| 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 |
1,428.0 |
1,405.8 |
-22.2 |
-1.6% |
1,363.5 |
| High |
1,434.1 |
1,406.2 |
-27.9 |
-1.9% |
1,418.7 |
| Low |
1,399.5 |
1,375.0 |
-24.5 |
-1.8% |
1,357.1 |
| Close |
1,411.2 |
1,385.3 |
-25.9 |
-1.8% |
1,408.4 |
| Range |
34.6 |
31.2 |
-3.4 |
-9.8% |
61.6 |
| ATR |
23.0 |
23.9 |
0.9 |
4.1% |
0.0 |
| Volume |
4,555 |
3,991 |
-564 |
-12.4% |
28,531 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,482.4 |
1,465.1 |
1,402.5 |
|
| R3 |
1,451.2 |
1,433.9 |
1,393.9 |
|
| R2 |
1,420.0 |
1,420.0 |
1,391.0 |
|
| R1 |
1,402.7 |
1,402.7 |
1,388.2 |
1,395.8 |
| PP |
1,388.8 |
1,388.8 |
1,388.8 |
1,385.4 |
| S1 |
1,371.5 |
1,371.5 |
1,382.4 |
1,364.6 |
| S2 |
1,357.6 |
1,357.6 |
1,379.6 |
|
| S3 |
1,326.4 |
1,340.3 |
1,376.7 |
|
| S4 |
1,295.2 |
1,309.1 |
1,368.1 |
|
|
| 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 |
1,375.0 |
59.1 |
4.3% |
25.6 |
1.8% |
17% |
False |
True |
3,136 |
| 10 |
1,434.1 |
1,354.9 |
79.2 |
5.7% |
21.6 |
1.6% |
38% |
False |
False |
5,330 |
| 20 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
23.1 |
1.7% |
51% |
False |
False |
4,350 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
22.9 |
1.7% |
57% |
False |
False |
3,311 |
| 60 |
1,434.1 |
1,271.8 |
162.3 |
11.7% |
19.0 |
1.4% |
70% |
False |
False |
2,440 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
15.7 |
1.1% |
77% |
False |
False |
1,902 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.6% |
13.7 |
1.0% |
82% |
False |
False |
1,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,538.8 |
|
2.618 |
1,487.9 |
|
1.618 |
1,456.7 |
|
1.000 |
1,437.4 |
|
0.618 |
1,425.5 |
|
HIGH |
1,406.2 |
|
0.618 |
1,394.3 |
|
0.500 |
1,390.6 |
|
0.382 |
1,386.9 |
|
LOW |
1,375.0 |
|
0.618 |
1,355.7 |
|
1.000 |
1,343.8 |
|
1.618 |
1,324.5 |
|
2.618 |
1,293.3 |
|
4.250 |
1,242.4 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.6 |
1,404.6 |
| PP |
1,388.8 |
1,398.1 |
| S1 |
1,387.1 |
1,391.7 |
|