| 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 |
11,233 |
11,364 |
131 |
1.2% |
11,055 |
| High |
11,366 |
11,399 |
33 |
0.3% |
11,399 |
| Low |
11,211 |
11,286 |
75 |
0.7% |
10,916 |
| Close |
11,363 |
11,364 |
1 |
0.0% |
11,364 |
| Range |
155 |
113 |
-42 |
-27.1% |
483 |
| ATR |
160 |
156 |
-3 |
-2.1% |
0 |
| Volume |
113,143 |
89,653 |
-23,490 |
-20.8% |
632,070 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,689 |
11,639 |
11,426 |
|
| R3 |
11,576 |
11,526 |
11,395 |
|
| R2 |
11,463 |
11,463 |
11,385 |
|
| R1 |
11,413 |
11,413 |
11,374 |
11,421 |
| PP |
11,350 |
11,350 |
11,350 |
11,353 |
| S1 |
11,300 |
11,300 |
11,354 |
11,308 |
| S2 |
11,237 |
11,237 |
11,343 |
|
| S3 |
11,124 |
11,187 |
11,333 |
|
| S4 |
11,011 |
11,074 |
11,302 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,675 |
12,503 |
11,630 |
|
| R3 |
12,192 |
12,020 |
11,497 |
|
| R2 |
11,709 |
11,709 |
11,453 |
|
| R1 |
11,537 |
11,537 |
11,408 |
11,623 |
| PP |
11,226 |
11,226 |
11,226 |
11,270 |
| S1 |
11,054 |
11,054 |
11,320 |
11,140 |
| S2 |
10,743 |
10,743 |
11,276 |
|
| S3 |
10,260 |
10,571 |
11,231 |
|
| S4 |
9,777 |
10,088 |
11,098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,399 |
10,916 |
483 |
4.3% |
178 |
1.6% |
93% |
True |
False |
126,414 |
| 10 |
11,399 |
10,916 |
483 |
4.3% |
174 |
1.5% |
93% |
True |
False |
113,786 |
| 20 |
11,431 |
10,916 |
515 |
4.5% |
150 |
1.3% |
87% |
False |
False |
116,562 |
| 40 |
11,431 |
10,810 |
621 |
5.5% |
146 |
1.3% |
89% |
False |
False |
120,573 |
| 60 |
11,431 |
10,323 |
1,108 |
9.8% |
141 |
1.2% |
94% |
False |
False |
125,381 |
| 80 |
11,431 |
9,844 |
1,587 |
14.0% |
146 |
1.3% |
96% |
False |
False |
94,710 |
| 100 |
11,431 |
9,844 |
1,587 |
14.0% |
150 |
1.3% |
96% |
False |
False |
75,784 |
| 120 |
11,431 |
9,452 |
1,979 |
17.4% |
152 |
1.3% |
97% |
False |
False |
63,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,879 |
|
2.618 |
11,695 |
|
1.618 |
11,582 |
|
1.000 |
11,512 |
|
0.618 |
11,469 |
|
HIGH |
11,399 |
|
0.618 |
11,356 |
|
0.500 |
11,343 |
|
0.382 |
11,329 |
|
LOW |
11,286 |
|
0.618 |
11,216 |
|
1.000 |
11,173 |
|
1.618 |
11,103 |
|
2.618 |
10,990 |
|
4.250 |
10,806 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,357 |
11,304 |
| PP |
11,350 |
11,245 |
| S1 |
11,343 |
11,185 |
|