| 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 |
2,188.00 |
2,191.25 |
3.25 |
0.1% |
2,150.00 |
| High |
2,193.75 |
2,217.00 |
23.25 |
1.1% |
2,195.00 |
| Low |
2,177.00 |
2,185.50 |
8.50 |
0.4% |
2,109.25 |
| Close |
2,190.50 |
2,190.00 |
-0.50 |
0.0% |
2,187.25 |
| Range |
16.75 |
31.50 |
14.75 |
88.1% |
85.75 |
| ATR |
34.42 |
34.21 |
-0.21 |
-0.6% |
0.00 |
| Volume |
173,121 |
235,786 |
62,665 |
36.2% |
1,339,805 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.00 |
2,272.50 |
2,207.25 |
|
| R3 |
2,260.50 |
2,241.00 |
2,198.75 |
|
| R2 |
2,229.00 |
2,229.00 |
2,195.75 |
|
| R1 |
2,209.50 |
2,209.50 |
2,193.00 |
2,203.50 |
| PP |
2,197.50 |
2,197.50 |
2,197.50 |
2,194.50 |
| S1 |
2,178.00 |
2,178.00 |
2,187.00 |
2,172.00 |
| S2 |
2,166.00 |
2,166.00 |
2,184.25 |
|
| S3 |
2,134.50 |
2,146.50 |
2,181.25 |
|
| S4 |
2,103.00 |
2,115.00 |
2,172.75 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.00 |
2,390.00 |
2,234.50 |
|
| R3 |
2,335.25 |
2,304.25 |
2,210.75 |
|
| R2 |
2,249.50 |
2,249.50 |
2,203.00 |
|
| R1 |
2,218.50 |
2,218.50 |
2,195.00 |
2,234.00 |
| PP |
2,163.75 |
2,163.75 |
2,163.75 |
2,171.50 |
| S1 |
2,132.75 |
2,132.75 |
2,179.50 |
2,148.25 |
| S2 |
2,078.00 |
2,078.00 |
2,171.50 |
|
| S3 |
1,992.25 |
2,047.00 |
2,163.75 |
|
| S4 |
1,906.50 |
1,961.25 |
2,140.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,217.00 |
2,110.75 |
106.25 |
4.9% |
34.25 |
1.6% |
75% |
True |
False |
226,855 |
| 10 |
2,217.00 |
2,104.75 |
112.25 |
5.1% |
38.25 |
1.7% |
76% |
True |
False |
247,158 |
| 20 |
2,217.00 |
2,083.50 |
133.50 |
6.1% |
36.25 |
1.7% |
80% |
True |
False |
273,883 |
| 40 |
2,217.00 |
2,004.25 |
212.75 |
9.7% |
32.75 |
1.5% |
87% |
True |
False |
282,182 |
| 60 |
2,217.00 |
1,909.75 |
307.25 |
14.0% |
32.75 |
1.5% |
91% |
True |
False |
295,315 |
| 80 |
2,217.00 |
1,741.00 |
476.00 |
21.7% |
33.00 |
1.5% |
94% |
True |
False |
231,352 |
| 100 |
2,217.00 |
1,741.00 |
476.00 |
21.7% |
33.00 |
1.5% |
94% |
True |
False |
185,105 |
| 120 |
2,217.00 |
1,696.25 |
520.75 |
23.8% |
34.25 |
1.6% |
95% |
True |
False |
154,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.00 |
|
2.618 |
2,299.50 |
|
1.618 |
2,268.00 |
|
1.000 |
2,248.50 |
|
0.618 |
2,236.50 |
|
HIGH |
2,217.00 |
|
0.618 |
2,205.00 |
|
0.500 |
2,201.25 |
|
0.382 |
2,197.50 |
|
LOW |
2,185.50 |
|
0.618 |
2,166.00 |
|
1.000 |
2,154.00 |
|
1.618 |
2,134.50 |
|
2.618 |
2,103.00 |
|
4.250 |
2,051.50 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,201.25 |
2,192.50 |
| PP |
2,197.50 |
2,191.50 |
| S1 |
2,193.75 |
2,190.75 |
|