| 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 |
1,387.6 |
1,387.1 |
-0.5 |
0.0% |
1,365.0 |
| High |
1,399.7 |
1,417.0 |
17.3 |
1.2% |
1,417.0 |
| Low |
1,383.8 |
1,385.3 |
1.5 |
0.1% |
1,354.5 |
| Close |
1,389.3 |
1,406.2 |
16.9 |
1.2% |
1,406.2 |
| Range |
15.9 |
31.7 |
15.8 |
99.4% |
62.5 |
| ATR |
22.8 |
23.4 |
0.6 |
2.8% |
0.0 |
| Volume |
126,530 |
151,212 |
24,682 |
19.5% |
689,730 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.9 |
1,483.8 |
1,423.6 |
|
| R3 |
1,466.2 |
1,452.1 |
1,414.9 |
|
| R2 |
1,434.5 |
1,434.5 |
1,412.0 |
|
| R1 |
1,420.4 |
1,420.4 |
1,409.1 |
1,427.5 |
| PP |
1,402.8 |
1,402.8 |
1,402.8 |
1,406.4 |
| S1 |
1,388.7 |
1,388.7 |
1,403.3 |
1,395.8 |
| S2 |
1,371.1 |
1,371.1 |
1,400.4 |
|
| S3 |
1,339.4 |
1,357.0 |
1,397.5 |
|
| S4 |
1,307.7 |
1,325.3 |
1,388.8 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,580.1 |
1,555.6 |
1,440.6 |
|
| R3 |
1,517.6 |
1,493.1 |
1,423.4 |
|
| R2 |
1,455.1 |
1,455.1 |
1,417.7 |
|
| R1 |
1,430.6 |
1,430.6 |
1,411.9 |
1,442.9 |
| PP |
1,392.6 |
1,392.6 |
1,392.6 |
1,398.7 |
| S1 |
1,368.1 |
1,368.1 |
1,400.5 |
1,380.4 |
| S2 |
1,330.1 |
1,330.1 |
1,394.7 |
|
| S3 |
1,267.6 |
1,305.6 |
1,389.0 |
|
| S4 |
1,205.1 |
1,243.1 |
1,371.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,417.0 |
1,354.5 |
62.5 |
4.4% |
21.2 |
1.5% |
83% |
True |
False |
137,946 |
| 10 |
1,417.0 |
1,343.1 |
73.9 |
5.3% |
21.2 |
1.5% |
85% |
True |
False |
99,131 |
| 20 |
1,426.0 |
1,331.1 |
94.9 |
6.7% |
24.6 |
1.7% |
79% |
False |
False |
63,461 |
| 40 |
1,426.0 |
1,317.4 |
108.6 |
7.7% |
23.6 |
1.7% |
82% |
False |
False |
34,689 |
| 60 |
1,426.0 |
1,240.0 |
186.0 |
13.2% |
20.5 |
1.5% |
89% |
False |
False |
23,804 |
| 80 |
1,426.0 |
1,202.6 |
223.4 |
15.9% |
18.0 |
1.3% |
91% |
False |
False |
18,101 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
16.7 |
1.2% |
92% |
False |
False |
14,729 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
15.8 |
1.1% |
92% |
False |
False |
12,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,551.7 |
|
2.618 |
1,500.0 |
|
1.618 |
1,468.3 |
|
1.000 |
1,448.7 |
|
0.618 |
1,436.6 |
|
HIGH |
1,417.0 |
|
0.618 |
1,404.9 |
|
0.500 |
1,401.2 |
|
0.382 |
1,397.4 |
|
LOW |
1,385.3 |
|
0.618 |
1,365.7 |
|
1.000 |
1,353.6 |
|
1.618 |
1,334.0 |
|
2.618 |
1,302.3 |
|
4.250 |
1,250.6 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,404.5 |
1,404.1 |
| PP |
1,402.8 |
1,402.1 |
| S1 |
1,401.2 |
1,400.0 |
|