| 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 |
2,741.0 |
2,734.0 |
-7.0 |
-0.3% |
2,882.0 |
| High |
2,746.0 |
2,771.0 |
25.0 |
0.9% |
2,882.0 |
| Low |
2,707.0 |
2,654.0 |
-53.0 |
-2.0% |
2,707.0 |
| Close |
2,736.0 |
2,673.0 |
-63.0 |
-2.3% |
2,736.0 |
| Range |
39.0 |
117.0 |
78.0 |
200.0% |
175.0 |
| ATR |
52.8 |
57.4 |
4.6 |
8.7% |
0.0 |
| Volume |
1,223 |
2,104 |
881 |
72.0% |
46,282 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.3 |
2,978.7 |
2,737.4 |
|
| R3 |
2,933.3 |
2,861.7 |
2,705.2 |
|
| R2 |
2,816.3 |
2,816.3 |
2,694.5 |
|
| R1 |
2,744.7 |
2,744.7 |
2,683.7 |
2,722.0 |
| PP |
2,699.3 |
2,699.3 |
2,699.3 |
2,688.0 |
| S1 |
2,627.7 |
2,627.7 |
2,662.3 |
2,605.0 |
| S2 |
2,582.3 |
2,582.3 |
2,651.6 |
|
| S3 |
2,465.3 |
2,510.7 |
2,640.8 |
|
| S4 |
2,348.3 |
2,393.7 |
2,608.7 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,193.0 |
2,832.3 |
|
| R3 |
3,125.0 |
3,018.0 |
2,784.1 |
|
| R2 |
2,950.0 |
2,950.0 |
2,768.1 |
|
| R1 |
2,843.0 |
2,843.0 |
2,752.0 |
2,809.0 |
| PP |
2,775.0 |
2,775.0 |
2,775.0 |
2,758.0 |
| S1 |
2,668.0 |
2,668.0 |
2,720.0 |
2,634.0 |
| S2 |
2,600.0 |
2,600.0 |
2,703.9 |
|
| S3 |
2,425.0 |
2,493.0 |
2,687.9 |
|
| S4 |
2,250.0 |
2,318.0 |
2,639.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,797.0 |
2,654.0 |
143.0 |
5.3% |
57.8 |
2.2% |
13% |
False |
True |
7,508 |
| 10 |
2,882.0 |
2,654.0 |
228.0 |
8.5% |
56.8 |
2.1% |
8% |
False |
True |
6,017 |
| 20 |
2,898.0 |
2,654.0 |
244.0 |
9.1% |
51.1 |
1.9% |
8% |
False |
True |
22,181 |
| 40 |
2,916.0 |
2,654.0 |
262.0 |
9.8% |
47.0 |
1.8% |
7% |
False |
True |
16,643 |
| 60 |
2,916.0 |
2,654.0 |
262.0 |
9.8% |
46.9 |
1.8% |
7% |
False |
True |
12,861 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
14.3% |
45.7 |
1.7% |
36% |
False |
False |
9,787 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
14.3% |
44.7 |
1.7% |
36% |
False |
False |
7,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,268.3 |
|
2.618 |
3,077.3 |
|
1.618 |
2,960.3 |
|
1.000 |
2,888.0 |
|
0.618 |
2,843.3 |
|
HIGH |
2,771.0 |
|
0.618 |
2,726.3 |
|
0.500 |
2,712.5 |
|
0.382 |
2,698.7 |
|
LOW |
2,654.0 |
|
0.618 |
2,581.7 |
|
1.000 |
2,537.0 |
|
1.618 |
2,464.7 |
|
2.618 |
2,347.7 |
|
4.250 |
2,156.8 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.5 |
2,712.5 |
| PP |
2,699.3 |
2,699.3 |
| S1 |
2,686.2 |
2,686.2 |
|