| 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 |
6,749.0 |
6,750.5 |
1.5 |
0.0% |
6,889.0 |
| High |
6,780.0 |
6,903.5 |
123.5 |
1.8% |
6,919.5 |
| Low |
6,679.0 |
6,748.0 |
69.0 |
1.0% |
6,723.0 |
| Close |
6,718.5 |
6,880.0 |
161.5 |
2.4% |
6,873.0 |
| Range |
101.0 |
155.5 |
54.5 |
54.0% |
196.5 |
| ATR |
101.2 |
107.2 |
6.0 |
5.9% |
0.0 |
| Volume |
498 |
1,214 |
716 |
143.8% |
2,566 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,310.3 |
7,250.7 |
6,965.5 |
|
| R3 |
7,154.8 |
7,095.2 |
6,922.8 |
|
| R2 |
6,999.3 |
6,999.3 |
6,908.5 |
|
| R1 |
6,939.7 |
6,939.7 |
6,894.3 |
6,969.5 |
| PP |
6,843.8 |
6,843.8 |
6,843.8 |
6,858.8 |
| S1 |
6,784.2 |
6,784.2 |
6,865.7 |
6,814.0 |
| S2 |
6,688.3 |
6,688.3 |
6,851.5 |
|
| S3 |
6,532.8 |
6,628.7 |
6,837.2 |
|
| S4 |
6,377.3 |
6,473.2 |
6,794.5 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,428.0 |
7,347.0 |
6,981.1 |
|
| R3 |
7,231.5 |
7,150.5 |
6,927.0 |
|
| R2 |
7,035.0 |
7,035.0 |
6,909.0 |
|
| R1 |
6,954.0 |
6,954.0 |
6,891.0 |
6,896.3 |
| PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,809.6 |
| S1 |
6,757.5 |
6,757.5 |
6,855.0 |
6,699.8 |
| S2 |
6,642.0 |
6,642.0 |
6,837.0 |
|
| S3 |
6,445.5 |
6,561.0 |
6,819.0 |
|
| S4 |
6,249.0 |
6,364.5 |
6,764.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,921.0 |
6,679.0 |
242.0 |
3.5% |
123.0 |
1.8% |
83% |
False |
False |
802 |
| 10 |
6,921.0 |
6,679.0 |
242.0 |
3.5% |
112.0 |
1.6% |
83% |
False |
False |
840 |
| 20 |
6,921.0 |
6,646.5 |
274.5 |
4.0% |
98.0 |
1.4% |
85% |
False |
False |
834 |
| 40 |
6,921.0 |
6,250.0 |
671.0 |
9.8% |
84.8 |
1.2% |
94% |
False |
False |
731 |
| 60 |
6,921.0 |
6,137.5 |
783.5 |
11.4% |
86.9 |
1.3% |
95% |
False |
False |
1,240 |
| 80 |
6,921.0 |
5,863.5 |
1,057.5 |
15.4% |
84.3 |
1.2% |
96% |
False |
False |
1,020 |
| 100 |
6,921.0 |
5,863.5 |
1,057.5 |
15.4% |
83.3 |
1.2% |
96% |
False |
False |
831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,564.4 |
|
2.618 |
7,310.6 |
|
1.618 |
7,155.1 |
|
1.000 |
7,059.0 |
|
0.618 |
6,999.6 |
|
HIGH |
6,903.5 |
|
0.618 |
6,844.1 |
|
0.500 |
6,825.8 |
|
0.382 |
6,807.4 |
|
LOW |
6,748.0 |
|
0.618 |
6,651.9 |
|
1.000 |
6,592.5 |
|
1.618 |
6,496.4 |
|
2.618 |
6,340.9 |
|
4.250 |
6,087.1 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,861.9 |
6,853.3 |
| PP |
6,843.8 |
6,826.7 |
| S1 |
6,825.8 |
6,800.0 |
|