| 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 |
6,868.5 |
6,881.0 |
12.5 |
0.2% |
6,889.0 |
| High |
6,889.5 |
6,921.0 |
31.5 |
0.5% |
6,919.5 |
| Low |
6,799.0 |
6,711.5 |
-87.5 |
-1.3% |
6,723.0 |
| Close |
6,873.0 |
6,737.0 |
-136.0 |
-2.0% |
6,873.0 |
| Range |
90.5 |
209.5 |
119.0 |
131.5% |
196.5 |
| ATR |
92.9 |
101.2 |
8.3 |
9.0% |
0.0 |
| Volume |
527 |
1,255 |
728 |
138.1% |
2,566 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,418.3 |
7,287.2 |
6,852.2 |
|
| R3 |
7,208.8 |
7,077.7 |
6,794.6 |
|
| R2 |
6,999.3 |
6,999.3 |
6,775.4 |
|
| R1 |
6,868.2 |
6,868.2 |
6,756.2 |
6,829.0 |
| PP |
6,789.8 |
6,789.8 |
6,789.8 |
6,770.3 |
| S1 |
6,658.7 |
6,658.7 |
6,717.8 |
6,619.5 |
| S2 |
6,580.3 |
6,580.3 |
6,698.6 |
|
| S3 |
6,370.8 |
6,449.2 |
6,679.4 |
|
| S4 |
6,161.3 |
6,239.7 |
6,621.8 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,428.0 |
7,347.0 |
6,981.1 |
|
| R3 |
7,231.5 |
7,150.5 |
6,927.0 |
|
| R2 |
7,035.0 |
7,035.0 |
6,909.0 |
|
| R1 |
6,954.0 |
6,954.0 |
6,891.0 |
6,896.3 |
| PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,809.6 |
| S1 |
6,757.5 |
6,757.5 |
6,855.0 |
6,699.8 |
| S2 |
6,642.0 |
6,642.0 |
6,837.0 |
|
| S3 |
6,445.5 |
6,561.0 |
6,819.0 |
|
| S4 |
6,249.0 |
6,364.5 |
6,764.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,921.0 |
6,711.5 |
209.5 |
3.1% |
123.9 |
1.8% |
12% |
True |
True |
698 |
| 10 |
6,921.0 |
6,674.0 |
247.0 |
3.7% |
101.6 |
1.5% |
26% |
True |
False |
1,066 |
| 20 |
6,921.0 |
6,622.0 |
299.0 |
4.4% |
92.2 |
1.4% |
38% |
True |
False |
768 |
| 40 |
6,921.0 |
6,139.0 |
782.0 |
11.6% |
83.1 |
1.2% |
76% |
True |
False |
702 |
| 60 |
6,921.0 |
6,085.0 |
836.0 |
12.4% |
85.1 |
1.3% |
78% |
True |
False |
1,258 |
| 80 |
6,921.0 |
5,863.5 |
1,057.5 |
15.7% |
83.1 |
1.2% |
83% |
True |
False |
1,002 |
| 100 |
6,921.0 |
5,863.5 |
1,057.5 |
15.7% |
81.7 |
1.2% |
83% |
True |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,811.4 |
|
2.618 |
7,469.5 |
|
1.618 |
7,260.0 |
|
1.000 |
7,130.5 |
|
0.618 |
7,050.5 |
|
HIGH |
6,921.0 |
|
0.618 |
6,841.0 |
|
0.500 |
6,816.3 |
|
0.382 |
6,791.5 |
|
LOW |
6,711.5 |
|
0.618 |
6,582.0 |
|
1.000 |
6,502.0 |
|
1.618 |
6,372.5 |
|
2.618 |
6,163.0 |
|
4.250 |
5,821.1 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,816.3 |
6,816.3 |
| PP |
6,789.8 |
6,789.8 |
| S1 |
6,763.4 |
6,763.4 |
|