 |
| S1 |
1,419.6 |
1,409.2 |
|