| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,418.6 |
1,428.0 |
9.4 |
0.7% |
1,363.5 |
| High |
1,431.3 |
1,434.1 |
2.8 |
0.2% |
1,418.7 |
| Low |
1,413.0 |
1,399.5 |
-13.5 |
-1.0% |
1,357.1 |
| Close |
1,418.3 |
1,411.2 |
-7.1 |
-0.5% |
1,408.4 |
| Range |
18.3 |
34.6 |
16.3 |
89.1% |
61.6 |
| ATR |
22.1 |
23.0 |
0.9 |
4.1% |
0.0 |
| Volume |
2,942 |
4,555 |
1,613 |
54.8% |
28,531 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.7 |
1,499.6 |
1,430.2 |
|
| R3 |
1,484.1 |
1,465.0 |
1,420.7 |
|
| R2 |
1,449.5 |
1,449.5 |
1,417.5 |
|
| R1 |
1,430.4 |
1,430.4 |
1,414.4 |
1,422.7 |
| PP |
1,414.9 |
1,414.9 |
1,414.9 |
1,411.1 |
| S1 |
1,395.8 |
1,395.8 |
1,408.0 |
1,388.1 |
| S2 |
1,380.3 |
1,380.3 |
1,404.9 |
|
| S3 |
1,345.7 |
1,361.2 |
1,401.7 |
|
| S4 |
1,311.1 |
1,326.6 |
1,392.2 |
|
|
| 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 |
1,434.1 |
1,385.7 |
48.4 |
3.4% |
22.2 |
1.6% |
53% |
True |
False |
3,096 |
| 10 |
1,434.1 |
1,354.9 |
79.2 |
5.6% |
21.1 |
1.5% |
71% |
True |
False |
5,191 |
| 20 |
1,434.1 |
1,333.7 |
100.4 |
7.1% |
23.5 |
1.7% |
77% |
True |
False |
4,346 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.1% |
22.5 |
1.6% |
80% |
True |
False |
3,241 |
| 60 |
1,434.1 |
1,253.8 |
180.3 |
12.8% |
18.9 |
1.3% |
87% |
True |
False |
2,376 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.3% |
15.3 |
1.1% |
89% |
True |
False |
1,852 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.2% |
13.4 |
1.0% |
92% |
True |
False |
1,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,581.2 |
|
2.618 |
1,524.7 |
|
1.618 |
1,490.1 |
|
1.000 |
1,468.7 |
|
0.618 |
1,455.5 |
|
HIGH |
1,434.1 |
|
0.618 |
1,420.9 |
|
0.500 |
1,416.8 |
|
0.382 |
1,412.7 |
|
LOW |
1,399.5 |
|
0.618 |
1,378.1 |
|
1.000 |
1,364.9 |
|
1.618 |
1,343.5 |
|
2.618 |
1,308.9 |
|
4.250 |
1,252.5 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,416.8 |
1,411.8 |
| PP |
1,414.9 |
1,411.6 |
| S1 |
1,413.1 |
1,411.4 |
|