| 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 |
1,363.5 |
1,371.5 |
8.0 |
0.6% |
1,362.3 |
| High |
1,372.7 |
1,393.3 |
20.6 |
1.5% |
1,386.0 |
| Low |
1,357.1 |
1,366.5 |
9.4 |
0.7% |
1,352.9 |
| Close |
1,369.6 |
1,388.3 |
18.7 |
1.4% |
1,366.4 |
| Range |
15.6 |
26.8 |
11.2 |
71.8% |
33.1 |
| ATR |
22.2 |
22.6 |
0.3 |
1.5% |
0.0 |
| Volume |
11,385 |
9,163 |
-2,222 |
-19.5% |
17,374 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,463.1 |
1,452.5 |
1,403.0 |
|
| R3 |
1,436.3 |
1,425.7 |
1,395.7 |
|
| R2 |
1,409.5 |
1,409.5 |
1,393.2 |
|
| R1 |
1,398.9 |
1,398.9 |
1,390.8 |
1,404.2 |
| PP |
1,382.7 |
1,382.7 |
1,382.7 |
1,385.4 |
| S1 |
1,372.1 |
1,372.1 |
1,385.8 |
1,377.4 |
| S2 |
1,355.9 |
1,355.9 |
1,383.4 |
|
| S3 |
1,329.1 |
1,345.3 |
1,380.9 |
|
| S4 |
1,302.3 |
1,318.5 |
1,373.6 |
|
|
| 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 |
1,393.3 |
1,354.9 |
38.4 |
2.8% |
19.9 |
1.4% |
87% |
True |
False |
7,286 |
| 10 |
1,393.3 |
1,333.7 |
59.6 |
4.3% |
20.9 |
1.5% |
92% |
True |
False |
5,546 |
| 20 |
1,428.0 |
1,330.0 |
98.0 |
7.1% |
24.7 |
1.8% |
59% |
False |
False |
4,046 |
| 40 |
1,428.0 |
1,317.0 |
111.0 |
8.0% |
22.3 |
1.6% |
64% |
False |
False |
2,996 |
| 60 |
1,428.0 |
1,246.8 |
181.2 |
13.1% |
17.4 |
1.3% |
78% |
False |
False |
2,148 |
| 80 |
1,428.0 |
1,199.0 |
229.0 |
16.5% |
14.3 |
1.0% |
83% |
False |
False |
1,701 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.1% |
12.7 |
0.9% |
85% |
False |
False |
1,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.2 |
|
2.618 |
1,463.5 |
|
1.618 |
1,436.7 |
|
1.000 |
1,420.1 |
|
0.618 |
1,409.9 |
|
HIGH |
1,393.3 |
|
0.618 |
1,383.1 |
|
0.500 |
1,379.9 |
|
0.382 |
1,376.7 |
|
LOW |
1,366.5 |
|
0.618 |
1,349.9 |
|
1.000 |
1,339.7 |
|
1.618 |
1,323.1 |
|
2.618 |
1,296.3 |
|
4.250 |
1,252.6 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,385.5 |
1,383.6 |
| PP |
1,382.7 |
1,378.8 |
| S1 |
1,379.9 |
1,374.1 |
|