| 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 |
11,364 |
11,363 |
-1 |
0.0% |
11,055 |
| High |
11,399 |
11,390 |
-9 |
-0.1% |
11,399 |
| Low |
11,286 |
11,315 |
29 |
0.3% |
10,916 |
| Close |
11,364 |
11,353 |
-11 |
-0.1% |
11,364 |
| Range |
113 |
75 |
-38 |
-33.6% |
483 |
| ATR |
156 |
151 |
-6 |
-3.7% |
0 |
| Volume |
89,653 |
84,399 |
-5,254 |
-5.9% |
632,070 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,578 |
11,540 |
11,394 |
|
| R3 |
11,503 |
11,465 |
11,374 |
|
| R2 |
11,428 |
11,428 |
11,367 |
|
| R1 |
11,390 |
11,390 |
11,360 |
11,372 |
| PP |
11,353 |
11,353 |
11,353 |
11,343 |
| S1 |
11,315 |
11,315 |
11,346 |
11,297 |
| S2 |
11,278 |
11,278 |
11,339 |
|
| S3 |
11,203 |
11,240 |
11,333 |
|
| S4 |
11,128 |
11,165 |
11,312 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675 |
12,503 |
11,630 |
|
| R3 |
12,192 |
12,020 |
11,497 |
|
| R2 |
11,709 |
11,709 |
11,453 |
|
| R1 |
11,537 |
11,537 |
11,408 |
11,623 |
| PP |
11,226 |
11,226 |
11,226 |
11,270 |
| S1 |
11,054 |
11,054 |
11,320 |
11,140 |
| S2 |
10,743 |
10,743 |
11,276 |
|
| S3 |
10,260 |
10,571 |
11,231 |
|
| S4 |
9,777 |
10,088 |
11,098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,399 |
10,932 |
467 |
4.1% |
153 |
1.3% |
90% |
False |
False |
115,588 |
| 10 |
11,399 |
10,916 |
483 |
4.3% |
172 |
1.5% |
90% |
False |
False |
113,449 |
| 20 |
11,400 |
10,916 |
484 |
4.3% |
149 |
1.3% |
90% |
False |
False |
115,499 |
| 40 |
11,431 |
10,853 |
578 |
5.1% |
144 |
1.3% |
87% |
False |
False |
119,440 |
| 60 |
11,431 |
10,405 |
1,026 |
9.0% |
141 |
1.2% |
92% |
False |
False |
125,476 |
| 80 |
11,431 |
9,844 |
1,587 |
14.0% |
145 |
1.3% |
95% |
False |
False |
95,764 |
| 100 |
11,431 |
9,844 |
1,587 |
14.0% |
149 |
1.3% |
95% |
False |
False |
76,628 |
| 120 |
11,431 |
9,452 |
1,979 |
17.4% |
152 |
1.3% |
96% |
False |
False |
63,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,709 |
|
2.618 |
11,586 |
|
1.618 |
11,511 |
|
1.000 |
11,465 |
|
0.618 |
11,436 |
|
HIGH |
11,390 |
|
0.618 |
11,361 |
|
0.500 |
11,353 |
|
0.382 |
11,344 |
|
LOW |
11,315 |
|
0.618 |
11,269 |
|
1.000 |
11,240 |
|
1.618 |
11,194 |
|
2.618 |
11,119 |
|
4.250 |
10,996 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,353 |
11,337 |
| PP |
11,353 |
11,321 |
| S1 |
11,353 |
11,305 |
|