| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,731.0 |
2,783.0 |
52.0 |
1.9% |
2,736.0 |
| High |
2,795.0 |
2,798.0 |
3.0 |
0.1% |
2,798.0 |
| Low |
2,703.0 |
2,758.0 |
55.0 |
2.0% |
2,633.0 |
| Close |
2,784.0 |
2,787.0 |
3.0 |
0.1% |
2,787.0 |
| Range |
92.0 |
40.0 |
-52.0 |
-56.5% |
165.0 |
| ATR |
64.0 |
62.3 |
-1.7 |
-2.7% |
0.0 |
| Volume |
0 |
1,220,828 |
1,220,828 |
|
7,056,834 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.0 |
2,884.0 |
2,809.0 |
|
| R3 |
2,861.0 |
2,844.0 |
2,798.0 |
|
| R2 |
2,821.0 |
2,821.0 |
2,794.3 |
|
| R1 |
2,804.0 |
2,804.0 |
2,790.7 |
2,812.5 |
| PP |
2,781.0 |
2,781.0 |
2,781.0 |
2,785.3 |
| S1 |
2,764.0 |
2,764.0 |
2,783.3 |
2,772.5 |
| S2 |
2,741.0 |
2,741.0 |
2,779.7 |
|
| S3 |
2,701.0 |
2,724.0 |
2,776.0 |
|
| S4 |
2,661.0 |
2,684.0 |
2,765.0 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.3 |
3,175.7 |
2,877.8 |
|
| R3 |
3,069.3 |
3,010.7 |
2,832.4 |
|
| R2 |
2,904.3 |
2,904.3 |
2,817.3 |
|
| R1 |
2,845.7 |
2,845.7 |
2,802.1 |
2,875.0 |
| PP |
2,739.3 |
2,739.3 |
2,739.3 |
2,754.0 |
| S1 |
2,680.7 |
2,680.7 |
2,771.9 |
2,710.0 |
| S2 |
2,574.3 |
2,574.3 |
2,756.8 |
|
| S3 |
2,409.3 |
2,515.7 |
2,741.6 |
|
| S4 |
2,244.3 |
2,350.7 |
2,696.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,798.0 |
2,633.0 |
165.0 |
5.9% |
75.2 |
2.7% |
93% |
True |
False |
1,411,366 |
| 10 |
2,894.0 |
2,633.0 |
261.0 |
9.4% |
69.0 |
2.5% |
59% |
False |
False |
1,123,388 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
59.1 |
2.1% |
58% |
False |
False |
1,017,606 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
51.3 |
1.8% |
58% |
False |
False |
903,037 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
52.2 |
1.9% |
58% |
False |
False |
964,405 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
52.2 |
1.9% |
69% |
False |
False |
727,777 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
52.9 |
1.9% |
69% |
False |
False |
582,570 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.0% |
53.7 |
1.9% |
73% |
False |
False |
485,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.0 |
|
2.618 |
2,902.7 |
|
1.618 |
2,862.7 |
|
1.000 |
2,838.0 |
|
0.618 |
2,822.7 |
|
HIGH |
2,798.0 |
|
0.618 |
2,782.7 |
|
0.500 |
2,778.0 |
|
0.382 |
2,773.3 |
|
LOW |
2,758.0 |
|
0.618 |
2,733.3 |
|
1.000 |
2,718.0 |
|
1.618 |
2,693.3 |
|
2.618 |
2,653.3 |
|
4.250 |
2,588.0 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.0 |
2,768.3 |
| PP |
2,781.0 |
2,749.7 |
| S1 |
2,778.0 |
2,731.0 |
|