| 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 |
2,159.00 |
2,188.00 |
29.00 |
1.3% |
2,150.00 |
| High |
2,188.75 |
2,195.00 |
6.25 |
0.3% |
2,195.00 |
| Low |
2,156.75 |
2,167.75 |
11.00 |
0.5% |
2,109.25 |
| Close |
2,187.00 |
2,187.25 |
0.25 |
0.0% |
2,187.25 |
| Range |
32.00 |
27.25 |
-4.75 |
-14.8% |
85.75 |
| ATR |
36.44 |
35.78 |
-0.66 |
-1.8% |
0.00 |
| Volume |
235,665 |
182,022 |
-53,643 |
-22.8% |
1,339,805 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.00 |
2,253.50 |
2,202.25 |
|
| R3 |
2,237.75 |
2,226.25 |
2,194.75 |
|
| R2 |
2,210.50 |
2,210.50 |
2,192.25 |
|
| R1 |
2,199.00 |
2,199.00 |
2,189.75 |
2,191.00 |
| PP |
2,183.25 |
2,183.25 |
2,183.25 |
2,179.50 |
| S1 |
2,171.75 |
2,171.75 |
2,184.75 |
2,164.00 |
| S2 |
2,156.00 |
2,156.00 |
2,182.25 |
|
| S3 |
2,128.75 |
2,144.50 |
2,179.75 |
|
| S4 |
2,101.50 |
2,117.25 |
2,172.25 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,421.00 |
2,390.00 |
2,234.50 |
|
| R3 |
2,335.25 |
2,304.25 |
2,210.75 |
|
| R2 |
2,249.50 |
2,249.50 |
2,203.00 |
|
| R1 |
2,218.50 |
2,218.50 |
2,195.00 |
2,234.00 |
| PP |
2,163.75 |
2,163.75 |
2,163.75 |
2,171.50 |
| S1 |
2,132.75 |
2,132.75 |
2,179.50 |
2,148.25 |
| S2 |
2,078.00 |
2,078.00 |
2,171.50 |
|
| S3 |
1,992.25 |
2,047.00 |
2,163.75 |
|
| S4 |
1,906.50 |
1,961.25 |
2,140.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,195.00 |
2,109.25 |
85.75 |
3.9% |
40.75 |
1.9% |
91% |
True |
False |
267,961 |
| 10 |
2,195.00 |
2,104.75 |
90.25 |
4.1% |
38.75 |
1.8% |
91% |
True |
False |
256,403 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.2% |
35.50 |
1.6% |
91% |
False |
False |
276,466 |
| 40 |
2,198.00 |
1,982.00 |
216.00 |
9.9% |
33.00 |
1.5% |
95% |
False |
False |
284,192 |
| 60 |
2,198.00 |
1,877.50 |
320.50 |
14.7% |
32.50 |
1.5% |
97% |
False |
False |
298,329 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.00 |
1.5% |
98% |
False |
False |
226,246 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
20.9% |
33.50 |
1.5% |
98% |
False |
False |
181,018 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
22.9% |
34.25 |
1.6% |
98% |
False |
False |
150,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.75 |
|
2.618 |
2,266.25 |
|
1.618 |
2,239.00 |
|
1.000 |
2,222.25 |
|
0.618 |
2,211.75 |
|
HIGH |
2,195.00 |
|
0.618 |
2,184.50 |
|
0.500 |
2,181.50 |
|
0.382 |
2,178.25 |
|
LOW |
2,167.75 |
|
0.618 |
2,151.00 |
|
1.000 |
2,140.50 |
|
1.618 |
2,123.75 |
|
2.618 |
2,096.50 |
|
4.250 |
2,052.00 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.25 |
2,175.75 |
| PP |
2,183.25 |
2,164.25 |
| S1 |
2,181.50 |
2,153.00 |
|