| 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 |
1,430.1 |
1,404.6 |
-25.5 |
-1.8% |
1,370.8 |
| High |
1,436.7 |
1,409.1 |
-27.6 |
-1.9% |
1,420.6 |
| Low |
1,402.7 |
1,377.0 |
-25.7 |
-1.8% |
1,358.9 |
| Close |
1,413.3 |
1,387.5 |
-25.8 |
-1.8% |
1,410.5 |
| Range |
34.0 |
32.1 |
-1.9 |
-5.6% |
61.7 |
| ATR |
22.7 |
23.6 |
1.0 |
4.3% |
0.0 |
| Volume |
1,872 |
3,080 |
1,208 |
64.5% |
16,990 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.5 |
1,469.6 |
1,405.2 |
|
| R3 |
1,455.4 |
1,437.5 |
1,396.3 |
|
| R2 |
1,423.3 |
1,423.3 |
1,393.4 |
|
| R1 |
1,405.4 |
1,405.4 |
1,390.4 |
1,398.3 |
| PP |
1,391.2 |
1,391.2 |
1,391.2 |
1,387.7 |
| S1 |
1,373.3 |
1,373.3 |
1,384.6 |
1,366.2 |
| S2 |
1,359.1 |
1,359.1 |
1,381.6 |
|
| S3 |
1,327.0 |
1,341.2 |
1,378.7 |
|
| S4 |
1,294.9 |
1,309.1 |
1,369.8 |
|
|
| 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 |
1,436.7 |
1,377.0 |
59.7 |
4.3% |
26.1 |
1.9% |
18% |
False |
True |
2,599 |
| 10 |
1,436.7 |
1,357.1 |
79.6 |
5.7% |
21.9 |
1.6% |
38% |
False |
False |
3,297 |
| 20 |
1,436.7 |
1,334.9 |
101.8 |
7.3% |
22.7 |
1.6% |
52% |
False |
False |
3,143 |
| 40 |
1,436.7 |
1,323.0 |
113.7 |
8.2% |
22.6 |
1.6% |
57% |
False |
False |
2,697 |
| 60 |
1,436.7 |
1,271.5 |
165.2 |
11.9% |
19.0 |
1.4% |
70% |
False |
False |
2,017 |
| 80 |
1,436.7 |
1,216.2 |
220.5 |
15.9% |
15.1 |
1.1% |
78% |
False |
False |
1,581 |
| 100 |
1,436.7 |
1,166.2 |
270.5 |
19.5% |
13.3 |
1.0% |
82% |
False |
False |
1,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,545.5 |
|
2.618 |
1,493.1 |
|
1.618 |
1,461.0 |
|
1.000 |
1,441.2 |
|
0.618 |
1,428.9 |
|
HIGH |
1,409.1 |
|
0.618 |
1,396.8 |
|
0.500 |
1,393.1 |
|
0.382 |
1,389.3 |
|
LOW |
1,377.0 |
|
0.618 |
1,357.2 |
|
1.000 |
1,344.9 |
|
1.618 |
1,325.1 |
|
2.618 |
1,293.0 |
|
4.250 |
1,240.6 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,393.1 |
1,406.9 |
| PP |
1,391.2 |
1,400.4 |
| S1 |
1,389.4 |
1,394.0 |
|