| 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 |
6,727.0 |
6,876.0 |
149.0 |
2.2% |
6,887.5 |
| High |
6,889.5 |
6,967.5 |
78.0 |
1.1% |
6,907.5 |
| Low |
6,725.0 |
6,843.0 |
118.0 |
1.8% |
6,703.5 |
| Close |
6,863.5 |
6,958.0 |
94.5 |
1.4% |
6,857.0 |
| Range |
164.5 |
124.5 |
-40.0 |
-24.3% |
204.0 |
| ATR |
114.8 |
115.5 |
0.7 |
0.6% |
0.0 |
| Volume |
197,091 |
0 |
-197,091 |
-100.0% |
471,477 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,296.3 |
7,251.7 |
7,026.5 |
|
| R3 |
7,171.8 |
7,127.2 |
6,992.2 |
|
| R2 |
7,047.3 |
7,047.3 |
6,980.8 |
|
| R1 |
7,002.7 |
7,002.7 |
6,969.4 |
7,025.0 |
| PP |
6,922.8 |
6,922.8 |
6,922.8 |
6,934.0 |
| S1 |
6,878.2 |
6,878.2 |
6,946.6 |
6,900.5 |
| S2 |
6,798.3 |
6,798.3 |
6,935.2 |
|
| S3 |
6,673.8 |
6,753.7 |
6,923.8 |
|
| S4 |
6,549.3 |
6,629.2 |
6,889.5 |
|
|
| 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 |
6,967.5 |
6,660.5 |
307.0 |
4.4% |
142.4 |
2.0% |
97% |
True |
False |
159,665 |
| 10 |
6,967.5 |
6,660.5 |
307.0 |
4.4% |
125.5 |
1.8% |
97% |
True |
False |
126,835 |
| 20 |
6,967.5 |
6,625.5 |
342.0 |
4.9% |
107.8 |
1.5% |
97% |
True |
False |
104,868 |
| 40 |
6,967.5 |
6,230.0 |
737.5 |
10.6% |
93.8 |
1.3% |
99% |
True |
False |
102,837 |
| 60 |
6,967.5 |
6,118.5 |
849.0 |
12.2% |
95.2 |
1.4% |
99% |
True |
False |
105,795 |
| 80 |
6,967.5 |
5,830.0 |
1,137.5 |
16.3% |
95.2 |
1.4% |
99% |
True |
False |
79,711 |
| 100 |
6,967.5 |
5,830.0 |
1,137.5 |
16.3% |
96.5 |
1.4% |
99% |
True |
False |
63,833 |
| 120 |
6,967.5 |
5,818.0 |
1,149.5 |
16.5% |
97.1 |
1.4% |
99% |
True |
False |
53,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,496.6 |
|
2.618 |
7,293.4 |
|
1.618 |
7,168.9 |
|
1.000 |
7,092.0 |
|
0.618 |
7,044.4 |
|
HIGH |
6,967.5 |
|
0.618 |
6,919.9 |
|
0.500 |
6,905.3 |
|
0.382 |
6,890.6 |
|
LOW |
6,843.0 |
|
0.618 |
6,766.1 |
|
1.000 |
6,718.5 |
|
1.618 |
6,641.6 |
|
2.618 |
6,517.1 |
|
4.250 |
6,313.9 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,940.4 |
6,910.0 |
| PP |
6,922.8 |
6,862.0 |
| S1 |
6,905.3 |
6,814.0 |
|