| 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 |
1,391.5 |
1,389.5 |
-2.0 |
-0.1% |
1,363.5 |
| High |
1,401.6 |
1,418.7 |
17.1 |
1.2% |
1,418.7 |
| Low |
1,387.0 |
1,389.5 |
2.5 |
0.2% |
1,357.1 |
| Close |
1,391.5 |
1,408.4 |
16.9 |
1.2% |
1,408.4 |
| Range |
14.6 |
29.2 |
14.6 |
100.0% |
61.6 |
| ATR |
21.5 |
22.0 |
0.6 |
2.6% |
0.0 |
| Volume |
3,096 |
1,099 |
-1,997 |
-64.5% |
28,531 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,493.1 |
1,480.0 |
1,424.5 |
|
| R3 |
1,463.9 |
1,450.8 |
1,416.4 |
|
| R2 |
1,434.7 |
1,434.7 |
1,413.8 |
|
| R1 |
1,421.6 |
1,421.6 |
1,411.1 |
1,428.2 |
| PP |
1,405.5 |
1,405.5 |
1,405.5 |
1,408.8 |
| S1 |
1,392.4 |
1,392.4 |
1,405.7 |
1,399.0 |
| S2 |
1,376.3 |
1,376.3 |
1,403.0 |
|
| S3 |
1,347.1 |
1,363.2 |
1,400.4 |
|
| S4 |
1,317.9 |
1,334.0 |
1,392.3 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,579.5 |
1,555.6 |
1,442.3 |
|
| R3 |
1,517.9 |
1,494.0 |
1,425.3 |
|
| R2 |
1,456.3 |
1,456.3 |
1,419.7 |
|
| R1 |
1,432.4 |
1,432.4 |
1,414.0 |
1,444.4 |
| PP |
1,394.7 |
1,394.7 |
1,394.7 |
1,400.7 |
| S1 |
1,370.8 |
1,370.8 |
1,402.8 |
1,382.8 |
| S2 |
1,333.1 |
1,333.1 |
1,397.1 |
|
| S3 |
1,271.5 |
1,309.2 |
1,391.5 |
|
| S4 |
1,209.9 |
1,247.6 |
1,374.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,418.7 |
1,357.1 |
61.6 |
4.4% |
20.1 |
1.4% |
83% |
True |
False |
5,706 |
| 10 |
1,418.7 |
1,345.0 |
73.7 |
5.2% |
19.7 |
1.4% |
86% |
True |
False |
5,471 |
| 20 |
1,428.0 |
1,333.7 |
94.3 |
6.7% |
23.1 |
1.6% |
79% |
False |
False |
4,209 |
| 40 |
1,428.0 |
1,319.3 |
108.7 |
7.7% |
21.8 |
1.5% |
82% |
False |
False |
3,139 |
| 60 |
1,428.0 |
1,246.8 |
181.2 |
12.9% |
18.2 |
1.3% |
89% |
False |
False |
2,261 |
| 80 |
1,428.0 |
1,202.0 |
226.0 |
16.0% |
14.9 |
1.1% |
91% |
False |
False |
1,768 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
18.8% |
13.1 |
0.9% |
93% |
False |
False |
1,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,542.8 |
|
2.618 |
1,495.1 |
|
1.618 |
1,465.9 |
|
1.000 |
1,447.9 |
|
0.618 |
1,436.7 |
|
HIGH |
1,418.7 |
|
0.618 |
1,407.5 |
|
0.500 |
1,404.1 |
|
0.382 |
1,400.7 |
|
LOW |
1,389.5 |
|
0.618 |
1,371.5 |
|
1.000 |
1,360.3 |
|
1.618 |
1,342.3 |
|
2.618 |
1,313.1 |
|
4.250 |
1,265.4 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,407.0 |
1,406.3 |
| PP |
1,405.5 |
1,404.3 |
| S1 |
1,404.1 |
1,402.2 |
|