| 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 |
11,007.23 |
11,255.93 |
248.70 |
2.3% |
11,201.66 |
| High |
11,276.10 |
11,373.80 |
97.70 |
0.9% |
11,206.05 |
| Low |
11,007.23 |
11,255.85 |
248.62 |
2.3% |
10,992.17 |
| Close |
11,255.78 |
11,362.41 |
106.63 |
0.9% |
11,092.00 |
| Range |
268.87 |
117.95 |
-150.92 |
-56.1% |
213.88 |
| ATR |
142.81 |
141.04 |
-1.77 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,684.54 |
11,641.42 |
11,427.28 |
|
| R3 |
11,566.59 |
11,523.47 |
11,394.85 |
|
| R2 |
11,448.64 |
11,448.64 |
11,384.03 |
|
| R1 |
11,405.52 |
11,405.52 |
11,373.22 |
11,427.08 |
| PP |
11,330.69 |
11,330.69 |
11,330.69 |
11,341.47 |
| S1 |
11,287.57 |
11,287.57 |
11,351.60 |
11,309.13 |
| S2 |
11,212.74 |
11,212.74 |
11,340.79 |
|
| S3 |
11,094.79 |
11,169.62 |
11,329.97 |
|
| S4 |
10,976.84 |
11,051.67 |
11,297.54 |
|
|
| 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 |
11,373.80 |
10,929.28 |
444.52 |
3.9% |
155.47 |
1.4% |
97% |
True |
False |
|
| 10 |
11,373.80 |
10,929.28 |
444.52 |
3.9% |
155.18 |
1.4% |
97% |
True |
False |
|
| 20 |
11,451.53 |
10,929.28 |
522.25 |
4.6% |
136.70 |
1.2% |
83% |
False |
False |
|
| 40 |
11,451.53 |
10,892.76 |
558.77 |
4.9% |
128.51 |
1.1% |
84% |
False |
False |
|
| 60 |
11,451.53 |
10,386.63 |
1,064.90 |
9.4% |
124.34 |
1.1% |
92% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
130.36 |
1.1% |
94% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
133.34 |
1.2% |
94% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
137.79 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,875.09 |
|
2.618 |
11,682.59 |
|
1.618 |
11,564.64 |
|
1.000 |
11,491.75 |
|
0.618 |
11,446.69 |
|
HIGH |
11,373.80 |
|
0.618 |
11,328.74 |
|
0.500 |
11,314.83 |
|
0.382 |
11,300.91 |
|
LOW |
11,255.85 |
|
0.618 |
11,182.96 |
|
1.000 |
11,137.90 |
|
1.618 |
11,065.01 |
|
2.618 |
10,947.06 |
|
4.250 |
10,754.56 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,346.55 |
11,294.40 |
| PP |
11,330.69 |
11,226.40 |
| S1 |
11,314.83 |
11,158.39 |
|