| 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 |
1,370.8 |
1,372.5 |
1.7 |
0.1% |
1,364.1 |
| High |
1,374.0 |
1,395.0 |
21.0 |
1.5% |
1,386.0 |
| Low |
1,358.9 |
1,368.5 |
9.6 |
0.7% |
1,355.3 |
| Close |
1,371.7 |
1,390.5 |
18.8 |
1.4% |
1,368.6 |
| Range |
15.1 |
26.5 |
11.4 |
75.5% |
30.7 |
| ATR |
21.7 |
22.1 |
0.3 |
1.6% |
0.0 |
| Volume |
3,737 |
4,742 |
1,005 |
26.9% |
15,261 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.2 |
1,453.8 |
1,405.1 |
|
| R3 |
1,437.7 |
1,427.3 |
1,397.8 |
|
| R2 |
1,411.2 |
1,411.2 |
1,395.4 |
|
| R1 |
1,400.8 |
1,400.8 |
1,392.9 |
1,406.0 |
| PP |
1,384.7 |
1,384.7 |
1,384.7 |
1,387.3 |
| S1 |
1,374.3 |
1,374.3 |
1,388.1 |
1,379.5 |
| S2 |
1,358.2 |
1,358.2 |
1,385.6 |
|
| S3 |
1,331.7 |
1,347.8 |
1,383.2 |
|
| S4 |
1,305.2 |
1,321.3 |
1,375.9 |
|
|
| 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 |
1,395.0 |
1,357.1 |
37.9 |
2.7% |
19.6 |
1.4% |
88% |
True |
False |
4,514 |
| 10 |
1,395.0 |
1,334.9 |
60.1 |
4.3% |
20.0 |
1.4% |
93% |
True |
False |
3,244 |
| 20 |
1,430.0 |
1,332.8 |
97.2 |
7.0% |
24.2 |
1.7% |
59% |
False |
False |
3,153 |
| 40 |
1,430.0 |
1,320.7 |
109.3 |
7.9% |
21.8 |
1.6% |
64% |
False |
False |
2,410 |
| 60 |
1,430.0 |
1,251.2 |
178.8 |
12.9% |
17.0 |
1.2% |
78% |
False |
False |
1,773 |
| 80 |
1,430.0 |
1,198.3 |
231.7 |
16.7% |
13.5 |
1.0% |
83% |
False |
False |
1,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,507.6 |
|
2.618 |
1,464.4 |
|
1.618 |
1,437.9 |
|
1.000 |
1,421.5 |
|
0.618 |
1,411.4 |
|
HIGH |
1,395.0 |
|
0.618 |
1,384.9 |
|
0.500 |
1,381.8 |
|
0.382 |
1,378.6 |
|
LOW |
1,368.5 |
|
0.618 |
1,352.1 |
|
1.000 |
1,342.0 |
|
1.618 |
1,325.6 |
|
2.618 |
1,299.1 |
|
4.250 |
1,255.9 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,387.6 |
1,385.7 |
| PP |
1,384.7 |
1,380.9 |
| S1 |
1,381.8 |
1,376.1 |
|