| 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 |
1,368.5 |
1,387.7 |
19.2 |
1.4% |
1,359.9 |
| High |
1,391.1 |
1,398.3 |
7.2 |
0.5% |
1,385.0 |
| Low |
1,364.0 |
1,383.0 |
19.0 |
1.4% |
1,350.0 |
| Close |
1,386.1 |
1,388.3 |
2.2 |
0.2% |
1,364.3 |
| Range |
27.1 |
15.3 |
-11.8 |
-43.5% |
35.0 |
| ATR |
23.9 |
23.3 |
-0.6 |
-2.6% |
0.0 |
| Volume |
155,468 |
148,719 |
-6,749 |
-4.3% |
268,333 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.8 |
1,427.3 |
1,396.7 |
|
| R3 |
1,420.5 |
1,412.0 |
1,392.5 |
|
| R2 |
1,405.2 |
1,405.2 |
1,391.1 |
|
| R1 |
1,396.7 |
1,396.7 |
1,389.7 |
1,401.0 |
| PP |
1,389.9 |
1,389.9 |
1,389.9 |
1,392.0 |
| S1 |
1,381.4 |
1,381.4 |
1,386.9 |
1,385.7 |
| S2 |
1,374.6 |
1,374.6 |
1,385.5 |
|
| S3 |
1,359.3 |
1,366.1 |
1,384.1 |
|
| S4 |
1,344.0 |
1,350.8 |
1,379.9 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.4 |
1,452.9 |
1,383.6 |
|
| R3 |
1,436.4 |
1,417.9 |
1,373.9 |
|
| R2 |
1,401.4 |
1,401.4 |
1,370.7 |
|
| R1 |
1,382.9 |
1,382.9 |
1,367.5 |
1,392.2 |
| PP |
1,366.4 |
1,366.4 |
1,366.4 |
1,371.1 |
| S1 |
1,347.9 |
1,347.9 |
1,361.1 |
1,357.2 |
| S2 |
1,331.4 |
1,331.4 |
1,357.9 |
|
| S3 |
1,296.4 |
1,312.9 |
1,354.7 |
|
| S4 |
1,261.4 |
1,277.9 |
1,345.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,398.3 |
1,352.0 |
46.3 |
3.3% |
19.1 |
1.4% |
78% |
True |
False |
122,250 |
| 10 |
1,398.3 |
1,333.0 |
65.3 |
4.7% |
20.0 |
1.4% |
85% |
True |
False |
78,092 |
| 20 |
1,426.0 |
1,327.8 |
98.2 |
7.1% |
26.5 |
1.9% |
62% |
False |
False |
50,365 |
| 40 |
1,426.0 |
1,317.4 |
108.6 |
7.8% |
23.7 |
1.7% |
65% |
False |
False |
27,876 |
| 60 |
1,426.0 |
1,240.0 |
186.0 |
13.4% |
20.0 |
1.4% |
80% |
False |
False |
19,239 |
| 80 |
1,426.0 |
1,194.2 |
231.8 |
16.7% |
17.8 |
1.3% |
84% |
False |
False |
14,662 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
16.2 |
1.2% |
86% |
False |
False |
11,959 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
15.5 |
1.1% |
86% |
False |
False |
10,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,463.3 |
|
2.618 |
1,438.4 |
|
1.618 |
1,423.1 |
|
1.000 |
1,413.6 |
|
0.618 |
1,407.8 |
|
HIGH |
1,398.3 |
|
0.618 |
1,392.5 |
|
0.500 |
1,390.7 |
|
0.382 |
1,388.8 |
|
LOW |
1,383.0 |
|
0.618 |
1,373.5 |
|
1.000 |
1,367.7 |
|
1.618 |
1,358.2 |
|
2.618 |
1,342.9 |
|
4.250 |
1,318.0 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,390.7 |
1,384.3 |
| PP |
1,389.9 |
1,380.4 |
| S1 |
1,389.1 |
1,376.4 |
|