| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,673.0 |
2,664.0 |
-9.0 |
-0.3% |
2,873.0 |
| High |
2,684.0 |
2,738.0 |
54.0 |
2.0% |
2,894.0 |
| Low |
2,633.0 |
2,664.0 |
31.0 |
1.2% |
2,707.0 |
| Close |
2,653.0 |
2,721.0 |
68.0 |
2.6% |
2,738.0 |
| Range |
51.0 |
74.0 |
23.0 |
45.1% |
187.0 |
| ATR |
60.0 |
61.8 |
1.8 |
3.0% |
0.0 |
| Volume |
2,203,755 |
1,642,739 |
-561,016 |
-25.5% |
4,177,049 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.7 |
2,899.3 |
2,761.7 |
|
| R3 |
2,855.7 |
2,825.3 |
2,741.4 |
|
| R2 |
2,781.7 |
2,781.7 |
2,734.6 |
|
| R1 |
2,751.3 |
2,751.3 |
2,727.8 |
2,766.5 |
| PP |
2,707.7 |
2,707.7 |
2,707.7 |
2,715.3 |
| S1 |
2,677.3 |
2,677.3 |
2,714.2 |
2,692.5 |
| S2 |
2,633.7 |
2,633.7 |
2,707.4 |
|
| S3 |
2,559.7 |
2,603.3 |
2,700.7 |
|
| S4 |
2,485.7 |
2,529.3 |
2,680.3 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.7 |
3,226.3 |
2,840.9 |
|
| R3 |
3,153.7 |
3,039.3 |
2,789.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,772.3 |
|
| R1 |
2,852.3 |
2,852.3 |
2,755.1 |
2,816.0 |
| PP |
2,779.7 |
2,779.7 |
2,779.7 |
2,761.5 |
| S1 |
2,665.3 |
2,665.3 |
2,720.9 |
2,629.0 |
| S2 |
2,592.7 |
2,592.7 |
2,703.7 |
|
| S3 |
2,405.7 |
2,478.3 |
2,686.6 |
|
| S4 |
2,218.7 |
2,291.3 |
2,635.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,774.0 |
2,633.0 |
141.0 |
5.2% |
68.6 |
2.5% |
62% |
False |
False |
1,726,337 |
| 10 |
2,894.0 |
2,633.0 |
261.0 |
9.6% |
63.1 |
2.3% |
34% |
False |
False |
1,242,546 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
9.7% |
57.4 |
2.1% |
33% |
False |
False |
1,017,742 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.7% |
50.1 |
1.8% |
33% |
False |
False |
903,079 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.7% |
51.9 |
1.9% |
33% |
False |
False |
946,199 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.3% |
52.0 |
1.9% |
51% |
False |
False |
712,603 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.3% |
52.5 |
1.9% |
51% |
False |
False |
570,397 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.3% |
53.4 |
2.0% |
58% |
False |
False |
476,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.5 |
|
2.618 |
2,931.7 |
|
1.618 |
2,857.7 |
|
1.000 |
2,812.0 |
|
0.618 |
2,783.7 |
|
HIGH |
2,738.0 |
|
0.618 |
2,709.7 |
|
0.500 |
2,701.0 |
|
0.382 |
2,692.3 |
|
LOW |
2,664.0 |
|
0.618 |
2,618.3 |
|
1.000 |
2,590.0 |
|
1.618 |
2,544.3 |
|
2.618 |
2,470.3 |
|
4.250 |
2,349.5 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.3 |
2,715.0 |
| PP |
2,707.7 |
2,709.0 |
| S1 |
2,701.0 |
2,703.0 |
|