| 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 |
2,781.0 |
2,787.0 |
6.0 |
0.2% |
2,734.0 |
| High |
2,795.0 |
2,795.0 |
0.0 |
0.0% |
2,795.0 |
| Low |
2,757.0 |
2,755.0 |
-2.0 |
-0.1% |
2,631.0 |
| Close |
2,784.0 |
2,767.0 |
-17.0 |
-0.6% |
2,784.0 |
| Range |
38.0 |
40.0 |
2.0 |
5.3% |
164.0 |
| ATR |
59.3 |
57.9 |
-1.4 |
-2.3% |
0.0 |
| Volume |
13,693 |
0 |
-13,693 |
-100.0% |
343,040 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.3 |
2,869.7 |
2,789.0 |
|
| R3 |
2,852.3 |
2,829.7 |
2,778.0 |
|
| R2 |
2,812.3 |
2,812.3 |
2,774.3 |
|
| R1 |
2,789.7 |
2,789.7 |
2,770.7 |
2,781.0 |
| PP |
2,772.3 |
2,772.3 |
2,772.3 |
2,768.0 |
| S1 |
2,749.7 |
2,749.7 |
2,763.3 |
2,741.0 |
| S2 |
2,732.3 |
2,732.3 |
2,759.7 |
|
| S3 |
2,692.3 |
2,709.7 |
2,756.0 |
|
| S4 |
2,652.3 |
2,669.7 |
2,745.0 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.7 |
3,170.3 |
2,874.2 |
|
| R3 |
3,064.7 |
3,006.3 |
2,829.1 |
|
| R2 |
2,900.7 |
2,900.7 |
2,814.1 |
|
| R1 |
2,842.3 |
2,842.3 |
2,799.0 |
2,871.5 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,751.3 |
| S1 |
2,678.3 |
2,678.3 |
2,769.0 |
2,707.5 |
| S2 |
2,572.7 |
2,572.7 |
2,753.9 |
|
| S3 |
2,408.7 |
2,514.3 |
2,738.9 |
|
| S4 |
2,244.7 |
2,350.3 |
2,693.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,631.0 |
164.0 |
5.9% |
58.4 |
2.1% |
83% |
True |
False |
68,187 |
| 10 |
2,797.0 |
2,631.0 |
166.0 |
6.0% |
58.1 |
2.1% |
82% |
False |
False |
37,847 |
| 20 |
2,898.0 |
2,631.0 |
267.0 |
9.6% |
56.0 |
2.0% |
51% |
False |
False |
39,070 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.3% |
49.4 |
1.8% |
48% |
False |
False |
25,149 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.3% |
48.9 |
1.8% |
48% |
False |
False |
18,161 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
47.2 |
1.7% |
61% |
False |
False |
14,034 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
45.0 |
1.6% |
61% |
False |
False |
11,273 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.7% |
44.5 |
1.6% |
66% |
False |
False |
9,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,965.0 |
|
2.618 |
2,899.7 |
|
1.618 |
2,859.7 |
|
1.000 |
2,835.0 |
|
0.618 |
2,819.7 |
|
HIGH |
2,795.0 |
|
0.618 |
2,779.7 |
|
0.500 |
2,775.0 |
|
0.382 |
2,770.3 |
|
LOW |
2,755.0 |
|
0.618 |
2,730.3 |
|
1.000 |
2,715.0 |
|
1.618 |
2,690.3 |
|
2.618 |
2,650.3 |
|
4.250 |
2,585.0 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.0 |
2,760.7 |
| PP |
2,772.3 |
2,754.3 |
| S1 |
2,769.7 |
2,748.0 |
|