| 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 |
2,150.00 |
2,144.75 |
-5.25 |
-0.2% |
2,139.00 |
| High |
2,160.25 |
2,147.50 |
-12.75 |
-0.6% |
2,165.50 |
| Low |
2,117.75 |
2,109.25 |
-8.50 |
-0.4% |
2,104.75 |
| Close |
2,145.50 |
2,117.00 |
-28.50 |
-1.3% |
2,146.00 |
| Range |
42.50 |
38.25 |
-4.25 |
-10.0% |
60.75 |
| ATR |
34.47 |
34.74 |
0.27 |
0.8% |
0.00 |
| Volume |
294,225 |
320,212 |
25,987 |
8.8% |
1,007,436 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.25 |
2,216.50 |
2,138.00 |
|
| R3 |
2,201.00 |
2,178.25 |
2,127.50 |
|
| R2 |
2,162.75 |
2,162.75 |
2,124.00 |
|
| R1 |
2,140.00 |
2,140.00 |
2,120.50 |
2,132.25 |
| PP |
2,124.50 |
2,124.50 |
2,124.50 |
2,120.75 |
| S1 |
2,101.75 |
2,101.75 |
2,113.50 |
2,094.00 |
| S2 |
2,086.25 |
2,086.25 |
2,110.00 |
|
| S3 |
2,048.00 |
2,063.50 |
2,106.50 |
|
| S4 |
2,009.75 |
2,025.25 |
2,096.00 |
|
|
| 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 |
2.9% |
42.25 |
2.0% |
20% |
False |
False |
267,461 |
| 10 |
2,165.50 |
2,083.50 |
82.00 |
3.9% |
38.00 |
1.8% |
41% |
False |
False |
280,621 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.4% |
33.75 |
1.6% |
29% |
False |
False |
285,184 |
| 40 |
2,198.00 |
1,975.50 |
222.50 |
10.5% |
32.75 |
1.5% |
64% |
False |
False |
290,425 |
| 60 |
2,198.00 |
1,851.25 |
346.75 |
16.4% |
32.00 |
1.5% |
77% |
False |
False |
289,362 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.6% |
32.75 |
1.6% |
82% |
False |
False |
217,182 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
21.6% |
33.25 |
1.6% |
82% |
False |
False |
173,767 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.7% |
33.75 |
1.6% |
84% |
False |
False |
144,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.00 |
|
2.618 |
2,247.75 |
|
1.618 |
2,209.50 |
|
1.000 |
2,185.75 |
|
0.618 |
2,171.25 |
|
HIGH |
2,147.50 |
|
0.618 |
2,133.00 |
|
0.500 |
2,128.50 |
|
0.382 |
2,123.75 |
|
LOW |
2,109.25 |
|
0.618 |
2,085.50 |
|
1.000 |
2,071.00 |
|
1.618 |
2,047.25 |
|
2.618 |
2,009.00 |
|
4.250 |
1,946.75 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,128.50 |
2,136.25 |
| PP |
2,124.50 |
2,129.75 |
| S1 |
2,120.75 |
2,123.50 |
|