| 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 |
2,678.0 |
2,659.0 |
-19.0 |
-0.7% |
2,882.0 |
| High |
2,680.0 |
2,734.0 |
54.0 |
2.0% |
2,882.0 |
| Low |
2,631.0 |
2,659.0 |
28.0 |
1.1% |
2,707.0 |
| Close |
2,650.0 |
2,718.0 |
68.0 |
2.6% |
2,736.0 |
| Range |
49.0 |
75.0 |
26.0 |
53.1% |
175.0 |
| ATR |
56.8 |
58.7 |
1.9 |
3.4% |
0.0 |
| Volume |
285,880 |
9,619 |
-276,261 |
-96.6% |
46,282 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.7 |
2,898.3 |
2,759.3 |
|
| R3 |
2,853.7 |
2,823.3 |
2,738.6 |
|
| R2 |
2,778.7 |
2,778.7 |
2,731.8 |
|
| R1 |
2,748.3 |
2,748.3 |
2,724.9 |
2,763.5 |
| PP |
2,703.7 |
2,703.7 |
2,703.7 |
2,711.3 |
| S1 |
2,673.3 |
2,673.3 |
2,711.1 |
2,688.5 |
| S2 |
2,628.7 |
2,628.7 |
2,704.3 |
|
| S3 |
2,553.7 |
2,598.3 |
2,697.4 |
|
| S4 |
2,478.7 |
2,523.3 |
2,676.8 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,193.0 |
2,832.3 |
|
| R3 |
3,125.0 |
3,018.0 |
2,784.1 |
|
| R2 |
2,950.0 |
2,950.0 |
2,768.1 |
|
| R1 |
2,843.0 |
2,843.0 |
2,752.0 |
2,809.0 |
| PP |
2,775.0 |
2,775.0 |
2,775.0 |
2,758.0 |
| S1 |
2,668.0 |
2,668.0 |
2,720.0 |
2,634.0 |
| S2 |
2,600.0 |
2,600.0 |
2,703.9 |
|
| S3 |
2,425.0 |
2,493.0 |
2,687.9 |
|
| S4 |
2,250.0 |
2,318.0 |
2,639.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.0 |
2,631.0 |
140.0 |
5.2% |
61.2 |
2.3% |
62% |
False |
False |
59,953 |
| 10 |
2,882.0 |
2,631.0 |
251.0 |
9.2% |
60.1 |
2.2% |
35% |
False |
False |
35,482 |
| 20 |
2,898.0 |
2,631.0 |
267.0 |
9.8% |
52.8 |
1.9% |
33% |
False |
False |
36,891 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.5% |
47.3 |
1.7% |
31% |
False |
False |
24,024 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.5% |
47.7 |
1.8% |
31% |
False |
False |
17,725 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
14.0% |
46.3 |
1.7% |
48% |
False |
False |
13,469 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
14.0% |
45.3 |
1.7% |
48% |
False |
False |
10,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.8 |
|
2.618 |
2,930.4 |
|
1.618 |
2,855.4 |
|
1.000 |
2,809.0 |
|
0.618 |
2,780.4 |
|
HIGH |
2,734.0 |
|
0.618 |
2,705.4 |
|
0.500 |
2,696.5 |
|
0.382 |
2,687.7 |
|
LOW |
2,659.0 |
|
0.618 |
2,612.7 |
|
1.000 |
2,584.0 |
|
1.618 |
2,537.7 |
|
2.618 |
2,462.7 |
|
4.250 |
2,340.3 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.8 |
2,712.3 |
| PP |
2,703.7 |
2,706.7 |
| S1 |
2,696.5 |
2,701.0 |
|