| 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 |
1,365.0 |
1,368.5 |
3.5 |
0.3% |
1,359.9 |
| High |
1,370.7 |
1,391.1 |
20.4 |
1.5% |
1,385.0 |
| Low |
1,354.5 |
1,364.0 |
9.5 |
0.7% |
1,350.0 |
| Close |
1,367.5 |
1,386.1 |
18.6 |
1.4% |
1,364.3 |
| Range |
16.2 |
27.1 |
10.9 |
67.3% |
35.0 |
| ATR |
23.7 |
23.9 |
0.2 |
1.0% |
0.0 |
| Volume |
107,801 |
155,468 |
47,667 |
44.2% |
268,333 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.7 |
1,451.0 |
1,401.0 |
|
| R3 |
1,434.6 |
1,423.9 |
1,393.6 |
|
| R2 |
1,407.5 |
1,407.5 |
1,391.1 |
|
| R1 |
1,396.8 |
1,396.8 |
1,388.6 |
1,402.2 |
| PP |
1,380.4 |
1,380.4 |
1,380.4 |
1,383.1 |
| S1 |
1,369.7 |
1,369.7 |
1,383.6 |
1,375.1 |
| S2 |
1,353.3 |
1,353.3 |
1,381.1 |
|
| S3 |
1,326.2 |
1,342.6 |
1,378.6 |
|
| S4 |
1,299.1 |
1,315.5 |
1,371.2 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.4 |
1,452.9 |
1,383.6 |
|
| R3 |
1,436.4 |
1,417.9 |
1,373.9 |
|
| R2 |
1,401.4 |
1,401.4 |
1,370.7 |
|
| R1 |
1,382.9 |
1,382.9 |
1,367.5 |
1,392.2 |
| PP |
1,366.4 |
1,366.4 |
1,366.4 |
1,371.1 |
| S1 |
1,347.9 |
1,347.9 |
1,361.1 |
1,357.2 |
| S2 |
1,331.4 |
1,331.4 |
1,357.9 |
|
| S3 |
1,296.4 |
1,312.9 |
1,354.7 |
|
| S4 |
1,261.4 |
1,277.9 |
1,345.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,391.1 |
1,352.0 |
39.1 |
2.8% |
21.5 |
1.6% |
87% |
True |
False |
101,759 |
| 10 |
1,391.1 |
1,331.1 |
60.0 |
4.3% |
22.0 |
1.6% |
92% |
True |
False |
65,845 |
| 20 |
1,426.0 |
1,327.8 |
98.2 |
7.1% |
26.1 |
1.9% |
59% |
False |
False |
43,331 |
| 40 |
1,426.0 |
1,315.5 |
110.5 |
8.0% |
24.0 |
1.7% |
64% |
False |
False |
24,183 |
| 60 |
1,426.0 |
1,240.0 |
186.0 |
13.4% |
20.0 |
1.4% |
79% |
False |
False |
16,783 |
| 80 |
1,426.0 |
1,194.2 |
231.8 |
16.7% |
17.7 |
1.3% |
83% |
False |
False |
12,828 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
16.0 |
1.2% |
85% |
False |
False |
10,474 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.0% |
15.5 |
1.1% |
85% |
False |
False |
8,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,506.3 |
|
2.618 |
1,462.0 |
|
1.618 |
1,434.9 |
|
1.000 |
1,418.2 |
|
0.618 |
1,407.8 |
|
HIGH |
1,391.1 |
|
0.618 |
1,380.7 |
|
0.500 |
1,377.6 |
|
0.382 |
1,374.4 |
|
LOW |
1,364.0 |
|
0.618 |
1,347.3 |
|
1.000 |
1,336.9 |
|
1.618 |
1,320.2 |
|
2.618 |
1,293.1 |
|
4.250 |
1,248.8 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,383.3 |
1,381.3 |
| PP |
1,380.4 |
1,376.4 |
| S1 |
1,377.6 |
1,371.6 |
|