| 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 |
1,377.0 |
1,363.5 |
-13.5 |
-1.0% |
1,362.3 |
| High |
1,378.6 |
1,372.7 |
-5.9 |
-0.4% |
1,386.0 |
| Low |
1,354.9 |
1,357.1 |
2.2 |
0.2% |
1,352.9 |
| Close |
1,366.4 |
1,369.6 |
3.2 |
0.2% |
1,366.4 |
| Range |
23.7 |
15.6 |
-8.1 |
-34.2% |
33.1 |
| ATR |
22.7 |
22.2 |
-0.5 |
-2.2% |
0.0 |
| Volume |
4,419 |
11,385 |
6,966 |
157.6% |
17,374 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.3 |
1,407.0 |
1,378.2 |
|
| R3 |
1,397.7 |
1,391.4 |
1,373.9 |
|
| R2 |
1,382.1 |
1,382.1 |
1,372.5 |
|
| R1 |
1,375.8 |
1,375.8 |
1,371.0 |
1,379.0 |
| PP |
1,366.5 |
1,366.5 |
1,366.5 |
1,368.0 |
| S1 |
1,360.2 |
1,360.2 |
1,368.2 |
1,363.4 |
| S2 |
1,350.9 |
1,350.9 |
1,366.7 |
|
| S3 |
1,335.3 |
1,344.6 |
1,365.3 |
|
| S4 |
1,319.7 |
1,329.0 |
1,361.0 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,450.2 |
1,384.6 |
|
| R3 |
1,434.6 |
1,417.1 |
1,375.5 |
|
| R2 |
1,401.5 |
1,401.5 |
1,372.5 |
|
| R1 |
1,384.0 |
1,384.0 |
1,369.4 |
1,392.8 |
| PP |
1,368.4 |
1,368.4 |
1,368.4 |
1,372.8 |
| S1 |
1,350.9 |
1,350.9 |
1,363.4 |
1,359.7 |
| S2 |
1,335.3 |
1,335.3 |
1,360.3 |
|
| S3 |
1,302.2 |
1,317.8 |
1,357.3 |
|
| S4 |
1,269.1 |
1,284.7 |
1,348.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,386.0 |
1,352.9 |
33.1 |
2.4% |
18.2 |
1.3% |
50% |
False |
False |
5,751 |
| 10 |
1,386.0 |
1,333.7 |
52.3 |
3.8% |
20.2 |
1.5% |
69% |
False |
False |
5,037 |
| 20 |
1,428.0 |
1,330.0 |
98.0 |
7.2% |
24.1 |
1.8% |
40% |
False |
False |
3,645 |
| 40 |
1,428.0 |
1,317.0 |
111.0 |
8.1% |
21.7 |
1.6% |
47% |
False |
False |
2,780 |
| 60 |
1,428.0 |
1,242.6 |
185.4 |
13.5% |
17.2 |
1.3% |
69% |
False |
False |
1,999 |
| 80 |
1,428.0 |
1,199.0 |
229.0 |
16.7% |
14.0 |
1.0% |
74% |
False |
False |
1,588 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.3% |
12.5 |
0.9% |
78% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,439.0 |
|
2.618 |
1,413.5 |
|
1.618 |
1,397.9 |
|
1.000 |
1,388.3 |
|
0.618 |
1,382.3 |
|
HIGH |
1,372.7 |
|
0.618 |
1,366.7 |
|
0.500 |
1,364.9 |
|
0.382 |
1,363.1 |
|
LOW |
1,357.1 |
|
0.618 |
1,347.5 |
|
1.000 |
1,341.5 |
|
1.618 |
1,331.9 |
|
2.618 |
1,316.3 |
|
4.250 |
1,290.8 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,368.0 |
1,369.2 |
| PP |
1,366.5 |
1,368.7 |
| S1 |
1,364.9 |
1,368.3 |
|