| 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 |
2,188.75 |
2,198.75 |
10.00 |
0.5% |
2,148.00 |
| High |
2,200.25 |
2,213.25 |
13.00 |
0.6% |
2,192.75 |
| Low |
2,178.50 |
2,192.50 |
14.00 |
0.6% |
2,107.75 |
| Close |
2,199.00 |
2,199.75 |
0.75 |
0.0% |
2,185.50 |
| Range |
21.75 |
20.75 |
-1.00 |
-4.6% |
85.00 |
| ATR |
32.19 |
31.38 |
-0.82 |
-2.5% |
0.00 |
| Volume |
26,808 |
138,076 |
111,268 |
415.1% |
5,541 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.00 |
2,252.75 |
2,211.25 |
|
| R3 |
2,243.25 |
2,232.00 |
2,205.50 |
|
| R2 |
2,222.50 |
2,222.50 |
2,203.50 |
|
| R1 |
2,211.25 |
2,211.25 |
2,201.75 |
2,217.00 |
| PP |
2,201.75 |
2,201.75 |
2,201.75 |
2,204.75 |
| S1 |
2,190.50 |
2,190.50 |
2,197.75 |
2,196.00 |
| S2 |
2,181.00 |
2,181.00 |
2,196.00 |
|
| S3 |
2,160.25 |
2,169.75 |
2,194.00 |
|
| S4 |
2,139.50 |
2,149.00 |
2,188.25 |
|
|
| 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 |
2,166.50 |
48.50 |
2.2% |
23.00 |
1.0% |
69% |
False |
False |
34,344 |
| 10 |
2,215.00 |
2,107.75 |
107.25 |
4.9% |
31.50 |
1.4% |
86% |
False |
False |
17,532 |
| 20 |
2,215.00 |
2,082.25 |
132.75 |
6.0% |
34.00 |
1.6% |
89% |
False |
False |
8,887 |
| 40 |
2,215.00 |
2,039.00 |
176.00 |
8.0% |
30.75 |
1.4% |
91% |
False |
False |
4,557 |
| 60 |
2,215.00 |
1,929.00 |
286.00 |
13.0% |
30.75 |
1.4% |
95% |
False |
False |
3,087 |
| 80 |
2,215.00 |
1,744.25 |
470.75 |
21.4% |
26.00 |
1.2% |
97% |
False |
False |
2,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,301.50 |
|
2.618 |
2,267.50 |
|
1.618 |
2,246.75 |
|
1.000 |
2,234.00 |
|
0.618 |
2,226.00 |
|
HIGH |
2,213.25 |
|
0.618 |
2,205.25 |
|
0.500 |
2,203.00 |
|
0.382 |
2,200.50 |
|
LOW |
2,192.50 |
|
0.618 |
2,179.75 |
|
1.000 |
2,171.75 |
|
1.618 |
2,159.00 |
|
2.618 |
2,138.25 |
|
4.250 |
2,104.25 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,203.00 |
2,198.75 |
| PP |
2,201.75 |
2,197.75 |
| S1 |
2,200.75 |
2,196.75 |
|