| 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 |
1,391.4 |
1,418.0 |
26.6 |
1.9% |
1,370.8 |
| High |
1,420.6 |
1,433.3 |
12.7 |
0.9% |
1,420.6 |
| Low |
1,391.0 |
1,414.2 |
23.2 |
1.7% |
1,358.9 |
| Close |
1,410.5 |
1,420.4 |
9.9 |
0.7% |
1,410.5 |
| Range |
29.6 |
19.1 |
-10.5 |
-35.5% |
61.7 |
| ATR |
21.7 |
21.8 |
0.1 |
0.4% |
0.0 |
| Volume |
2,662 |
2,849 |
187 |
7.0% |
16,990 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,479.9 |
1,469.3 |
1,430.9 |
|
| R3 |
1,460.8 |
1,450.2 |
1,425.7 |
|
| R2 |
1,441.7 |
1,441.7 |
1,423.9 |
|
| R1 |
1,431.1 |
1,431.1 |
1,422.2 |
1,436.4 |
| PP |
1,422.6 |
1,422.6 |
1,422.6 |
1,425.3 |
| S1 |
1,412.0 |
1,412.0 |
1,418.6 |
1,417.3 |
| S2 |
1,403.5 |
1,403.5 |
1,416.9 |
|
| S3 |
1,384.4 |
1,392.9 |
1,415.1 |
|
| S4 |
1,365.3 |
1,373.8 |
1,409.9 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,581.8 |
1,557.8 |
1,444.4 |
|
| R3 |
1,520.1 |
1,496.1 |
1,427.5 |
|
| R2 |
1,458.4 |
1,458.4 |
1,421.8 |
|
| R1 |
1,434.4 |
1,434.4 |
1,416.2 |
1,446.4 |
| PP |
1,396.7 |
1,396.7 |
1,396.7 |
1,402.7 |
| S1 |
1,372.7 |
1,372.7 |
1,404.8 |
1,384.7 |
| S2 |
1,335.0 |
1,335.0 |
1,399.2 |
|
| S3 |
1,273.3 |
1,311.0 |
1,393.5 |
|
| S4 |
1,211.6 |
1,249.3 |
1,376.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,433.3 |
1,368.5 |
64.8 |
4.6% |
21.1 |
1.5% |
80% |
True |
False |
3,220 |
| 10 |
1,433.3 |
1,355.3 |
78.0 |
5.5% |
19.4 |
1.4% |
83% |
True |
False |
3,510 |
| 20 |
1,433.3 |
1,334.9 |
98.4 |
6.9% |
22.5 |
1.6% |
87% |
True |
False |
3,197 |
| 40 |
1,433.3 |
1,323.0 |
110.3 |
7.8% |
21.5 |
1.5% |
88% |
True |
False |
2,591 |
| 60 |
1,433.3 |
1,251.8 |
181.5 |
12.8% |
18.1 |
1.3% |
93% |
True |
False |
1,947 |
| 80 |
1,433.3 |
1,216.2 |
217.1 |
15.3% |
14.2 |
1.0% |
94% |
True |
False |
1,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.5 |
|
2.618 |
1,483.3 |
|
1.618 |
1,464.2 |
|
1.000 |
1,452.4 |
|
0.618 |
1,445.1 |
|
HIGH |
1,433.3 |
|
0.618 |
1,426.0 |
|
0.500 |
1,423.8 |
|
0.382 |
1,421.5 |
|
LOW |
1,414.2 |
|
0.618 |
1,402.4 |
|
1.000 |
1,395.1 |
|
1.618 |
1,383.3 |
|
2.618 |
1,364.2 |
|
4.250 |
1,333.0 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.8 |
1,417.2 |
| PP |
1,422.6 |
1,414.0 |
| S1 |
1,421.5 |
1,410.9 |
|