| 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 |
2,155.25 |
2,150.00 |
-5.25 |
-0.2% |
2,139.00 |
| High |
2,163.25 |
2,160.25 |
-3.00 |
-0.1% |
2,165.50 |
| Low |
2,134.75 |
2,117.75 |
-17.00 |
-0.8% |
2,104.75 |
| Close |
2,146.00 |
2,145.50 |
-0.50 |
0.0% |
2,146.00 |
| Range |
28.50 |
42.50 |
14.00 |
49.1% |
60.75 |
| ATR |
33.86 |
34.47 |
0.62 |
1.8% |
0.00 |
| Volume |
112,446 |
294,225 |
181,779 |
161.7% |
1,007,436 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,268.75 |
2,249.50 |
2,169.00 |
|
| R3 |
2,226.25 |
2,207.00 |
2,157.25 |
|
| R2 |
2,183.75 |
2,183.75 |
2,153.25 |
|
| R1 |
2,164.50 |
2,164.50 |
2,149.50 |
2,153.00 |
| PP |
2,141.25 |
2,141.25 |
2,141.25 |
2,135.25 |
| S1 |
2,122.00 |
2,122.00 |
2,141.50 |
2,110.50 |
| S2 |
2,098.75 |
2,098.75 |
2,137.75 |
|
| S3 |
2,056.25 |
2,079.50 |
2,133.75 |
|
| S4 |
2,013.75 |
2,037.00 |
2,122.00 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.00 |
2,294.25 |
2,179.50 |
|
| R3 |
2,260.25 |
2,233.50 |
2,162.75 |
|
| R2 |
2,199.50 |
2,199.50 |
2,157.25 |
|
| R1 |
2,172.75 |
2,172.75 |
2,151.50 |
2,186.00 |
| PP |
2,138.75 |
2,138.75 |
2,138.75 |
2,145.50 |
| S1 |
2,112.00 |
2,112.00 |
2,140.50 |
2,125.50 |
| S2 |
2,078.00 |
2,078.00 |
2,134.75 |
|
| S3 |
2,017.25 |
2,051.25 |
2,129.25 |
|
| S4 |
1,956.50 |
1,990.50 |
2,112.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.50 |
2,104.75 |
60.75 |
2.8% |
41.50 |
1.9% |
67% |
False |
False |
260,332 |
| 10 |
2,165.50 |
2,083.50 |
82.00 |
3.8% |
36.75 |
1.7% |
76% |
False |
False |
274,598 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
33.50 |
1.6% |
54% |
False |
False |
283,498 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.0% |
32.75 |
1.5% |
78% |
False |
False |
289,893 |
| 60 |
2,198.00 |
1,832.50 |
365.50 |
17.0% |
32.00 |
1.5% |
86% |
False |
False |
284,040 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.3% |
32.75 |
1.5% |
89% |
False |
False |
213,180 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
21.3% |
33.00 |
1.5% |
89% |
False |
False |
170,565 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.4% |
33.75 |
1.6% |
90% |
False |
False |
142,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.00 |
|
2.618 |
2,271.50 |
|
1.618 |
2,229.00 |
|
1.000 |
2,202.75 |
|
0.618 |
2,186.50 |
|
HIGH |
2,160.25 |
|
0.618 |
2,144.00 |
|
0.500 |
2,139.00 |
|
0.382 |
2,134.00 |
|
LOW |
2,117.75 |
|
0.618 |
2,091.50 |
|
1.000 |
2,075.25 |
|
1.618 |
2,049.00 |
|
2.618 |
2,006.50 |
|
4.250 |
1,937.00 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.25 |
2,143.50 |
| PP |
2,141.25 |
2,141.25 |
| S1 |
2,139.00 |
2,139.25 |
|