| 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 |
6,850.0 |
6,861.5 |
11.5 |
0.2% |
6,887.5 |
| High |
6,875.0 |
6,910.5 |
35.5 |
0.5% |
6,907.5 |
| Low |
6,781.5 |
6,687.0 |
-94.5 |
-1.4% |
6,703.5 |
| Close |
6,857.0 |
6,720.5 |
-136.5 |
-2.0% |
6,857.0 |
| Range |
93.5 |
223.5 |
130.0 |
139.0% |
204.0 |
| ATR |
100.7 |
109.4 |
8.8 |
8.7% |
0.0 |
| Volume |
151,127 |
233,240 |
82,113 |
54.3% |
471,477 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,443.2 |
7,305.3 |
6,843.4 |
|
| R3 |
7,219.7 |
7,081.8 |
6,782.0 |
|
| R2 |
6,996.2 |
6,996.2 |
6,761.5 |
|
| R1 |
6,858.3 |
6,858.3 |
6,741.0 |
6,815.5 |
| PP |
6,772.7 |
6,772.7 |
6,772.7 |
6,751.3 |
| S1 |
6,634.8 |
6,634.8 |
6,700.0 |
6,592.0 |
| S2 |
6,549.2 |
6,549.2 |
6,679.5 |
|
| S3 |
6,325.7 |
6,411.3 |
6,659.0 |
|
| S4 |
6,102.2 |
6,187.8 |
6,597.6 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,434.7 |
7,349.8 |
6,969.2 |
|
| R3 |
7,230.7 |
7,145.8 |
6,913.1 |
|
| R2 |
7,026.7 |
7,026.7 |
6,894.4 |
|
| R1 |
6,941.8 |
6,941.8 |
6,875.7 |
6,882.3 |
| PP |
6,822.7 |
6,822.7 |
6,822.7 |
6,792.9 |
| S1 |
6,737.8 |
6,737.8 |
6,838.3 |
6,678.3 |
| S2 |
6,618.7 |
6,618.7 |
6,819.6 |
|
| S3 |
6,414.7 |
6,533.8 |
6,800.9 |
|
| S4 |
6,210.7 |
6,329.8 |
6,744.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,910.5 |
6,687.0 |
223.5 |
3.3% |
140.0 |
2.1% |
15% |
True |
True |
140,943 |
| 10 |
6,910.5 |
6,654.5 |
256.0 |
3.8% |
117.2 |
1.7% |
26% |
True |
False |
113,236 |
| 20 |
6,910.5 |
6,565.5 |
345.0 |
5.1% |
102.1 |
1.5% |
45% |
True |
False |
103,607 |
| 40 |
6,910.5 |
6,118.5 |
792.0 |
11.8% |
91.7 |
1.4% |
76% |
True |
False |
100,085 |
| 60 |
6,910.5 |
6,074.5 |
836.0 |
12.4% |
92.1 |
1.4% |
77% |
True |
False |
99,215 |
| 80 |
6,910.5 |
5,830.0 |
1,080.5 |
16.1% |
93.5 |
1.4% |
82% |
True |
False |
74,546 |
| 100 |
6,910.5 |
5,830.0 |
1,080.5 |
16.1% |
95.1 |
1.4% |
82% |
True |
False |
59,707 |
| 120 |
6,910.5 |
5,818.0 |
1,092.5 |
16.3% |
96.1 |
1.4% |
83% |
True |
False |
50,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,860.4 |
|
2.618 |
7,495.6 |
|
1.618 |
7,272.1 |
|
1.000 |
7,134.0 |
|
0.618 |
7,048.6 |
|
HIGH |
6,910.5 |
|
0.618 |
6,825.1 |
|
0.500 |
6,798.8 |
|
0.382 |
6,772.4 |
|
LOW |
6,687.0 |
|
0.618 |
6,548.9 |
|
1.000 |
6,463.5 |
|
1.618 |
6,325.4 |
|
2.618 |
6,101.9 |
|
4.250 |
5,737.1 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,798.8 |
6,798.8 |
| PP |
6,772.7 |
6,772.7 |
| S1 |
6,746.6 |
6,746.6 |
|