| 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 |
11,354.30 |
11,370.36 |
16.06 |
0.1% |
11,083.75 |
| High |
11,389.09 |
11,413.35 |
24.26 |
0.2% |
11,388.87 |
| Low |
11,327.49 |
11,331.50 |
4.01 |
0.0% |
10,929.28 |
| Close |
11,372.48 |
11,370.06 |
-2.42 |
0.0% |
11,382.09 |
| Range |
61.60 |
81.85 |
20.25 |
32.9% |
459.59 |
| ATR |
122.26 |
119.38 |
-2.89 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,617.19 |
11,575.47 |
11,415.08 |
|
| R3 |
11,535.34 |
11,493.62 |
11,392.57 |
|
| R2 |
11,453.49 |
11,453.49 |
11,385.07 |
|
| R1 |
11,411.77 |
11,411.77 |
11,377.56 |
11,391.71 |
| PP |
11,371.64 |
11,371.64 |
11,371.64 |
11,361.60 |
| S1 |
11,329.92 |
11,329.92 |
11,362.56 |
11,309.86 |
| S2 |
11,289.79 |
11,289.79 |
11,355.05 |
|
| S3 |
11,207.94 |
11,248.07 |
11,347.55 |
|
| S4 |
11,126.09 |
11,166.22 |
11,325.04 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,612.18 |
12,456.73 |
11,634.86 |
|
| R3 |
12,152.59 |
11,997.14 |
11,508.48 |
|
| R2 |
11,693.00 |
11,693.00 |
11,466.35 |
|
| R1 |
11,537.55 |
11,537.55 |
11,424.22 |
11,615.28 |
| PP |
11,233.41 |
11,233.41 |
11,233.41 |
11,272.28 |
| S1 |
11,077.96 |
11,077.96 |
11,339.96 |
11,155.69 |
| S2 |
10,773.82 |
10,773.82 |
11,297.83 |
|
| S3 |
10,314.23 |
10,618.37 |
11,255.70 |
|
| S4 |
9,854.64 |
10,158.78 |
11,129.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,450.89 |
11,318.82 |
132.07 |
1.2% |
70.42 |
0.6% |
39% |
False |
False |
|
| 10 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
112.95 |
1.0% |
85% |
False |
False |
|
| 20 |
11,450.89 |
10,929.28 |
521.61 |
4.6% |
124.91 |
1.1% |
85% |
False |
False |
|
| 40 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
123.97 |
1.1% |
85% |
False |
False |
|
| 60 |
11,451.53 |
10,522.48 |
929.05 |
8.2% |
122.50 |
1.1% |
91% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
125.60 |
1.1% |
95% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
128.31 |
1.1% |
95% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
134.95 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,761.21 |
|
2.618 |
11,627.63 |
|
1.618 |
11,545.78 |
|
1.000 |
11,495.20 |
|
0.618 |
11,463.93 |
|
HIGH |
11,413.35 |
|
0.618 |
11,382.08 |
|
0.500 |
11,372.43 |
|
0.382 |
11,362.77 |
|
LOW |
11,331.50 |
|
0.618 |
11,280.92 |
|
1.000 |
11,249.65 |
|
1.618 |
11,199.07 |
|
2.618 |
11,117.22 |
|
4.250 |
10,983.64 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,372.43 |
11,389.19 |
| PP |
11,371.64 |
11,382.81 |
| S1 |
11,370.85 |
11,376.44 |
|