| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
11,049.72 |
11,007.23 |
-42.49 |
-0.4% |
11,201.66 |
| High |
11,062.63 |
11,276.10 |
213.47 |
1.9% |
11,206.05 |
| Low |
10,942.98 |
11,007.23 |
64.25 |
0.6% |
10,992.17 |
| Close |
11,006.02 |
11,255.78 |
249.76 |
2.3% |
11,092.00 |
| Range |
119.65 |
268.87 |
149.22 |
124.7% |
213.88 |
| ATR |
133.02 |
142.81 |
9.79 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,986.31 |
11,889.92 |
11,403.66 |
|
| R3 |
11,717.44 |
11,621.05 |
11,329.72 |
|
| R2 |
11,448.57 |
11,448.57 |
11,305.07 |
|
| R1 |
11,352.18 |
11,352.18 |
11,280.43 |
11,400.38 |
| PP |
11,179.70 |
11,179.70 |
11,179.70 |
11,203.80 |
| S1 |
11,083.31 |
11,083.31 |
11,231.13 |
11,131.51 |
| S2 |
10,910.83 |
10,910.83 |
11,206.49 |
|
| S3 |
10,641.96 |
10,814.44 |
11,181.84 |
|
| S4 |
10,373.09 |
10,545.57 |
11,107.90 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,738.38 |
11,629.07 |
11,209.63 |
|
| R3 |
11,524.50 |
11,415.19 |
11,150.82 |
|
| R2 |
11,310.62 |
11,310.62 |
11,131.21 |
|
| R1 |
11,201.31 |
11,201.31 |
11,111.61 |
11,149.03 |
| PP |
11,096.74 |
11,096.74 |
11,096.74 |
11,070.60 |
| S1 |
10,987.43 |
10,987.43 |
11,072.39 |
10,935.15 |
| S2 |
10,882.86 |
10,882.86 |
11,052.79 |
|
| S3 |
10,668.98 |
10,773.55 |
11,033.18 |
|
| S4 |
10,455.10 |
10,559.67 |
10,974.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,276.10 |
10,929.28 |
346.82 |
3.1% |
163.61 |
1.5% |
94% |
True |
False |
|
| 10 |
11,276.10 |
10,929.28 |
346.82 |
3.1% |
148.52 |
1.3% |
94% |
True |
False |
|
| 20 |
11,451.53 |
10,929.28 |
522.25 |
4.6% |
137.27 |
1.2% |
63% |
False |
False |
|
| 40 |
11,451.53 |
10,892.76 |
558.77 |
5.0% |
126.95 |
1.1% |
65% |
False |
False |
|
| 60 |
11,451.53 |
10,335.69 |
1,115.84 |
9.9% |
123.89 |
1.1% |
82% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
130.75 |
1.2% |
87% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
134.06 |
1.2% |
87% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.3% |
137.99 |
1.2% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,418.80 |
|
2.618 |
11,980.00 |
|
1.618 |
11,711.13 |
|
1.000 |
11,544.97 |
|
0.618 |
11,442.26 |
|
HIGH |
11,276.10 |
|
0.618 |
11,173.39 |
|
0.500 |
11,141.67 |
|
0.382 |
11,109.94 |
|
LOW |
11,007.23 |
|
0.618 |
10,841.07 |
|
1.000 |
10,738.36 |
|
1.618 |
10,572.20 |
|
2.618 |
10,303.33 |
|
4.250 |
9,864.53 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,217.74 |
11,204.75 |
| PP |
11,179.70 |
11,153.72 |
| S1 |
11,141.67 |
11,102.69 |
|