| 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 |
1,198.75 |
1,217.50 |
18.75 |
1.6% |
1,184.75 |
| High |
1,218.00 |
1,222.25 |
4.25 |
0.3% |
1,222.25 |
| Low |
1,197.00 |
1,208.00 |
11.00 |
0.9% |
1,167.25 |
| Close |
1,217.50 |
1,218.50 |
1.00 |
0.1% |
1,218.50 |
| Range |
21.00 |
14.25 |
-6.75 |
-32.1% |
55.00 |
| ATR |
18.19 |
17.90 |
-0.28 |
-1.5% |
0.00 |
| Volume |
26,732 |
20,411 |
-6,321 |
-23.6% |
68,762 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.00 |
1,253.00 |
1,226.25 |
|
| R3 |
1,244.75 |
1,238.75 |
1,222.50 |
|
| R2 |
1,230.50 |
1,230.50 |
1,221.00 |
|
| R1 |
1,224.50 |
1,224.50 |
1,219.75 |
1,227.50 |
| PP |
1,216.25 |
1,216.25 |
1,216.25 |
1,217.75 |
| S1 |
1,210.25 |
1,210.25 |
1,217.25 |
1,213.25 |
| S2 |
1,202.00 |
1,202.00 |
1,216.00 |
|
| S3 |
1,187.75 |
1,196.00 |
1,214.50 |
|
| S4 |
1,173.50 |
1,181.75 |
1,210.75 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,367.75 |
1,348.00 |
1,248.75 |
|
| R3 |
1,312.75 |
1,293.00 |
1,233.50 |
|
| R2 |
1,257.75 |
1,257.75 |
1,228.50 |
|
| R1 |
1,238.00 |
1,238.00 |
1,223.50 |
1,248.00 |
| PP |
1,202.75 |
1,202.75 |
1,202.75 |
1,207.50 |
| S1 |
1,183.00 |
1,183.00 |
1,213.50 |
1,193.00 |
| S2 |
1,147.75 |
1,147.75 |
1,208.50 |
|
| S3 |
1,092.75 |
1,128.00 |
1,203.50 |
|
| S4 |
1,037.75 |
1,073.00 |
1,188.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.25 |
1,167.25 |
55.00 |
4.5% |
20.50 |
1.7% |
93% |
True |
False |
13,752 |
| 10 |
1,222.25 |
1,167.25 |
55.00 |
4.5% |
19.75 |
1.6% |
93% |
True |
False |
11,773 |
| 20 |
1,222.25 |
1,165.75 |
56.50 |
4.6% |
17.25 |
1.4% |
93% |
True |
False |
7,592 |
| 40 |
1,222.25 |
1,140.50 |
81.75 |
6.7% |
16.50 |
1.3% |
95% |
True |
False |
4,426 |
| 60 |
1,222.25 |
1,090.25 |
132.00 |
10.8% |
16.00 |
1.3% |
97% |
True |
False |
3,213 |
| 80 |
1,222.25 |
1,028.25 |
194.00 |
15.9% |
16.25 |
1.3% |
98% |
True |
False |
2,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.75 |
|
2.618 |
1,259.50 |
|
1.618 |
1,245.25 |
|
1.000 |
1,236.50 |
|
0.618 |
1,231.00 |
|
HIGH |
1,222.25 |
|
0.618 |
1,216.75 |
|
0.500 |
1,215.00 |
|
0.382 |
1,213.50 |
|
LOW |
1,208.00 |
|
0.618 |
1,199.25 |
|
1.000 |
1,193.75 |
|
1.618 |
1,185.00 |
|
2.618 |
1,170.75 |
|
4.250 |
1,147.50 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,217.50 |
1,211.25 |
| PP |
1,216.25 |
1,204.00 |
| S1 |
1,215.00 |
1,197.00 |
|