| 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 |
11,255.93 |
11,361.88 |
105.95 |
0.9% |
11,083.75 |
| High |
11,373.80 |
11,388.87 |
15.07 |
0.1% |
11,388.87 |
| Low |
11,255.85 |
11,318.82 |
62.97 |
0.6% |
10,929.28 |
| Close |
11,362.41 |
11,382.09 |
19.68 |
0.2% |
11,382.09 |
| Range |
117.95 |
70.05 |
-47.90 |
-40.6% |
459.59 |
| ATR |
141.04 |
135.97 |
-5.07 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,573.41 |
11,547.80 |
11,420.62 |
|
| R3 |
11,503.36 |
11,477.75 |
11,401.35 |
|
| R2 |
11,433.31 |
11,433.31 |
11,394.93 |
|
| R1 |
11,407.70 |
11,407.70 |
11,388.51 |
11,420.51 |
| PP |
11,363.26 |
11,363.26 |
11,363.26 |
11,369.66 |
| S1 |
11,337.65 |
11,337.65 |
11,375.67 |
11,350.46 |
| S2 |
11,293.21 |
11,293.21 |
11,369.25 |
|
| S3 |
11,223.16 |
11,267.60 |
11,362.83 |
|
| S4 |
11,153.11 |
11,197.55 |
11,343.56 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,612.18 |
12,456.73 |
11,634.86 |
|
| R3 |
12,152.59 |
11,997.14 |
11,508.48 |
|
| R2 |
11,693.00 |
11,693.00 |
11,466.35 |
|
| R1 |
11,537.55 |
11,537.55 |
11,424.22 |
11,615.28 |
| PP |
11,233.41 |
11,233.41 |
11,233.41 |
11,272.28 |
| S1 |
11,077.96 |
11,077.96 |
11,339.96 |
11,155.69 |
| S2 |
10,773.82 |
10,773.82 |
11,297.83 |
|
| S3 |
10,314.23 |
10,618.37 |
11,255.70 |
|
| S4 |
9,854.64 |
10,158.78 |
11,129.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,388.87 |
10,929.28 |
459.59 |
4.0% |
146.21 |
1.3% |
99% |
True |
False |
|
| 10 |
11,388.87 |
10,929.28 |
459.59 |
4.0% |
143.25 |
1.3% |
99% |
True |
False |
|
| 20 |
11,451.53 |
10,929.28 |
522.25 |
4.6% |
129.02 |
1.1% |
87% |
False |
False |
|
| 40 |
11,451.53 |
10,913.84 |
537.69 |
4.7% |
127.62 |
1.1% |
87% |
False |
False |
|
| 60 |
11,451.53 |
10,403.17 |
1,048.36 |
9.2% |
124.01 |
1.1% |
93% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
127.93 |
1.1% |
95% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
133.07 |
1.2% |
95% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
136.57 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,686.58 |
|
2.618 |
11,572.26 |
|
1.618 |
11,502.21 |
|
1.000 |
11,458.92 |
|
0.618 |
11,432.16 |
|
HIGH |
11,388.87 |
|
0.618 |
11,362.11 |
|
0.500 |
11,353.85 |
|
0.382 |
11,345.58 |
|
LOW |
11,318.82 |
|
0.618 |
11,275.53 |
|
1.000 |
11,248.77 |
|
1.618 |
11,205.48 |
|
2.618 |
11,135.43 |
|
4.250 |
11,021.11 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,372.68 |
11,320.74 |
| PP |
11,363.26 |
11,259.40 |
| S1 |
11,353.85 |
11,198.05 |
|