| 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 |
6,728.0 |
6,727.0 |
-1.0 |
0.0% |
6,887.5 |
| High |
6,766.5 |
6,889.5 |
123.0 |
1.8% |
6,907.5 |
| Low |
6,660.5 |
6,725.0 |
64.5 |
1.0% |
6,703.5 |
| Close |
6,702.0 |
6,863.5 |
161.5 |
2.4% |
6,857.0 |
| Range |
106.0 |
164.5 |
58.5 |
55.2% |
204.0 |
| ATR |
109.2 |
114.8 |
5.6 |
5.1% |
0.0 |
| Volume |
216,868 |
197,091 |
-19,777 |
-9.1% |
471,477 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,319.5 |
7,256.0 |
6,954.0 |
|
| R3 |
7,155.0 |
7,091.5 |
6,908.7 |
|
| R2 |
6,990.5 |
6,990.5 |
6,893.7 |
|
| R1 |
6,927.0 |
6,927.0 |
6,878.6 |
6,958.8 |
| PP |
6,826.0 |
6,826.0 |
6,826.0 |
6,841.9 |
| S1 |
6,762.5 |
6,762.5 |
6,848.4 |
6,794.3 |
| S2 |
6,661.5 |
6,661.5 |
6,833.3 |
|
| S3 |
6,497.0 |
6,598.0 |
6,818.3 |
|
| S4 |
6,332.5 |
6,433.5 |
6,773.0 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,434.7 |
7,349.8 |
6,969.2 |
|
| R3 |
7,230.7 |
7,145.8 |
6,913.1 |
|
| R2 |
7,026.7 |
7,026.7 |
6,894.4 |
|
| R1 |
6,941.8 |
6,941.8 |
6,875.7 |
6,882.3 |
| PP |
6,822.7 |
6,822.7 |
6,822.7 |
6,792.9 |
| S1 |
6,737.8 |
6,737.8 |
6,838.3 |
6,678.3 |
| S2 |
6,618.7 |
6,618.7 |
6,819.6 |
|
| S3 |
6,414.7 |
6,533.8 |
6,800.9 |
|
| S4 |
6,210.7 |
6,329.8 |
6,744.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,910.5 |
6,660.5 |
250.0 |
3.6% |
147.7 |
2.2% |
81% |
False |
False |
191,906 |
| 10 |
6,910.5 |
6,660.0 |
250.5 |
3.6% |
118.5 |
1.7% |
81% |
False |
False |
140,007 |
| 20 |
6,910.5 |
6,608.5 |
302.0 |
4.4% |
105.8 |
1.5% |
84% |
False |
False |
111,583 |
| 40 |
6,910.5 |
6,230.0 |
680.5 |
9.9% |
91.9 |
1.3% |
93% |
False |
False |
102,837 |
| 60 |
6,910.5 |
6,074.5 |
836.0 |
12.2% |
95.0 |
1.4% |
94% |
False |
False |
105,952 |
| 80 |
6,910.5 |
5,830.0 |
1,080.5 |
15.7% |
95.2 |
1.4% |
96% |
False |
False |
79,714 |
| 100 |
6,910.5 |
5,830.0 |
1,080.5 |
15.7% |
95.9 |
1.4% |
96% |
False |
False |
63,836 |
| 120 |
6,910.5 |
5,818.0 |
1,092.5 |
15.9% |
96.6 |
1.4% |
96% |
False |
False |
53,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,588.6 |
|
2.618 |
7,320.2 |
|
1.618 |
7,155.7 |
|
1.000 |
7,054.0 |
|
0.618 |
6,991.2 |
|
HIGH |
6,889.5 |
|
0.618 |
6,826.7 |
|
0.500 |
6,807.3 |
|
0.382 |
6,787.8 |
|
LOW |
6,725.0 |
|
0.618 |
6,623.3 |
|
1.000 |
6,560.5 |
|
1.618 |
6,458.8 |
|
2.618 |
6,294.3 |
|
4.250 |
6,025.9 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,844.8 |
6,837.5 |
| PP |
6,826.0 |
6,811.5 |
| S1 |
6,807.3 |
6,785.5 |
|