| 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 |
6,876.0 |
6,956.0 |
80.0 |
1.2% |
6,861.5 |
| High |
6,967.5 |
6,980.0 |
12.5 |
0.2% |
6,980.0 |
| Low |
6,843.0 |
6,916.5 |
73.5 |
1.1% |
6,660.5 |
| Close |
6,958.0 |
6,953.0 |
-5.0 |
-0.1% |
6,953.0 |
| Range |
124.5 |
63.5 |
-61.0 |
-49.0% |
319.5 |
| ATR |
115.5 |
111.8 |
-3.7 |
-3.2% |
0.0 |
| Volume |
0 |
133,957 |
133,957 |
|
781,156 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,140.3 |
7,110.2 |
6,987.9 |
|
| R3 |
7,076.8 |
7,046.7 |
6,970.5 |
|
| R2 |
7,013.3 |
7,013.3 |
6,964.6 |
|
| R1 |
6,983.2 |
6,983.2 |
6,958.8 |
6,966.5 |
| PP |
6,949.8 |
6,949.8 |
6,949.8 |
6,941.5 |
| S1 |
6,919.7 |
6,919.7 |
6,947.2 |
6,903.0 |
| S2 |
6,886.3 |
6,886.3 |
6,941.4 |
|
| S3 |
6,822.8 |
6,856.2 |
6,935.5 |
|
| S4 |
6,759.3 |
6,792.7 |
6,918.1 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,823.0 |
7,707.5 |
7,128.7 |
|
| R3 |
7,503.5 |
7,388.0 |
7,040.9 |
|
| R2 |
7,184.0 |
7,184.0 |
7,011.6 |
|
| R1 |
7,068.5 |
7,068.5 |
6,982.3 |
7,126.3 |
| PP |
6,864.5 |
6,864.5 |
6,864.5 |
6,893.4 |
| S1 |
6,749.0 |
6,749.0 |
6,923.7 |
6,806.8 |
| S2 |
6,545.0 |
6,545.0 |
6,894.4 |
|
| S3 |
6,225.5 |
6,429.5 |
6,865.1 |
|
| S4 |
5,906.0 |
6,110.0 |
6,777.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,980.0 |
6,660.5 |
319.5 |
4.6% |
136.4 |
2.0% |
92% |
True |
False |
156,231 |
| 10 |
6,980.0 |
6,660.5 |
319.5 |
4.6% |
123.3 |
1.8% |
92% |
True |
False |
125,263 |
| 20 |
6,980.0 |
6,625.5 |
354.5 |
5.1% |
105.9 |
1.5% |
92% |
True |
False |
111,566 |
| 40 |
6,980.0 |
6,230.0 |
750.0 |
10.8% |
93.1 |
1.3% |
96% |
True |
False |
102,638 |
| 60 |
6,980.0 |
6,118.5 |
861.5 |
12.4% |
94.6 |
1.4% |
97% |
True |
False |
107,904 |
| 80 |
6,980.0 |
5,830.0 |
1,150.0 |
16.5% |
95.1 |
1.4% |
98% |
True |
False |
81,382 |
| 100 |
6,980.0 |
5,830.0 |
1,150.0 |
16.5% |
96.1 |
1.4% |
98% |
True |
False |
65,171 |
| 120 |
6,980.0 |
5,818.0 |
1,162.0 |
16.7% |
97.0 |
1.4% |
98% |
True |
False |
54,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,249.9 |
|
2.618 |
7,146.2 |
|
1.618 |
7,082.7 |
|
1.000 |
7,043.5 |
|
0.618 |
7,019.2 |
|
HIGH |
6,980.0 |
|
0.618 |
6,955.7 |
|
0.500 |
6,948.3 |
|
0.382 |
6,940.8 |
|
LOW |
6,916.5 |
|
0.618 |
6,877.3 |
|
1.000 |
6,853.0 |
|
1.618 |
6,813.8 |
|
2.618 |
6,750.3 |
|
4.250 |
6,646.6 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,951.4 |
6,919.5 |
| PP |
6,949.8 |
6,886.0 |
| S1 |
6,948.3 |
6,852.5 |
|