| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,736.0 |
-4.0 |
-0.1% |
2,873.0 |
| High |
2,753.0 |
2,773.0 |
20.0 |
0.7% |
2,894.0 |
| Low |
2,707.0 |
2,654.0 |
-53.0 |
-2.0% |
2,707.0 |
| Close |
2,738.0 |
2,675.0 |
-63.0 |
-2.3% |
2,738.0 |
| Range |
46.0 |
119.0 |
73.0 |
158.7% |
187.0 |
| ATR |
56.2 |
60.7 |
4.5 |
8.0% |
0.0 |
| Volume |
1,375,762 |
1,989,512 |
613,750 |
44.6% |
4,177,049 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,057.7 |
2,985.3 |
2,740.5 |
|
| R3 |
2,938.7 |
2,866.3 |
2,707.7 |
|
| R2 |
2,819.7 |
2,819.7 |
2,696.8 |
|
| R1 |
2,747.3 |
2,747.3 |
2,685.9 |
2,724.0 |
| PP |
2,700.7 |
2,700.7 |
2,700.7 |
2,689.0 |
| S1 |
2,628.3 |
2,628.3 |
2,664.1 |
2,605.0 |
| S2 |
2,581.7 |
2,581.7 |
2,653.2 |
|
| S3 |
2,462.7 |
2,509.3 |
2,642.3 |
|
| S4 |
2,343.7 |
2,390.3 |
2,609.6 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.7 |
3,226.3 |
2,840.9 |
|
| R3 |
3,153.7 |
3,039.3 |
2,789.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,772.3 |
|
| R1 |
2,852.3 |
2,852.3 |
2,755.1 |
2,816.0 |
| PP |
2,779.7 |
2,779.7 |
2,779.7 |
2,761.5 |
| S1 |
2,665.3 |
2,665.3 |
2,720.9 |
2,629.0 |
| S2 |
2,592.7 |
2,592.7 |
2,703.7 |
|
| S3 |
2,405.7 |
2,478.3 |
2,686.6 |
|
| S4 |
2,218.7 |
2,291.3 |
2,635.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,654.0 |
240.0 |
9.0% |
77.4 |
2.9% |
9% |
False |
True |
1,233,312 |
| 10 |
2,894.0 |
2,654.0 |
240.0 |
9.0% |
62.9 |
2.4% |
9% |
False |
True |
972,482 |
| 20 |
2,898.0 |
2,654.0 |
244.0 |
9.1% |
56.9 |
2.1% |
9% |
False |
True |
931,028 |
| 40 |
2,898.0 |
2,654.0 |
244.0 |
9.1% |
50.7 |
1.9% |
9% |
False |
True |
870,027 |
| 60 |
2,898.0 |
2,654.0 |
244.0 |
9.1% |
50.6 |
1.9% |
9% |
False |
True |
883,696 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.5% |
51.2 |
1.9% |
38% |
False |
False |
664,529 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.5% |
52.1 |
1.9% |
38% |
False |
False |
531,941 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.6% |
53.3 |
2.0% |
47% |
False |
False |
444,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,278.8 |
|
2.618 |
3,084.5 |
|
1.618 |
2,965.5 |
|
1.000 |
2,892.0 |
|
0.618 |
2,846.5 |
|
HIGH |
2,773.0 |
|
0.618 |
2,727.5 |
|
0.500 |
2,713.5 |
|
0.382 |
2,699.5 |
|
LOW |
2,654.0 |
|
0.618 |
2,580.5 |
|
1.000 |
2,535.0 |
|
1.618 |
2,461.5 |
|
2.618 |
2,342.5 |
|
4.250 |
2,148.3 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.5 |
2,714.0 |
| PP |
2,700.7 |
2,701.0 |
| S1 |
2,687.8 |
2,688.0 |
|