| 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 |
1,379.1 |
1,370.8 |
-8.3 |
-0.6% |
1,364.1 |
| High |
1,380.5 |
1,374.0 |
-6.5 |
-0.5% |
1,386.0 |
| Low |
1,357.1 |
1,358.9 |
1.8 |
0.1% |
1,355.3 |
| Close |
1,368.6 |
1,371.7 |
3.1 |
0.2% |
1,368.6 |
| Range |
23.4 |
15.1 |
-8.3 |
-35.5% |
30.7 |
| ATR |
22.2 |
21.7 |
-0.5 |
-2.3% |
0.0 |
| Volume |
3,116 |
3,737 |
621 |
19.9% |
15,261 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.5 |
1,407.7 |
1,380.0 |
|
| R3 |
1,398.4 |
1,392.6 |
1,375.9 |
|
| R2 |
1,383.3 |
1,383.3 |
1,374.5 |
|
| R1 |
1,377.5 |
1,377.5 |
1,373.1 |
1,380.4 |
| PP |
1,368.2 |
1,368.2 |
1,368.2 |
1,369.7 |
| S1 |
1,362.4 |
1,362.4 |
1,370.3 |
1,365.3 |
| S2 |
1,353.1 |
1,353.1 |
1,368.9 |
|
| S3 |
1,338.0 |
1,347.3 |
1,367.5 |
|
| S4 |
1,322.9 |
1,332.2 |
1,363.4 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.1 |
1,446.0 |
1,385.5 |
|
| R3 |
1,431.4 |
1,415.3 |
1,377.0 |
|
| R2 |
1,400.7 |
1,400.7 |
1,374.2 |
|
| R1 |
1,384.6 |
1,384.6 |
1,371.4 |
1,392.7 |
| PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,374.0 |
| S1 |
1,353.9 |
1,353.9 |
1,365.8 |
1,362.0 |
| S2 |
1,339.3 |
1,339.3 |
1,363.0 |
|
| S3 |
1,308.6 |
1,323.2 |
1,360.2 |
|
| S4 |
1,277.9 |
1,292.5 |
1,351.7 |
|
|
| 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 |
1,355.3 |
30.7 |
2.2% |
17.6 |
1.3% |
53% |
False |
False |
3,799 |
| 10 |
1,386.0 |
1,334.9 |
51.1 |
3.7% |
19.0 |
1.4% |
72% |
False |
False |
3,129 |
| 20 |
1,430.0 |
1,332.8 |
97.2 |
7.1% |
23.7 |
1.7% |
40% |
False |
False |
3,020 |
| 40 |
1,430.0 |
1,319.1 |
110.9 |
8.1% |
21.3 |
1.6% |
47% |
False |
False |
2,308 |
| 60 |
1,430.0 |
1,251.2 |
178.8 |
13.0% |
16.5 |
1.2% |
67% |
False |
False |
1,694 |
| 80 |
1,430.0 |
1,198.3 |
231.7 |
16.9% |
13.2 |
1.0% |
75% |
False |
False |
1,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,438.2 |
|
2.618 |
1,413.5 |
|
1.618 |
1,398.4 |
|
1.000 |
1,389.1 |
|
0.618 |
1,383.3 |
|
HIGH |
1,374.0 |
|
0.618 |
1,368.2 |
|
0.500 |
1,366.5 |
|
0.382 |
1,364.7 |
|
LOW |
1,358.9 |
|
0.618 |
1,349.6 |
|
1.000 |
1,343.8 |
|
1.618 |
1,334.5 |
|
2.618 |
1,319.4 |
|
4.250 |
1,294.7 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,370.0 |
1,371.7 |
| PP |
1,368.2 |
1,371.6 |
| S1 |
1,366.5 |
1,371.6 |
|