| 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 |
1,184.75 |
1,180.75 |
-4.00 |
-0.3% |
1,194.50 |
| High |
1,188.25 |
1,183.00 |
-5.25 |
-0.4% |
1,201.00 |
| Low |
1,167.25 |
1,167.75 |
0.50 |
0.0% |
1,169.75 |
| Close |
1,181.50 |
1,174.50 |
-7.00 |
-0.6% |
1,178.00 |
| Range |
21.00 |
15.25 |
-5.75 |
-27.4% |
31.25 |
| ATR |
17.10 |
16.97 |
-0.13 |
-0.8% |
0.00 |
| Volume |
2,350 |
8,691 |
6,341 |
269.8% |
40,166 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.75 |
1,213.00 |
1,183.00 |
|
| R3 |
1,205.50 |
1,197.75 |
1,178.75 |
|
| R2 |
1,190.25 |
1,190.25 |
1,177.25 |
|
| R1 |
1,182.50 |
1,182.50 |
1,176.00 |
1,178.75 |
| PP |
1,175.00 |
1,175.00 |
1,175.00 |
1,173.25 |
| S1 |
1,167.25 |
1,167.25 |
1,173.00 |
1,163.50 |
| S2 |
1,159.75 |
1,159.75 |
1,171.75 |
|
| S3 |
1,144.50 |
1,152.00 |
1,170.25 |
|
| S4 |
1,129.25 |
1,136.75 |
1,166.00 |
|
|
| 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 |
1,195.00 |
1,167.25 |
27.75 |
2.4% |
19.50 |
1.7% |
26% |
False |
False |
8,957 |
| 10 |
1,201.00 |
1,165.75 |
35.25 |
3.0% |
18.50 |
1.6% |
25% |
False |
False |
6,843 |
| 20 |
1,219.25 |
1,165.75 |
53.50 |
4.6% |
16.75 |
1.4% |
16% |
False |
False |
4,974 |
| 40 |
1,219.25 |
1,128.00 |
91.25 |
7.8% |
16.00 |
1.4% |
51% |
False |
False |
3,087 |
| 60 |
1,219.25 |
1,077.00 |
142.25 |
12.1% |
15.50 |
1.3% |
69% |
False |
False |
2,253 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.75 |
1.4% |
77% |
False |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.75 |
|
2.618 |
1,223.00 |
|
1.618 |
1,207.75 |
|
1.000 |
1,198.25 |
|
0.618 |
1,192.50 |
|
HIGH |
1,183.00 |
|
0.618 |
1,177.25 |
|
0.500 |
1,175.50 |
|
0.382 |
1,173.50 |
|
LOW |
1,167.75 |
|
0.618 |
1,158.25 |
|
1.000 |
1,152.50 |
|
1.618 |
1,143.00 |
|
2.618 |
1,127.75 |
|
4.250 |
1,103.00 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,175.50 |
1,181.00 |
| PP |
1,175.00 |
1,179.00 |
| S1 |
1,174.75 |
1,176.75 |
|