| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,364.0 |
1,366.7 |
2.7 |
0.2% |
1,357.0 |
| High |
1,369.3 |
1,390.1 |
20.8 |
1.5% |
1,382.9 |
| Low |
1,352.6 |
1,362.8 |
10.2 |
0.8% |
1,347.9 |
| Close |
1,366.0 |
1,385.0 |
19.0 |
1.4% |
1,362.4 |
| Range |
16.7 |
27.3 |
10.6 |
63.5% |
35.0 |
| ATR |
24.3 |
24.5 |
0.2 |
0.9% |
0.0 |
| Volume |
90,519 |
11,353 |
-79,166 |
-87.5% |
681,984 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.2 |
1,450.4 |
1,400.0 |
|
| R3 |
1,433.9 |
1,423.1 |
1,392.5 |
|
| R2 |
1,406.6 |
1,406.6 |
1,390.0 |
|
| R1 |
1,395.8 |
1,395.8 |
1,387.5 |
1,401.2 |
| PP |
1,379.3 |
1,379.3 |
1,379.3 |
1,382.0 |
| S1 |
1,368.5 |
1,368.5 |
1,382.5 |
1,373.9 |
| S2 |
1,352.0 |
1,352.0 |
1,380.0 |
|
| S3 |
1,324.7 |
1,341.2 |
1,377.5 |
|
| S4 |
1,297.4 |
1,313.9 |
1,370.0 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.4 |
1,450.9 |
1,381.7 |
|
| R3 |
1,434.4 |
1,415.9 |
1,372.0 |
|
| R2 |
1,399.4 |
1,399.4 |
1,368.8 |
|
| R1 |
1,380.9 |
1,380.9 |
1,365.6 |
1,390.2 |
| PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,369.0 |
| S1 |
1,345.9 |
1,345.9 |
1,359.2 |
1,355.2 |
| S2 |
1,329.4 |
1,329.4 |
1,356.0 |
|
| S3 |
1,294.4 |
1,310.9 |
1,352.8 |
|
| S4 |
1,259.4 |
1,275.9 |
1,343.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,390.1 |
1,350.1 |
40.0 |
2.9% |
21.7 |
1.6% |
87% |
True |
False |
124,774 |
| 10 |
1,390.1 |
1,329.0 |
61.1 |
4.4% |
22.5 |
1.6% |
92% |
True |
False |
155,698 |
| 20 |
1,424.3 |
1,325.5 |
98.8 |
7.1% |
26.7 |
1.9% |
60% |
False |
False |
185,109 |
| 40 |
1,424.3 |
1,313.3 |
111.0 |
8.0% |
24.7 |
1.8% |
65% |
False |
False |
171,314 |
| 60 |
1,424.3 |
1,237.9 |
186.4 |
13.5% |
21.2 |
1.5% |
79% |
False |
False |
149,781 |
| 80 |
1,424.3 |
1,192.5 |
231.8 |
16.7% |
19.2 |
1.4% |
83% |
False |
False |
132,837 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
18.8 |
1.4% |
85% |
False |
False |
119,174 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.1% |
19.0 |
1.4% |
85% |
False |
False |
100,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.1 |
|
2.618 |
1,461.6 |
|
1.618 |
1,434.3 |
|
1.000 |
1,417.4 |
|
0.618 |
1,407.0 |
|
HIGH |
1,390.1 |
|
0.618 |
1,379.7 |
|
0.500 |
1,376.5 |
|
0.382 |
1,373.2 |
|
LOW |
1,362.8 |
|
0.618 |
1,345.9 |
|
1.000 |
1,335.5 |
|
1.618 |
1,318.6 |
|
2.618 |
1,291.3 |
|
4.250 |
1,246.8 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,382.2 |
1,380.0 |
| PP |
1,379.3 |
1,375.1 |
| S1 |
1,376.5 |
1,370.1 |
|