| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,782.0 |
2,840.0 |
58.0 |
2.1% |
2,734.0 |
| High |
2,834.0 |
2,849.0 |
15.0 |
0.5% |
2,795.0 |
| Low |
2,780.0 |
2,824.0 |
44.0 |
1.6% |
2,631.0 |
| Close |
2,818.0 |
2,839.0 |
21.0 |
0.7% |
2,784.0 |
| Range |
54.0 |
25.0 |
-29.0 |
-53.7% |
164.0 |
| ATR |
57.5 |
55.6 |
-1.9 |
-3.3% |
0.0 |
| Volume |
76,652 |
221,787 |
145,135 |
189.3% |
343,040 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.3 |
2,900.7 |
2,852.8 |
|
| R3 |
2,887.3 |
2,875.7 |
2,845.9 |
|
| R2 |
2,862.3 |
2,862.3 |
2,843.6 |
|
| R1 |
2,850.7 |
2,850.7 |
2,841.3 |
2,844.0 |
| PP |
2,837.3 |
2,837.3 |
2,837.3 |
2,834.0 |
| S1 |
2,825.7 |
2,825.7 |
2,836.7 |
2,819.0 |
| S2 |
2,812.3 |
2,812.3 |
2,834.4 |
|
| S3 |
2,787.3 |
2,800.7 |
2,832.1 |
|
| S4 |
2,762.3 |
2,775.7 |
2,825.3 |
|
|
| 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 |
2,849.0 |
2,755.0 |
94.0 |
3.3% |
41.4 |
1.5% |
89% |
True |
False |
112,824 |
| 10 |
2,849.0 |
2,631.0 |
218.0 |
7.7% |
57.7 |
2.0% |
95% |
True |
False |
89,469 |
| 20 |
2,882.0 |
2,631.0 |
251.0 |
8.8% |
56.0 |
2.0% |
83% |
False |
False |
49,090 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
49.3 |
1.7% |
73% |
False |
False |
38,902 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
49.8 |
1.8% |
73% |
False |
False |
26,398 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
46.8 |
1.6% |
80% |
False |
False |
20,884 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.5 |
1.6% |
80% |
False |
False |
16,768 |
| 120 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
44.4 |
1.6% |
82% |
False |
False |
14,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.3 |
|
2.618 |
2,914.5 |
|
1.618 |
2,889.5 |
|
1.000 |
2,874.0 |
|
0.618 |
2,864.5 |
|
HIGH |
2,849.0 |
|
0.618 |
2,839.5 |
|
0.500 |
2,836.5 |
|
0.382 |
2,833.6 |
|
LOW |
2,824.0 |
|
0.618 |
2,808.6 |
|
1.000 |
2,799.0 |
|
1.618 |
2,783.6 |
|
2.618 |
2,758.6 |
|
4.250 |
2,717.8 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.2 |
2,829.5 |
| PP |
2,837.3 |
2,820.0 |
| S1 |
2,836.5 |
2,810.5 |
|