| 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 |
4,589.0 |
4,649.0 |
60.0 |
1.3% |
4,668.0 |
| High |
4,602.0 |
4,696.0 |
94.0 |
2.0% |
4,688.0 |
| Low |
4,563.0 |
4,638.0 |
75.0 |
1.6% |
4,550.0 |
| Close |
4,595.0 |
4,691.0 |
96.0 |
2.1% |
4,596.0 |
| Range |
39.0 |
58.0 |
19.0 |
48.7% |
138.0 |
| ATR |
51.5 |
55.1 |
3.5 |
6.9% |
0.0 |
| Volume |
29,884 |
38,288 |
8,404 |
28.1% |
110,560 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,849.0 |
4,828.0 |
4,722.9 |
|
| R3 |
4,791.0 |
4,770.0 |
4,707.0 |
|
| R2 |
4,733.0 |
4,733.0 |
4,701.6 |
|
| R1 |
4,712.0 |
4,712.0 |
4,696.3 |
4,722.5 |
| PP |
4,675.0 |
4,675.0 |
4,675.0 |
4,680.3 |
| S1 |
4,654.0 |
4,654.0 |
4,685.7 |
4,664.5 |
| S2 |
4,617.0 |
4,617.0 |
4,680.4 |
|
| S3 |
4,559.0 |
4,596.0 |
4,675.1 |
|
| S4 |
4,501.0 |
4,538.0 |
4,659.1 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,025.3 |
4,948.7 |
4,671.9 |
|
| R3 |
4,887.3 |
4,810.7 |
4,634.0 |
|
| R2 |
4,749.3 |
4,749.3 |
4,621.3 |
|
| R1 |
4,672.7 |
4,672.7 |
4,608.7 |
4,642.0 |
| PP |
4,611.3 |
4,611.3 |
4,611.3 |
4,596.0 |
| S1 |
4,534.7 |
4,534.7 |
4,583.4 |
4,504.0 |
| S2 |
4,473.3 |
4,473.3 |
4,570.7 |
|
| S3 |
4,335.3 |
4,396.7 |
4,558.1 |
|
| S4 |
4,197.3 |
4,258.7 |
4,520.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,696.0 |
4,563.0 |
133.0 |
2.8% |
49.0 |
1.0% |
96% |
True |
False |
31,284 |
| 10 |
4,696.0 |
4,550.0 |
146.0 |
3.1% |
47.5 |
1.0% |
97% |
True |
False |
30,531 |
| 20 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.0 |
1.0% |
50% |
False |
False |
31,326 |
| 40 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.8 |
1.0% |
50% |
False |
False |
28,421 |
| 60 |
4,831.0 |
4,550.0 |
281.0 |
6.0% |
45.4 |
1.0% |
50% |
False |
False |
29,041 |
| 80 |
4,831.0 |
4,320.0 |
511.0 |
10.9% |
41.7 |
0.9% |
73% |
False |
False |
21,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,942.5 |
|
2.618 |
4,847.8 |
|
1.618 |
4,789.8 |
|
1.000 |
4,754.0 |
|
0.618 |
4,731.8 |
|
HIGH |
4,696.0 |
|
0.618 |
4,673.8 |
|
0.500 |
4,667.0 |
|
0.382 |
4,660.2 |
|
LOW |
4,638.0 |
|
0.618 |
4,602.2 |
|
1.000 |
4,580.0 |
|
1.618 |
4,544.2 |
|
2.618 |
4,486.2 |
|
4.250 |
4,391.5 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,683.0 |
4,670.5 |
| PP |
4,675.0 |
4,650.0 |
| S1 |
4,667.0 |
4,629.5 |
|