| 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 |
2,731.0 |
2,781.0 |
50.0 |
1.8% |
2,734.0 |
| High |
2,791.0 |
2,795.0 |
4.0 |
0.1% |
2,795.0 |
| Low |
2,701.0 |
2,757.0 |
56.0 |
2.1% |
2,631.0 |
| Close |
2,781.0 |
2,784.0 |
3.0 |
0.1% |
2,784.0 |
| Range |
90.0 |
38.0 |
-52.0 |
-57.8% |
164.0 |
| ATR |
61.0 |
59.3 |
-1.6 |
-2.7% |
0.0 |
| Volume |
31,744 |
13,693 |
-18,051 |
-56.9% |
343,040 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.7 |
2,876.3 |
2,804.9 |
|
| R3 |
2,854.7 |
2,838.3 |
2,794.5 |
|
| R2 |
2,816.7 |
2,816.7 |
2,791.0 |
|
| R1 |
2,800.3 |
2,800.3 |
2,787.5 |
2,808.5 |
| PP |
2,778.7 |
2,778.7 |
2,778.7 |
2,782.8 |
| S1 |
2,762.3 |
2,762.3 |
2,780.5 |
2,770.5 |
| S2 |
2,740.7 |
2,740.7 |
2,777.0 |
|
| S3 |
2,702.7 |
2,724.3 |
2,773.6 |
|
| S4 |
2,664.7 |
2,686.3 |
2,763.1 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,228.7 |
3,170.3 |
2,874.2 |
|
| R3 |
3,064.7 |
3,006.3 |
2,829.1 |
|
| R2 |
2,900.7 |
2,900.7 |
2,814.1 |
|
| R1 |
2,842.3 |
2,842.3 |
2,799.0 |
2,871.5 |
| PP |
2,736.7 |
2,736.7 |
2,736.7 |
2,751.3 |
| S1 |
2,678.3 |
2,678.3 |
2,769.0 |
2,707.5 |
| S2 |
2,572.7 |
2,572.7 |
2,753.9 |
|
| S3 |
2,408.7 |
2,514.3 |
2,738.9 |
|
| S4 |
2,244.7 |
2,350.3 |
2,693.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,631.0 |
164.0 |
5.9% |
73.8 |
2.7% |
93% |
True |
False |
68,608 |
| 10 |
2,882.0 |
2,631.0 |
251.0 |
9.0% |
63.3 |
2.3% |
61% |
False |
False |
38,932 |
| 20 |
2,898.0 |
2,631.0 |
267.0 |
9.6% |
55.3 |
2.0% |
57% |
False |
False |
39,124 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
48.7 |
1.8% |
54% |
False |
False |
25,152 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
48.8 |
1.8% |
54% |
False |
False |
18,397 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
47.3 |
1.7% |
65% |
False |
False |
14,035 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
45.1 |
1.6% |
65% |
False |
False |
11,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.5 |
|
2.618 |
2,894.5 |
|
1.618 |
2,856.5 |
|
1.000 |
2,833.0 |
|
0.618 |
2,818.5 |
|
HIGH |
2,795.0 |
|
0.618 |
2,780.5 |
|
0.500 |
2,776.0 |
|
0.382 |
2,771.5 |
|
LOW |
2,757.0 |
|
0.618 |
2,733.5 |
|
1.000 |
2,719.0 |
|
1.618 |
2,695.5 |
|
2.618 |
2,657.5 |
|
4.250 |
2,595.5 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.3 |
2,765.0 |
| PP |
2,778.7 |
2,746.0 |
| S1 |
2,776.0 |
2,727.0 |
|