| 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 |
2,144.75 |
2,115.00 |
-29.75 |
-1.4% |
2,139.00 |
| High |
2,147.50 |
2,174.00 |
26.50 |
1.2% |
2,165.50 |
| Low |
2,109.25 |
2,110.75 |
1.50 |
0.1% |
2,104.75 |
| Close |
2,117.00 |
2,158.50 |
41.50 |
2.0% |
2,146.00 |
| Range |
38.25 |
63.25 |
25.00 |
65.4% |
60.75 |
| ATR |
34.74 |
36.78 |
2.04 |
5.9% |
0.00 |
| Volume |
320,212 |
307,681 |
-12,531 |
-3.9% |
1,007,436 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.50 |
2,311.25 |
2,193.25 |
|
| R3 |
2,274.25 |
2,248.00 |
2,176.00 |
|
| R2 |
2,211.00 |
2,211.00 |
2,170.00 |
|
| R1 |
2,184.75 |
2,184.75 |
2,164.25 |
2,198.00 |
| PP |
2,147.75 |
2,147.75 |
2,147.75 |
2,154.25 |
| S1 |
2,121.50 |
2,121.50 |
2,152.75 |
2,134.50 |
| S2 |
2,084.50 |
2,084.50 |
2,147.00 |
|
| S3 |
2,021.25 |
2,058.25 |
2,141.00 |
|
| S4 |
1,958.00 |
1,995.00 |
2,123.75 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.00 |
2,294.25 |
2,179.50 |
|
| R3 |
2,260.25 |
2,233.50 |
2,162.75 |
|
| R2 |
2,199.50 |
2,199.50 |
2,157.25 |
|
| R1 |
2,172.75 |
2,172.75 |
2,151.50 |
2,186.00 |
| PP |
2,138.75 |
2,138.75 |
2,138.75 |
2,145.50 |
| S1 |
2,112.00 |
2,112.00 |
2,140.50 |
2,125.50 |
| S2 |
2,078.00 |
2,078.00 |
2,134.75 |
|
| S3 |
2,017.25 |
2,051.25 |
2,129.25 |
|
| S4 |
1,956.50 |
1,990.50 |
2,112.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,174.00 |
2,109.25 |
64.75 |
3.0% |
45.00 |
2.1% |
76% |
True |
False |
260,479 |
| 10 |
2,174.00 |
2,088.00 |
86.00 |
4.0% |
40.00 |
1.9% |
82% |
True |
False |
270,590 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
35.50 |
1.7% |
66% |
False |
False |
289,207 |
| 40 |
2,198.00 |
1,982.00 |
216.00 |
10.0% |
33.00 |
1.5% |
82% |
False |
False |
289,312 |
| 60 |
2,198.00 |
1,851.25 |
346.75 |
16.1% |
32.50 |
1.5% |
89% |
False |
False |
294,419 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.2% |
33.50 |
1.5% |
91% |
False |
False |
221,027 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
21.2% |
33.50 |
1.6% |
91% |
False |
False |
176,843 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.2% |
34.25 |
1.6% |
92% |
False |
False |
147,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.75 |
|
2.618 |
2,339.50 |
|
1.618 |
2,276.25 |
|
1.000 |
2,237.25 |
|
0.618 |
2,213.00 |
|
HIGH |
2,174.00 |
|
0.618 |
2,149.75 |
|
0.500 |
2,142.50 |
|
0.382 |
2,135.00 |
|
LOW |
2,110.75 |
|
0.618 |
2,071.75 |
|
1.000 |
2,047.50 |
|
1.618 |
2,008.50 |
|
2.618 |
1,945.25 |
|
4.250 |
1,842.00 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,153.00 |
2,153.00 |
| PP |
2,147.75 |
2,147.25 |
| S1 |
2,142.50 |
2,141.50 |
|