| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,405.8 |
1,388.6 |
-17.2 |
-1.2% |
1,363.5 |
| High |
1,406.2 |
1,397.1 |
-9.1 |
-0.6% |
1,418.7 |
| Low |
1,375.0 |
1,385.0 |
10.0 |
0.7% |
1,357.1 |
| Close |
1,385.3 |
1,394.9 |
9.6 |
0.7% |
1,408.4 |
| Range |
31.2 |
12.1 |
-19.1 |
-61.2% |
61.6 |
| ATR |
23.9 |
23.1 |
-0.8 |
-3.5% |
0.0 |
| Volume |
3,991 |
5,035 |
1,044 |
26.2% |
28,531 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.6 |
1,423.9 |
1,401.6 |
|
| R3 |
1,416.5 |
1,411.8 |
1,398.2 |
|
| R2 |
1,404.4 |
1,404.4 |
1,397.1 |
|
| R1 |
1,399.7 |
1,399.7 |
1,396.0 |
1,402.1 |
| PP |
1,392.3 |
1,392.3 |
1,392.3 |
1,393.5 |
| S1 |
1,387.6 |
1,387.6 |
1,393.8 |
1,390.0 |
| S2 |
1,380.2 |
1,380.2 |
1,392.7 |
|
| S3 |
1,368.1 |
1,375.5 |
1,391.6 |
|
| S4 |
1,356.0 |
1,363.4 |
1,388.2 |
|
|
| 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 |
1,375.0 |
59.1 |
4.2% |
25.1 |
1.8% |
34% |
False |
False |
3,524 |
| 10 |
1,434.1 |
1,354.9 |
79.2 |
5.7% |
22.1 |
1.6% |
51% |
False |
False |
4,947 |
| 20 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
22.4 |
1.6% |
61% |
False |
False |
4,461 |
| 40 |
1,434.1 |
1,319.3 |
114.8 |
8.2% |
22.7 |
1.6% |
66% |
False |
False |
3,399 |
| 60 |
1,434.1 |
1,277.0 |
157.1 |
11.3% |
19.2 |
1.4% |
75% |
False |
False |
2,508 |
| 80 |
1,434.1 |
1,218.1 |
216.0 |
15.5% |
15.8 |
1.1% |
82% |
False |
False |
1,964 |
| 100 |
1,434.1 |
1,163.2 |
270.9 |
19.4% |
13.7 |
1.0% |
86% |
False |
False |
1,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,448.5 |
|
2.618 |
1,428.8 |
|
1.618 |
1,416.7 |
|
1.000 |
1,409.2 |
|
0.618 |
1,404.6 |
|
HIGH |
1,397.1 |
|
0.618 |
1,392.5 |
|
0.500 |
1,391.1 |
|
0.382 |
1,389.6 |
|
LOW |
1,385.0 |
|
0.618 |
1,377.5 |
|
1.000 |
1,372.9 |
|
1.618 |
1,365.4 |
|
2.618 |
1,353.3 |
|
4.250 |
1,333.6 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,393.6 |
1,404.6 |
| PP |
1,392.3 |
1,401.3 |
| S1 |
1,391.1 |
1,398.1 |
|