| 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 |
11,361.88 |
11,381.33 |
19.45 |
0.2% |
11,083.75 |
| High |
11,388.87 |
11,392.08 |
3.21 |
0.0% |
11,388.87 |
| Low |
11,318.82 |
11,350.27 |
31.45 |
0.3% |
10,929.28 |
| Close |
11,382.09 |
11,362.19 |
-19.90 |
-0.2% |
11,382.09 |
| Range |
70.05 |
41.81 |
-28.24 |
-40.3% |
459.59 |
| ATR |
135.97 |
129.25 |
-6.73 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,493.61 |
11,469.71 |
11,385.19 |
|
| R3 |
11,451.80 |
11,427.90 |
11,373.69 |
|
| R2 |
11,409.99 |
11,409.99 |
11,369.86 |
|
| R1 |
11,386.09 |
11,386.09 |
11,366.02 |
11,377.14 |
| PP |
11,368.18 |
11,368.18 |
11,368.18 |
11,363.70 |
| S1 |
11,344.28 |
11,344.28 |
11,358.36 |
11,335.33 |
| S2 |
11,326.37 |
11,326.37 |
11,354.52 |
|
| S3 |
11,284.56 |
11,302.47 |
11,350.69 |
|
| S4 |
11,242.75 |
11,260.66 |
11,339.19 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,612.18 |
12,456.73 |
11,634.86 |
|
| R3 |
12,152.59 |
11,997.14 |
11,508.48 |
|
| R2 |
11,693.00 |
11,693.00 |
11,466.35 |
|
| R1 |
11,537.55 |
11,537.55 |
11,424.22 |
11,615.28 |
| PP |
11,233.41 |
11,233.41 |
11,233.41 |
11,272.28 |
| S1 |
11,077.96 |
11,077.96 |
11,339.96 |
11,155.69 |
| S2 |
10,773.82 |
10,773.82 |
11,297.83 |
|
| S3 |
10,314.23 |
10,618.37 |
11,255.70 |
|
| S4 |
9,854.64 |
10,158.78 |
11,129.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,392.08 |
10,942.98 |
449.10 |
4.0% |
123.67 |
1.1% |
93% |
True |
False |
|
| 10 |
11,392.08 |
10,929.28 |
462.80 |
4.1% |
138.74 |
1.2% |
94% |
True |
False |
|
| 20 |
11,439.61 |
10,929.28 |
510.33 |
4.5% |
128.21 |
1.1% |
85% |
False |
False |
|
| 40 |
11,451.53 |
10,913.84 |
537.69 |
4.7% |
126.09 |
1.1% |
83% |
False |
False |
|
| 60 |
11,451.53 |
10,458.60 |
992.93 |
8.7% |
123.57 |
1.1% |
91% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
127.29 |
1.1% |
94% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
132.09 |
1.2% |
94% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
136.11 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,569.77 |
|
2.618 |
11,501.54 |
|
1.618 |
11,459.73 |
|
1.000 |
11,433.89 |
|
0.618 |
11,417.92 |
|
HIGH |
11,392.08 |
|
0.618 |
11,376.11 |
|
0.500 |
11,371.18 |
|
0.382 |
11,366.24 |
|
LOW |
11,350.27 |
|
0.618 |
11,324.43 |
|
1.000 |
11,308.46 |
|
1.618 |
11,282.62 |
|
2.618 |
11,240.81 |
|
4.250 |
11,172.58 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,371.18 |
11,349.45 |
| PP |
11,368.18 |
11,336.71 |
| S1 |
11,365.19 |
11,323.97 |
|