| 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 |
1,186.50 |
1,177.75 |
-8.75 |
-0.7% |
1,202.75 |
| High |
1,188.25 |
1,207.75 |
19.50 |
1.6% |
1,206.00 |
| Low |
1,173.00 |
1,176.25 |
3.25 |
0.3% |
1,174.75 |
| Close |
1,179.50 |
1,204.50 |
25.00 |
2.1% |
1,183.25 |
| Range |
15.25 |
31.50 |
16.25 |
106.6% |
31.25 |
| ATR |
17.47 |
18.47 |
1.00 |
5.7% |
0.00 |
| Volume |
3,086,086 |
2,346,276 |
-739,810 |
-24.0% |
7,445,383 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.75 |
1,279.00 |
1,221.75 |
|
| R3 |
1,259.25 |
1,247.50 |
1,213.25 |
|
| R2 |
1,227.75 |
1,227.75 |
1,210.25 |
|
| R1 |
1,216.00 |
1,216.00 |
1,207.50 |
1,222.00 |
| PP |
1,196.25 |
1,196.25 |
1,196.25 |
1,199.00 |
| S1 |
1,184.50 |
1,184.50 |
1,201.50 |
1,190.50 |
| S2 |
1,164.75 |
1,164.75 |
1,198.75 |
|
| S3 |
1,133.25 |
1,153.00 |
1,195.75 |
|
| S4 |
1,101.75 |
1,121.50 |
1,187.25 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.75 |
1,263.75 |
1,200.50 |
|
| R3 |
1,250.50 |
1,232.50 |
1,191.75 |
|
| R2 |
1,219.25 |
1,219.25 |
1,189.00 |
|
| R1 |
1,201.25 |
1,201.25 |
1,186.00 |
1,194.50 |
| PP |
1,188.00 |
1,188.00 |
1,188.00 |
1,184.75 |
| S1 |
1,170.00 |
1,170.00 |
1,180.50 |
1,163.50 |
| S2 |
1,156.75 |
1,156.75 |
1,177.50 |
|
| S3 |
1,125.50 |
1,138.75 |
1,174.75 |
|
| S4 |
1,094.25 |
1,107.50 |
1,166.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.75 |
1,172.25 |
35.50 |
2.9% |
21.75 |
1.8% |
91% |
True |
False |
2,141,295 |
| 10 |
1,207.75 |
1,172.25 |
35.50 |
2.9% |
19.75 |
1.6% |
91% |
True |
False |
2,118,657 |
| 20 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
18.25 |
1.5% |
62% |
False |
False |
2,202,112 |
| 40 |
1,224.75 |
1,145.50 |
79.25 |
6.6% |
16.75 |
1.4% |
74% |
False |
False |
2,083,576 |
| 60 |
1,224.75 |
1,081.75 |
143.00 |
11.9% |
16.50 |
1.4% |
86% |
False |
False |
2,012,683 |
| 80 |
1,224.75 |
1,032.50 |
192.25 |
16.0% |
17.50 |
1.4% |
89% |
False |
False |
1,511,843 |
| 100 |
1,224.75 |
1,032.50 |
192.25 |
16.0% |
17.75 |
1.5% |
89% |
False |
False |
1,210,123 |
| 120 |
1,224.75 |
998.75 |
226.00 |
18.8% |
18.25 |
1.5% |
91% |
False |
False |
1,008,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,341.50 |
|
2.618 |
1,290.25 |
|
1.618 |
1,258.75 |
|
1.000 |
1,239.25 |
|
0.618 |
1,227.25 |
|
HIGH |
1,207.75 |
|
0.618 |
1,195.75 |
|
0.500 |
1,192.00 |
|
0.382 |
1,188.25 |
|
LOW |
1,176.25 |
|
0.618 |
1,156.75 |
|
1.000 |
1,144.75 |
|
1.618 |
1,125.25 |
|
2.618 |
1,093.75 |
|
4.250 |
1,042.50 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.25 |
1,199.75 |
| PP |
1,196.25 |
1,194.75 |
| S1 |
1,192.00 |
1,190.00 |
|