| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1,386.8 |
1,387.6 |
0.8 |
0.1% |
1,357.0 |
| High |
1,396.6 |
1,398.6 |
2.0 |
0.1% |
1,382.9 |
| Low |
1,382.3 |
1,383.3 |
1.0 |
0.1% |
1,347.9 |
| Close |
1,387.3 |
1,388.5 |
1.2 |
0.1% |
1,362.4 |
| Range |
14.3 |
15.3 |
1.0 |
7.0% |
35.0 |
| ATR |
23.8 |
23.2 |
-0.6 |
-2.5% |
0.0 |
| Volume |
4,742 |
1,550 |
-3,192 |
-67.3% |
681,984 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.0 |
1,427.6 |
1,396.9 |
|
| R3 |
1,420.7 |
1,412.3 |
1,392.7 |
|
| R2 |
1,405.4 |
1,405.4 |
1,391.3 |
|
| R1 |
1,397.0 |
1,397.0 |
1,389.9 |
1,401.2 |
| PP |
1,390.1 |
1,390.1 |
1,390.1 |
1,392.3 |
| S1 |
1,381.7 |
1,381.7 |
1,387.1 |
1,385.9 |
| S2 |
1,374.8 |
1,374.8 |
1,385.7 |
|
| S3 |
1,359.5 |
1,366.4 |
1,384.3 |
|
| S4 |
1,344.2 |
1,351.1 |
1,380.1 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.4 |
1,450.9 |
1,381.7 |
|
| R3 |
1,434.4 |
1,415.9 |
1,372.0 |
|
| R2 |
1,399.4 |
1,399.4 |
1,368.8 |
|
| R1 |
1,380.9 |
1,380.9 |
1,365.6 |
1,390.2 |
| PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,369.0 |
| S1 |
1,345.9 |
1,345.9 |
1,359.2 |
1,355.2 |
| S2 |
1,329.4 |
1,329.4 |
1,356.0 |
|
| S3 |
1,294.4 |
1,310.9 |
1,352.8 |
|
| S4 |
1,259.4 |
1,275.9 |
1,343.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.6 |
1,350.1 |
48.5 |
3.5% |
19.7 |
1.4% |
79% |
True |
False |
47,875 |
| 10 |
1,398.6 |
1,334.0 |
64.6 |
4.7% |
20.4 |
1.5% |
84% |
True |
False |
112,598 |
| 20 |
1,424.3 |
1,329.0 |
95.3 |
6.9% |
25.7 |
1.9% |
62% |
False |
False |
167,791 |
| 40 |
1,424.3 |
1,315.6 |
108.7 |
7.8% |
24.4 |
1.8% |
67% |
False |
False |
164,962 |
| 60 |
1,424.3 |
1,237.9 |
186.4 |
13.4% |
21.3 |
1.5% |
81% |
False |
False |
146,474 |
| 80 |
1,424.3 |
1,194.2 |
230.1 |
16.6% |
19.2 |
1.4% |
84% |
False |
False |
130,961 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
18.7 |
1.3% |
86% |
False |
False |
118,780 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
19.0 |
1.4% |
86% |
False |
False |
100,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.6 |
|
2.618 |
1,438.7 |
|
1.618 |
1,423.4 |
|
1.000 |
1,413.9 |
|
0.618 |
1,408.1 |
|
HIGH |
1,398.6 |
|
0.618 |
1,392.8 |
|
0.500 |
1,391.0 |
|
0.382 |
1,389.1 |
|
LOW |
1,383.3 |
|
0.618 |
1,373.8 |
|
1.000 |
1,368.0 |
|
1.618 |
1,358.5 |
|
2.618 |
1,343.2 |
|
4.250 |
1,318.3 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.0 |
1,385.9 |
| PP |
1,390.1 |
1,383.3 |
| S1 |
1,389.3 |
1,380.7 |
|