| 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 |
1,172.50 |
1,198.75 |
26.25 |
2.2% |
1,194.50 |
| High |
1,202.50 |
1,218.00 |
15.50 |
1.3% |
1,201.00 |
| Low |
1,171.50 |
1,197.00 |
25.50 |
2.2% |
1,169.75 |
| Close |
1,199.50 |
1,217.50 |
18.00 |
1.5% |
1,178.00 |
| Range |
31.00 |
21.00 |
-10.00 |
-32.3% |
31.25 |
| ATR |
17.97 |
18.19 |
0.22 |
1.2% |
0.00 |
| Volume |
10,578 |
26,732 |
16,154 |
152.7% |
40,166 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.75 |
1,266.75 |
1,229.00 |
|
| R3 |
1,252.75 |
1,245.75 |
1,223.25 |
|
| R2 |
1,231.75 |
1,231.75 |
1,221.25 |
|
| R1 |
1,224.75 |
1,224.75 |
1,219.50 |
1,228.25 |
| PP |
1,210.75 |
1,210.75 |
1,210.75 |
1,212.50 |
| S1 |
1,203.75 |
1,203.75 |
1,215.50 |
1,207.25 |
| S2 |
1,189.75 |
1,189.75 |
1,213.75 |
|
| S3 |
1,168.75 |
1,182.75 |
1,211.75 |
|
| S4 |
1,147.75 |
1,161.75 |
1,206.00 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.75 |
1,258.50 |
1,195.25 |
|
| R3 |
1,245.50 |
1,227.25 |
1,186.50 |
|
| R2 |
1,214.25 |
1,214.25 |
1,183.75 |
|
| R1 |
1,196.00 |
1,196.00 |
1,180.75 |
1,189.50 |
| PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,179.50 |
| S1 |
1,164.75 |
1,164.75 |
1,175.25 |
1,158.25 |
| S2 |
1,151.75 |
1,151.75 |
1,172.25 |
|
| S3 |
1,120.50 |
1,133.50 |
1,169.50 |
|
| S4 |
1,089.25 |
1,102.25 |
1,160.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,218.00 |
1,167.25 |
50.75 |
4.2% |
21.00 |
1.7% |
99% |
True |
False |
12,582 |
| 10 |
1,218.00 |
1,167.25 |
50.75 |
4.2% |
20.50 |
1.7% |
99% |
True |
False |
10,175 |
| 20 |
1,219.25 |
1,165.75 |
53.50 |
4.4% |
17.75 |
1.5% |
97% |
False |
False |
6,611 |
| 40 |
1,219.25 |
1,140.50 |
78.75 |
6.5% |
16.50 |
1.4% |
98% |
False |
False |
3,970 |
| 60 |
1,219.25 |
1,086.50 |
132.75 |
10.9% |
16.00 |
1.3% |
99% |
False |
False |
2,873 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
15.7% |
16.25 |
1.3% |
99% |
False |
False |
2,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,307.25 |
|
2.618 |
1,273.00 |
|
1.618 |
1,252.00 |
|
1.000 |
1,239.00 |
|
0.618 |
1,231.00 |
|
HIGH |
1,218.00 |
|
0.618 |
1,210.00 |
|
0.500 |
1,207.50 |
|
0.382 |
1,205.00 |
|
LOW |
1,197.00 |
|
0.618 |
1,184.00 |
|
1.000 |
1,176.00 |
|
1.618 |
1,163.00 |
|
2.618 |
1,142.00 |
|
4.250 |
1,107.75 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.25 |
1,209.25 |
| PP |
1,210.75 |
1,201.00 |
| S1 |
1,207.50 |
1,193.00 |
|