| 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 |
11,363.85 |
11,354.30 |
-9.55 |
-0.1% |
11,083.75 |
| High |
11,450.89 |
11,389.09 |
-61.80 |
-0.5% |
11,388.87 |
| Low |
11,354.09 |
11,327.49 |
-26.60 |
-0.2% |
10,929.28 |
| Close |
11,359.16 |
11,372.48 |
13.32 |
0.1% |
11,382.09 |
| Range |
96.80 |
61.60 |
-35.20 |
-36.4% |
459.59 |
| ATR |
126.93 |
122.26 |
-4.67 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,547.82 |
11,521.75 |
11,406.36 |
|
| R3 |
11,486.22 |
11,460.15 |
11,389.42 |
|
| R2 |
11,424.62 |
11,424.62 |
11,383.77 |
|
| R1 |
11,398.55 |
11,398.55 |
11,378.13 |
11,411.59 |
| PP |
11,363.02 |
11,363.02 |
11,363.02 |
11,369.54 |
| S1 |
11,336.95 |
11,336.95 |
11,366.83 |
11,349.99 |
| S2 |
11,301.42 |
11,301.42 |
11,361.19 |
|
| S3 |
11,239.82 |
11,275.35 |
11,355.54 |
|
| S4 |
11,178.22 |
11,213.75 |
11,338.60 |
|
|
| 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 |
11,255.85 |
195.04 |
1.7% |
77.64 |
0.7% |
60% |
False |
False |
|
| 10 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
120.62 |
1.1% |
85% |
False |
False |
|
| 20 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
126.38 |
1.1% |
85% |
False |
False |
|
| 40 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
125.25 |
1.1% |
85% |
False |
False |
|
| 60 |
11,451.53 |
10,480.78 |
970.75 |
8.5% |
122.92 |
1.1% |
92% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
126.86 |
1.1% |
95% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
129.77 |
1.1% |
95% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
135.93 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,650.89 |
|
2.618 |
11,550.36 |
|
1.618 |
11,488.76 |
|
1.000 |
11,450.69 |
|
0.618 |
11,427.16 |
|
HIGH |
11,389.09 |
|
0.618 |
11,365.56 |
|
0.500 |
11,358.29 |
|
0.382 |
11,351.02 |
|
LOW |
11,327.49 |
|
0.618 |
11,289.42 |
|
1.000 |
11,265.89 |
|
1.618 |
11,227.82 |
|
2.618 |
11,166.22 |
|
4.250 |
11,065.69 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,367.75 |
11,389.19 |
| PP |
11,363.02 |
11,383.62 |
| S1 |
11,358.29 |
11,378.05 |
|