| 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 |
1,392.2 |
1,393.1 |
0.9 |
0.1% |
1,364.1 |
| High |
1,402.5 |
1,403.9 |
1.4 |
0.1% |
1,386.0 |
| Low |
1,387.7 |
1,388.4 |
0.7 |
0.1% |
1,355.3 |
| Close |
1,392.7 |
1,393.7 |
1.0 |
0.1% |
1,368.6 |
| Range |
14.8 |
15.5 |
0.7 |
4.7% |
30.7 |
| ATR |
21.5 |
21.1 |
-0.4 |
-2.0% |
0.0 |
| Volume |
3,316 |
2,533 |
-783 |
-23.6% |
15,261 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.8 |
1,433.3 |
1,402.2 |
|
| R3 |
1,426.3 |
1,417.8 |
1,398.0 |
|
| R2 |
1,410.8 |
1,410.8 |
1,396.5 |
|
| R1 |
1,402.3 |
1,402.3 |
1,395.1 |
1,406.6 |
| PP |
1,395.3 |
1,395.3 |
1,395.3 |
1,397.5 |
| S1 |
1,386.8 |
1,386.8 |
1,392.3 |
1,391.1 |
| S2 |
1,379.8 |
1,379.8 |
1,390.9 |
|
| S3 |
1,364.3 |
1,371.3 |
1,389.4 |
|
| S4 |
1,348.8 |
1,355.8 |
1,385.2 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.1 |
1,446.0 |
1,385.5 |
|
| R3 |
1,431.4 |
1,415.3 |
1,377.0 |
|
| R2 |
1,400.7 |
1,400.7 |
1,374.2 |
|
| R1 |
1,384.6 |
1,384.6 |
1,371.4 |
1,392.7 |
| PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,374.0 |
| S1 |
1,353.9 |
1,353.9 |
1,365.8 |
1,362.0 |
| S2 |
1,339.3 |
1,339.3 |
1,363.0 |
|
| S3 |
1,308.6 |
1,323.2 |
1,360.2 |
|
| S4 |
1,277.9 |
1,292.5 |
1,351.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,403.9 |
1,357.1 |
46.8 |
3.4% |
19.1 |
1.4% |
78% |
True |
False |
3,488 |
| 10 |
1,403.9 |
1,343.7 |
60.2 |
4.3% |
18.4 |
1.3% |
83% |
True |
False |
3,394 |
| 20 |
1,430.0 |
1,334.9 |
95.1 |
6.8% |
23.5 |
1.7% |
62% |
False |
False |
3,248 |
| 40 |
1,430.0 |
1,323.0 |
107.0 |
7.7% |
21.7 |
1.6% |
66% |
False |
False |
2,512 |
| 60 |
1,430.0 |
1,251.2 |
178.8 |
12.8% |
17.4 |
1.2% |
80% |
False |
False |
1,868 |
| 80 |
1,430.0 |
1,203.2 |
226.8 |
16.3% |
13.6 |
1.0% |
84% |
False |
False |
1,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,469.8 |
|
2.618 |
1,444.5 |
|
1.618 |
1,429.0 |
|
1.000 |
1,419.4 |
|
0.618 |
1,413.5 |
|
HIGH |
1,403.9 |
|
0.618 |
1,398.0 |
|
0.500 |
1,396.2 |
|
0.382 |
1,394.3 |
|
LOW |
1,388.4 |
|
0.618 |
1,378.8 |
|
1.000 |
1,372.9 |
|
1.618 |
1,363.3 |
|
2.618 |
1,347.8 |
|
4.250 |
1,322.5 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.2 |
1,391.2 |
| PP |
1,395.3 |
1,388.7 |
| S1 |
1,394.5 |
1,386.2 |
|