| 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 |
6,750.5 |
6,895.0 |
144.5 |
2.1% |
6,889.0 |
| High |
6,903.5 |
6,983.0 |
79.5 |
1.2% |
6,919.5 |
| Low |
6,748.0 |
6,864.0 |
116.0 |
1.7% |
6,723.0 |
| Close |
6,880.0 |
6,974.5 |
94.5 |
1.4% |
6,873.0 |
| Range |
155.5 |
119.0 |
-36.5 |
-23.5% |
196.5 |
| ATR |
107.2 |
108.1 |
0.8 |
0.8% |
0.0 |
| Volume |
1,214 |
1,221 |
7 |
0.6% |
2,566 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,297.5 |
7,255.0 |
7,040.0 |
|
| R3 |
7,178.5 |
7,136.0 |
7,007.2 |
|
| R2 |
7,059.5 |
7,059.5 |
6,996.3 |
|
| R1 |
7,017.0 |
7,017.0 |
6,985.4 |
7,038.3 |
| PP |
6,940.5 |
6,940.5 |
6,940.5 |
6,951.1 |
| S1 |
6,898.0 |
6,898.0 |
6,963.6 |
6,919.3 |
| S2 |
6,821.5 |
6,821.5 |
6,952.7 |
|
| S3 |
6,702.5 |
6,779.0 |
6,941.8 |
|
| S4 |
6,583.5 |
6,660.0 |
6,909.1 |
|
|
| 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 |
6,983.0 |
6,679.0 |
304.0 |
4.4% |
135.1 |
1.9% |
97% |
True |
False |
943 |
| 10 |
6,983.0 |
6,679.0 |
304.0 |
4.4% |
116.6 |
1.7% |
97% |
True |
False |
757 |
| 20 |
6,983.0 |
6,646.5 |
336.5 |
4.8% |
99.2 |
1.4% |
97% |
True |
False |
872 |
| 40 |
6,983.0 |
6,250.0 |
733.0 |
10.5% |
85.6 |
1.2% |
99% |
True |
False |
752 |
| 60 |
6,983.0 |
6,137.5 |
845.5 |
12.1% |
87.2 |
1.3% |
99% |
True |
False |
1,250 |
| 80 |
6,983.0 |
5,863.5 |
1,119.5 |
16.1% |
85.1 |
1.2% |
99% |
True |
False |
1,035 |
| 100 |
6,983.0 |
5,863.5 |
1,119.5 |
16.1% |
83.4 |
1.2% |
99% |
True |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,488.8 |
|
2.618 |
7,294.5 |
|
1.618 |
7,175.5 |
|
1.000 |
7,102.0 |
|
0.618 |
7,056.5 |
|
HIGH |
6,983.0 |
|
0.618 |
6,937.5 |
|
0.500 |
6,923.5 |
|
0.382 |
6,909.5 |
|
LOW |
6,864.0 |
|
0.618 |
6,790.5 |
|
1.000 |
6,745.0 |
|
1.618 |
6,671.5 |
|
2.618 |
6,552.5 |
|
4.250 |
6,358.3 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,957.5 |
6,926.7 |
| PP |
6,940.5 |
6,878.8 |
| S1 |
6,923.5 |
6,831.0 |
|