| 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 |
2,115.00 |
2,159.00 |
44.00 |
2.1% |
2,139.00 |
| High |
2,174.00 |
2,188.75 |
14.75 |
0.7% |
2,165.50 |
| Low |
2,110.75 |
2,156.75 |
46.00 |
2.2% |
2,104.75 |
| Close |
2,158.50 |
2,187.00 |
28.50 |
1.3% |
2,146.00 |
| Range |
63.25 |
32.00 |
-31.25 |
-49.4% |
60.75 |
| ATR |
36.78 |
36.44 |
-0.34 |
-0.9% |
0.00 |
| Volume |
307,681 |
235,665 |
-72,016 |
-23.4% |
1,007,436 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.50 |
2,262.25 |
2,204.50 |
|
| R3 |
2,241.50 |
2,230.25 |
2,195.75 |
|
| R2 |
2,209.50 |
2,209.50 |
2,192.75 |
|
| R1 |
2,198.25 |
2,198.25 |
2,190.00 |
2,204.00 |
| PP |
2,177.50 |
2,177.50 |
2,177.50 |
2,180.25 |
| S1 |
2,166.25 |
2,166.25 |
2,184.00 |
2,172.00 |
| S2 |
2,145.50 |
2,145.50 |
2,181.25 |
|
| S3 |
2,113.50 |
2,134.25 |
2,178.25 |
|
| S4 |
2,081.50 |
2,102.25 |
2,169.50 |
|
|
| 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 |
2,188.75 |
2,109.25 |
79.50 |
3.6% |
41.00 |
1.9% |
98% |
True |
False |
254,045 |
| 10 |
2,188.75 |
2,095.75 |
93.00 |
4.3% |
41.00 |
1.9% |
98% |
True |
False |
268,156 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.2% |
35.50 |
1.6% |
90% |
False |
False |
283,581 |
| 40 |
2,198.00 |
1,982.00 |
216.00 |
9.9% |
33.00 |
1.5% |
95% |
False |
False |
286,776 |
| 60 |
2,198.00 |
1,872.75 |
325.25 |
14.9% |
32.50 |
1.5% |
97% |
False |
False |
298,031 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.50 |
1.5% |
98% |
False |
False |
223,972 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.50 |
1.5% |
98% |
False |
False |
179,198 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
22.9% |
34.50 |
1.6% |
98% |
False |
False |
149,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,324.75 |
|
2.618 |
2,272.50 |
|
1.618 |
2,240.50 |
|
1.000 |
2,220.75 |
|
0.618 |
2,208.50 |
|
HIGH |
2,188.75 |
|
0.618 |
2,176.50 |
|
0.500 |
2,172.75 |
|
0.382 |
2,169.00 |
|
LOW |
2,156.75 |
|
0.618 |
2,137.00 |
|
1.000 |
2,124.75 |
|
1.618 |
2,105.00 |
|
2.618 |
2,073.00 |
|
4.250 |
2,020.75 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.25 |
2,174.25 |
| PP |
2,177.50 |
2,161.75 |
| S1 |
2,172.75 |
2,149.00 |
|