| 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 |
1,190.00 |
1,184.75 |
-5.25 |
-0.4% |
1,194.50 |
| High |
1,195.00 |
1,188.25 |
-6.75 |
-0.6% |
1,201.00 |
| Low |
1,178.00 |
1,167.25 |
-10.75 |
-0.9% |
1,169.75 |
| Close |
1,178.00 |
1,181.50 |
3.50 |
0.3% |
1,178.00 |
| Range |
17.00 |
21.00 |
4.00 |
23.5% |
31.25 |
| ATR |
16.80 |
17.10 |
0.30 |
1.8% |
0.00 |
| Volume |
14,561 |
2,350 |
-12,211 |
-83.9% |
40,166 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.00 |
1,232.75 |
1,193.00 |
|
| R3 |
1,221.00 |
1,211.75 |
1,187.25 |
|
| R2 |
1,200.00 |
1,200.00 |
1,185.25 |
|
| R1 |
1,190.75 |
1,190.75 |
1,183.50 |
1,185.00 |
| PP |
1,179.00 |
1,179.00 |
1,179.00 |
1,176.00 |
| S1 |
1,169.75 |
1,169.75 |
1,179.50 |
1,164.00 |
| S2 |
1,158.00 |
1,158.00 |
1,177.75 |
|
| S3 |
1,137.00 |
1,148.75 |
1,175.75 |
|
| S4 |
1,116.00 |
1,127.75 |
1,170.00 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.75 |
1,258.50 |
1,195.25 |
|
| R3 |
1,245.50 |
1,227.25 |
1,186.50 |
|
| R2 |
1,214.25 |
1,214.25 |
1,183.75 |
|
| R1 |
1,196.00 |
1,196.00 |
1,180.75 |
1,189.50 |
| PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,179.50 |
| S1 |
1,164.75 |
1,164.75 |
1,175.25 |
1,158.25 |
| S2 |
1,151.75 |
1,151.75 |
1,172.25 |
|
| S3 |
1,120.50 |
1,133.50 |
1,169.50 |
|
| S4 |
1,089.25 |
1,102.25 |
1,160.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,201.00 |
1,167.25 |
33.75 |
2.9% |
21.00 |
1.8% |
42% |
False |
True |
8,503 |
| 10 |
1,201.00 |
1,165.75 |
35.25 |
3.0% |
18.25 |
1.5% |
45% |
False |
False |
6,392 |
| 20 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
16.75 |
1.4% |
29% |
False |
False |
4,558 |
| 40 |
1,219.25 |
1,122.00 |
97.25 |
8.2% |
16.00 |
1.4% |
61% |
False |
False |
2,878 |
| 60 |
1,219.25 |
1,076.75 |
142.50 |
12.1% |
15.50 |
1.3% |
74% |
False |
False |
2,108 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
16.2% |
16.00 |
1.3% |
80% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.50 |
|
2.618 |
1,243.25 |
|
1.618 |
1,222.25 |
|
1.000 |
1,209.25 |
|
0.618 |
1,201.25 |
|
HIGH |
1,188.25 |
|
0.618 |
1,180.25 |
|
0.500 |
1,177.75 |
|
0.382 |
1,175.25 |
|
LOW |
1,167.25 |
|
0.618 |
1,154.25 |
|
1.000 |
1,146.25 |
|
1.618 |
1,133.25 |
|
2.618 |
1,112.25 |
|
4.250 |
1,078.00 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,180.25 |
1,181.50 |
| PP |
1,179.00 |
1,181.25 |
| S1 |
1,177.75 |
1,181.00 |
|