| 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 |
6,974.5 |
6,981.5 |
7.0 |
0.1% |
6,861.5 |
| High |
7,043.5 |
7,014.5 |
-29.0 |
-0.4% |
6,980.0 |
| Low |
6,962.5 |
6,957.0 |
-5.5 |
-0.1% |
6,660.5 |
| Close |
6,999.0 |
6,975.0 |
-24.0 |
-0.3% |
6,953.0 |
| Range |
81.0 |
57.5 |
-23.5 |
-29.0% |
319.5 |
| ATR |
106.4 |
102.9 |
-3.5 |
-3.3% |
0.0 |
| Volume |
169,630 |
145,132 |
-24,498 |
-14.4% |
781,156 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,154.7 |
7,122.3 |
7,006.6 |
|
| R3 |
7,097.2 |
7,064.8 |
6,990.8 |
|
| R2 |
7,039.7 |
7,039.7 |
6,985.5 |
|
| R1 |
7,007.3 |
7,007.3 |
6,980.3 |
6,994.8 |
| PP |
6,982.2 |
6,982.2 |
6,982.2 |
6,975.9 |
| S1 |
6,949.8 |
6,949.8 |
6,969.7 |
6,937.3 |
| S2 |
6,924.7 |
6,924.7 |
6,964.5 |
|
| S3 |
6,867.2 |
6,892.3 |
6,959.2 |
|
| S4 |
6,809.7 |
6,834.8 |
6,943.4 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,823.0 |
7,707.5 |
7,128.7 |
|
| R3 |
7,503.5 |
7,388.0 |
7,040.9 |
|
| R2 |
7,184.0 |
7,184.0 |
7,011.6 |
|
| R1 |
7,068.5 |
7,068.5 |
6,982.3 |
7,126.3 |
| PP |
6,864.5 |
6,864.5 |
6,864.5 |
6,893.4 |
| S1 |
6,749.0 |
6,749.0 |
6,923.7 |
6,806.8 |
| S2 |
6,545.0 |
6,545.0 |
6,894.4 |
|
| S3 |
6,225.5 |
6,429.5 |
6,865.1 |
|
| S4 |
5,906.0 |
6,110.0 |
6,777.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,043.5 |
6,843.0 |
200.5 |
2.9% |
75.6 |
1.1% |
66% |
False |
False |
89,743 |
| 10 |
7,043.5 |
6,660.5 |
383.0 |
5.5% |
111.7 |
1.6% |
82% |
False |
False |
140,825 |
| 20 |
7,043.5 |
6,625.5 |
418.0 |
6.0% |
106.2 |
1.5% |
84% |
False |
False |
114,384 |
| 40 |
7,043.5 |
6,329.5 |
714.0 |
10.2% |
92.3 |
1.3% |
90% |
False |
False |
105,069 |
| 60 |
7,043.5 |
6,118.5 |
925.0 |
13.3% |
95.2 |
1.4% |
93% |
False |
False |
111,337 |
| 80 |
7,043.5 |
5,830.0 |
1,213.5 |
17.4% |
94.0 |
1.3% |
94% |
False |
False |
85,310 |
| 100 |
7,043.5 |
5,830.0 |
1,213.5 |
17.4% |
93.9 |
1.3% |
94% |
False |
False |
68,309 |
| 120 |
7,043.5 |
5,818.0 |
1,225.5 |
17.6% |
96.3 |
1.4% |
94% |
False |
False |
56,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,258.9 |
|
2.618 |
7,165.0 |
|
1.618 |
7,107.5 |
|
1.000 |
7,072.0 |
|
0.618 |
7,050.0 |
|
HIGH |
7,014.5 |
|
0.618 |
6,992.5 |
|
0.500 |
6,985.8 |
|
0.382 |
6,979.0 |
|
LOW |
6,957.0 |
|
0.618 |
6,921.5 |
|
1.000 |
6,899.5 |
|
1.618 |
6,864.0 |
|
2.618 |
6,806.5 |
|
4.250 |
6,712.6 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,985.8 |
6,985.5 |
| PP |
6,982.2 |
6,982.0 |
| S1 |
6,978.6 |
6,978.5 |
|