| 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 |
2,184.50 |
2,188.75 |
4.25 |
0.2% |
2,148.00 |
| High |
2,215.00 |
2,200.25 |
-14.75 |
-0.7% |
2,192.75 |
| Low |
2,184.50 |
2,178.50 |
-6.00 |
-0.3% |
2,107.75 |
| Close |
2,188.25 |
2,199.00 |
10.75 |
0.5% |
2,185.50 |
| Range |
30.50 |
21.75 |
-8.75 |
-28.7% |
85.00 |
| ATR |
33.00 |
32.19 |
-0.80 |
-2.4% |
0.00 |
| Volume |
3,273 |
26,808 |
23,535 |
719.1% |
5,541 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.75 |
2,250.25 |
2,211.00 |
|
| R3 |
2,236.00 |
2,228.50 |
2,205.00 |
|
| R2 |
2,214.25 |
2,214.25 |
2,203.00 |
|
| R1 |
2,206.75 |
2,206.75 |
2,201.00 |
2,210.50 |
| PP |
2,192.50 |
2,192.50 |
2,192.50 |
2,194.50 |
| S1 |
2,185.00 |
2,185.00 |
2,197.00 |
2,188.75 |
| S2 |
2,170.75 |
2,170.75 |
2,195.00 |
|
| S3 |
2,149.00 |
2,163.25 |
2,193.00 |
|
| S4 |
2,127.25 |
2,141.50 |
2,187.00 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.00 |
2,386.25 |
2,232.25 |
|
| R3 |
2,332.00 |
2,301.25 |
2,209.00 |
|
| R2 |
2,247.00 |
2,247.00 |
2,201.00 |
|
| R1 |
2,216.25 |
2,216.25 |
2,193.25 |
2,231.50 |
| PP |
2,162.00 |
2,162.00 |
2,162.00 |
2,169.75 |
| S1 |
2,131.25 |
2,131.25 |
2,177.75 |
2,146.50 |
| S2 |
2,077.00 |
2,077.00 |
2,170.00 |
|
| S3 |
1,992.00 |
2,046.25 |
2,162.00 |
|
| S4 |
1,907.00 |
1,961.25 |
2,138.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,215.00 |
2,155.25 |
59.75 |
2.7% |
25.00 |
1.1% |
73% |
False |
False |
7,024 |
| 10 |
2,215.00 |
2,107.75 |
107.25 |
4.9% |
34.50 |
1.6% |
85% |
False |
False |
3,776 |
| 20 |
2,215.00 |
2,082.25 |
132.75 |
6.0% |
34.50 |
1.6% |
88% |
False |
False |
1,988 |
| 40 |
2,215.00 |
2,034.00 |
181.00 |
8.2% |
31.00 |
1.4% |
91% |
False |
False |
1,108 |
| 60 |
2,215.00 |
1,914.25 |
300.75 |
13.7% |
30.75 |
1.4% |
95% |
False |
False |
786 |
| 80 |
2,215.00 |
1,744.25 |
470.75 |
21.4% |
25.75 |
1.2% |
97% |
False |
False |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.75 |
|
2.618 |
2,257.25 |
|
1.618 |
2,235.50 |
|
1.000 |
2,222.00 |
|
0.618 |
2,213.75 |
|
HIGH |
2,200.25 |
|
0.618 |
2,192.00 |
|
0.500 |
2,189.50 |
|
0.382 |
2,186.75 |
|
LOW |
2,178.50 |
|
0.618 |
2,165.00 |
|
1.000 |
2,156.75 |
|
1.618 |
2,143.25 |
|
2.618 |
2,121.50 |
|
4.250 |
2,086.00 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.75 |
2,197.75 |
| PP |
2,192.50 |
2,196.75 |
| S1 |
2,189.50 |
2,195.50 |
|