| 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 |
10,135 |
9,925 |
-210 |
-2.1% |
10,130 |
| High |
10,135 |
10,210 |
75 |
0.7% |
10,205 |
| Low |
9,860 |
9,925 |
65 |
0.7% |
9,805 |
| Close |
9,945 |
10,170 |
225 |
2.3% |
10,020 |
| Range |
275 |
285 |
10 |
3.6% |
400 |
| ATR |
201 |
207 |
6 |
3.0% |
0 |
| Volume |
13,429 |
14,038 |
609 |
4.5% |
44,946 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,957 |
10,848 |
10,327 |
|
| R3 |
10,672 |
10,563 |
10,249 |
|
| R2 |
10,387 |
10,387 |
10,222 |
|
| R1 |
10,278 |
10,278 |
10,196 |
10,333 |
| PP |
10,102 |
10,102 |
10,102 |
10,129 |
| S1 |
9,993 |
9,993 |
10,144 |
10,048 |
| S2 |
9,817 |
9,817 |
10,118 |
|
| S3 |
9,532 |
9,708 |
10,092 |
|
| S4 |
9,247 |
9,423 |
10,013 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,210 |
11,015 |
10,240 |
|
| R3 |
10,810 |
10,615 |
10,130 |
|
| R2 |
10,410 |
10,410 |
10,093 |
|
| R1 |
10,215 |
10,215 |
10,057 |
10,113 |
| PP |
10,010 |
10,010 |
10,010 |
9,959 |
| S1 |
9,815 |
9,815 |
9,983 |
9,713 |
| S2 |
9,610 |
9,610 |
9,947 |
|
| S3 |
9,210 |
9,415 |
9,910 |
|
| S4 |
8,810 |
9,015 |
9,800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,210 |
9,860 |
350 |
3.4% |
245 |
2.4% |
89% |
True |
False |
12,054 |
| 10 |
10,210 |
9,695 |
515 |
5.1% |
243 |
2.4% |
92% |
True |
False |
12,372 |
| 20 |
10,210 |
9,180 |
1,030 |
10.1% |
204 |
2.0% |
96% |
True |
False |
12,017 |
| 40 |
10,210 |
9,075 |
1,135 |
11.2% |
177 |
1.7% |
96% |
True |
False |
10,130 |
| 60 |
10,210 |
8,990 |
1,220 |
12.0% |
183 |
1.8% |
97% |
True |
False |
10,062 |
| 80 |
10,210 |
8,775 |
1,435 |
14.1% |
163 |
1.6% |
97% |
True |
False |
7,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,421 |
|
2.618 |
10,956 |
|
1.618 |
10,671 |
|
1.000 |
10,495 |
|
0.618 |
10,386 |
|
HIGH |
10,210 |
|
0.618 |
10,101 |
|
0.500 |
10,068 |
|
0.382 |
10,034 |
|
LOW |
9,925 |
|
0.618 |
9,749 |
|
1.000 |
9,640 |
|
1.618 |
9,464 |
|
2.618 |
9,179 |
|
4.250 |
8,714 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,136 |
10,125 |
| PP |
10,102 |
10,080 |
| S1 |
10,068 |
10,035 |
|