| 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 |
2,659.0 |
2,731.0 |
72.0 |
2.7% |
2,882.0 |
| High |
2,734.0 |
2,791.0 |
57.0 |
2.1% |
2,882.0 |
| Low |
2,659.0 |
2,701.0 |
42.0 |
1.6% |
2,707.0 |
| Close |
2,718.0 |
2,781.0 |
63.0 |
2.3% |
2,736.0 |
| Range |
75.0 |
90.0 |
15.0 |
20.0% |
175.0 |
| ATR |
58.7 |
61.0 |
2.2 |
3.8% |
0.0 |
| Volume |
9,619 |
31,744 |
22,125 |
230.0% |
46,282 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.7 |
2,994.3 |
2,830.5 |
|
| R3 |
2,937.7 |
2,904.3 |
2,805.8 |
|
| R2 |
2,847.7 |
2,847.7 |
2,797.5 |
|
| R1 |
2,814.3 |
2,814.3 |
2,789.3 |
2,831.0 |
| PP |
2,757.7 |
2,757.7 |
2,757.7 |
2,766.0 |
| S1 |
2,724.3 |
2,724.3 |
2,772.8 |
2,741.0 |
| S2 |
2,667.7 |
2,667.7 |
2,764.5 |
|
| S3 |
2,577.7 |
2,634.3 |
2,756.3 |
|
| S4 |
2,487.7 |
2,544.3 |
2,731.5 |
|
|
| 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 |
2,791.0 |
2,631.0 |
160.0 |
5.8% |
74.0 |
2.7% |
94% |
True |
False |
66,114 |
| 10 |
2,882.0 |
2,631.0 |
251.0 |
9.0% |
65.8 |
2.4% |
60% |
False |
False |
38,584 |
| 20 |
2,898.0 |
2,631.0 |
267.0 |
9.6% |
55.2 |
2.0% |
56% |
False |
False |
38,459 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
48.4 |
1.7% |
53% |
False |
False |
24,815 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
48.3 |
1.7% |
53% |
False |
False |
18,207 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
47.0 |
1.7% |
65% |
False |
False |
13,866 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
45.7 |
1.6% |
65% |
False |
False |
11,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.5 |
|
2.618 |
3,026.6 |
|
1.618 |
2,936.6 |
|
1.000 |
2,881.0 |
|
0.618 |
2,846.6 |
|
HIGH |
2,791.0 |
|
0.618 |
2,756.6 |
|
0.500 |
2,746.0 |
|
0.382 |
2,735.4 |
|
LOW |
2,701.0 |
|
0.618 |
2,645.4 |
|
1.000 |
2,611.0 |
|
1.618 |
2,555.4 |
|
2.618 |
2,465.4 |
|
4.250 |
2,318.5 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,769.3 |
2,757.7 |
| PP |
2,757.7 |
2,734.3 |
| S1 |
2,746.0 |
2,711.0 |
|