| 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 |
1,387.7 |
1,387.6 |
-0.1 |
0.0% |
1,359.9 |
| High |
1,398.3 |
1,399.7 |
1.4 |
0.1% |
1,385.0 |
| Low |
1,383.0 |
1,383.8 |
0.8 |
0.1% |
1,350.0 |
| Close |
1,388.3 |
1,389.3 |
1.0 |
0.1% |
1,364.3 |
| Range |
15.3 |
15.9 |
0.6 |
3.9% |
35.0 |
| ATR |
23.3 |
22.8 |
-0.5 |
-2.3% |
0.0 |
| Volume |
148,719 |
126,530 |
-22,189 |
-14.9% |
268,333 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.6 |
1,429.9 |
1,398.0 |
|
| R3 |
1,422.7 |
1,414.0 |
1,393.7 |
|
| R2 |
1,406.8 |
1,406.8 |
1,392.2 |
|
| R1 |
1,398.1 |
1,398.1 |
1,390.8 |
1,402.5 |
| PP |
1,390.9 |
1,390.9 |
1,390.9 |
1,393.1 |
| S1 |
1,382.2 |
1,382.2 |
1,387.8 |
1,386.6 |
| S2 |
1,375.0 |
1,375.0 |
1,386.4 |
|
| S3 |
1,359.1 |
1,366.3 |
1,384.9 |
|
| S4 |
1,343.2 |
1,350.4 |
1,380.6 |
|
|
| 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 |
1,399.7 |
1,352.0 |
47.7 |
3.4% |
19.9 |
1.4% |
78% |
True |
False |
128,948 |
| 10 |
1,399.7 |
1,337.8 |
61.9 |
4.5% |
20.3 |
1.5% |
83% |
True |
False |
86,626 |
| 20 |
1,426.0 |
1,331.1 |
94.9 |
6.8% |
25.3 |
1.8% |
61% |
False |
False |
56,274 |
| 40 |
1,426.0 |
1,317.4 |
108.6 |
7.8% |
23.8 |
1.7% |
66% |
False |
False |
30,962 |
| 60 |
1,426.0 |
1,240.0 |
186.0 |
13.4% |
20.2 |
1.5% |
80% |
False |
False |
21,328 |
| 80 |
1,426.0 |
1,196.4 |
229.6 |
16.5% |
17.8 |
1.3% |
84% |
False |
False |
16,235 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
16.4 |
1.2% |
86% |
False |
False |
13,224 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
15.6 |
1.1% |
86% |
False |
False |
11,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.3 |
|
2.618 |
1,441.3 |
|
1.618 |
1,425.4 |
|
1.000 |
1,415.6 |
|
0.618 |
1,409.5 |
|
HIGH |
1,399.7 |
|
0.618 |
1,393.6 |
|
0.500 |
1,391.8 |
|
0.382 |
1,389.9 |
|
LOW |
1,383.8 |
|
0.618 |
1,374.0 |
|
1.000 |
1,367.9 |
|
1.618 |
1,358.1 |
|
2.618 |
1,342.2 |
|
4.250 |
1,316.2 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.8 |
1,386.8 |
| PP |
1,390.9 |
1,384.3 |
| S1 |
1,390.1 |
1,381.9 |
|