| 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 |
2,664.0 |
2,731.0 |
67.0 |
2.5% |
2,873.0 |
| High |
2,738.0 |
2,795.0 |
57.0 |
2.1% |
2,894.0 |
| Low |
2,664.0 |
2,703.0 |
39.0 |
1.5% |
2,707.0 |
| Close |
2,721.0 |
2,784.0 |
63.0 |
2.3% |
2,738.0 |
| Range |
74.0 |
92.0 |
18.0 |
24.3% |
187.0 |
| ATR |
61.8 |
64.0 |
2.2 |
3.5% |
0.0 |
| Volume |
1,642,739 |
0 |
-1,642,739 |
-100.0% |
4,177,049 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.7 |
3,002.3 |
2,834.6 |
|
| R3 |
2,944.7 |
2,910.3 |
2,809.3 |
|
| R2 |
2,852.7 |
2,852.7 |
2,800.9 |
|
| R1 |
2,818.3 |
2,818.3 |
2,792.4 |
2,835.5 |
| PP |
2,760.7 |
2,760.7 |
2,760.7 |
2,769.3 |
| S1 |
2,726.3 |
2,726.3 |
2,775.6 |
2,743.5 |
| S2 |
2,668.7 |
2,668.7 |
2,767.1 |
|
| S3 |
2,576.7 |
2,634.3 |
2,758.7 |
|
| S4 |
2,484.7 |
2,542.3 |
2,733.4 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.7 |
3,226.3 |
2,840.9 |
|
| R3 |
3,153.7 |
3,039.3 |
2,789.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,772.3 |
|
| R1 |
2,852.3 |
2,852.3 |
2,755.1 |
2,816.0 |
| PP |
2,779.7 |
2,779.7 |
2,779.7 |
2,761.5 |
| S1 |
2,665.3 |
2,665.3 |
2,720.9 |
2,629.0 |
| S2 |
2,592.7 |
2,592.7 |
2,703.7 |
|
| S3 |
2,405.7 |
2,478.3 |
2,686.6 |
|
| S4 |
2,218.7 |
2,291.3 |
2,635.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.0 |
2,633.0 |
162.0 |
5.8% |
76.4 |
2.7% |
93% |
True |
False |
1,442,353 |
| 10 |
2,894.0 |
2,633.0 |
261.0 |
9.4% |
68.8 |
2.5% |
58% |
False |
False |
1,129,880 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
59.3 |
2.1% |
57% |
False |
False |
956,565 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
51.6 |
1.9% |
57% |
False |
False |
903,079 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
9.5% |
52.5 |
1.9% |
57% |
False |
False |
945,182 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
52.2 |
1.9% |
68% |
False |
False |
712,593 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
53.1 |
1.9% |
68% |
False |
False |
570,379 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.0% |
53.7 |
1.9% |
73% |
False |
False |
476,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.0 |
|
2.618 |
3,035.9 |
|
1.618 |
2,943.9 |
|
1.000 |
2,887.0 |
|
0.618 |
2,851.9 |
|
HIGH |
2,795.0 |
|
0.618 |
2,759.9 |
|
0.500 |
2,749.0 |
|
0.382 |
2,738.1 |
|
LOW |
2,703.0 |
|
0.618 |
2,646.1 |
|
1.000 |
2,611.0 |
|
1.618 |
2,554.1 |
|
2.618 |
2,462.1 |
|
4.250 |
2,312.0 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.3 |
2,760.7 |
| PP |
2,760.7 |
2,737.3 |
| S1 |
2,749.0 |
2,714.0 |
|