| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,381.33 |
11,363.85 |
-17.48 |
-0.2% |
11,083.75 |
| High |
11,392.08 |
11,450.89 |
58.81 |
0.5% |
11,388.87 |
| Low |
11,350.27 |
11,354.09 |
3.82 |
0.0% |
10,929.28 |
| Close |
11,362.19 |
11,359.16 |
-3.03 |
0.0% |
11,382.09 |
| Range |
41.81 |
96.80 |
54.99 |
131.5% |
459.59 |
| ATR |
129.25 |
126.93 |
-2.32 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,678.45 |
11,615.60 |
11,412.40 |
|
| R3 |
11,581.65 |
11,518.80 |
11,385.78 |
|
| R2 |
11,484.85 |
11,484.85 |
11,376.91 |
|
| R1 |
11,422.00 |
11,422.00 |
11,368.03 |
11,405.03 |
| PP |
11,388.05 |
11,388.05 |
11,388.05 |
11,379.56 |
| S1 |
11,325.20 |
11,325.20 |
11,350.29 |
11,308.23 |
| S2 |
11,291.25 |
11,291.25 |
11,341.41 |
|
| S3 |
11,194.45 |
11,228.40 |
11,332.54 |
|
| S4 |
11,097.65 |
11,131.60 |
11,305.92 |
|
|
| 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 |
11,450.89 |
11,007.23 |
443.66 |
3.9% |
119.10 |
1.0% |
79% |
True |
False |
|
| 10 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
133.26 |
1.2% |
82% |
True |
False |
|
| 20 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
129.19 |
1.1% |
82% |
True |
False |
|
| 40 |
11,451.53 |
10,913.84 |
537.69 |
4.7% |
127.20 |
1.1% |
83% |
False |
False |
|
| 60 |
11,451.53 |
10,480.78 |
970.75 |
8.5% |
123.37 |
1.1% |
90% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
127.64 |
1.1% |
94% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
130.29 |
1.1% |
94% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
135.90 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,862.29 |
|
2.618 |
11,704.31 |
|
1.618 |
11,607.51 |
|
1.000 |
11,547.69 |
|
0.618 |
11,510.71 |
|
HIGH |
11,450.89 |
|
0.618 |
11,413.91 |
|
0.500 |
11,402.49 |
|
0.382 |
11,391.07 |
|
LOW |
11,354.09 |
|
0.618 |
11,294.27 |
|
1.000 |
11,257.29 |
|
1.618 |
11,197.47 |
|
2.618 |
11,100.67 |
|
4.250 |
10,942.69 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,402.49 |
11,384.86 |
| PP |
11,388.05 |
11,376.29 |
| S1 |
11,373.60 |
11,367.73 |
|