| 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 |
11,183.50 |
11,083.75 |
-99.75 |
-0.9% |
11,201.66 |
| High |
11,183.50 |
11,083.82 |
-99.68 |
-0.9% |
11,206.05 |
| Low |
11,067.17 |
10,929.28 |
-137.89 |
-1.2% |
10,992.17 |
| Close |
11,092.00 |
11,052.49 |
-39.51 |
-0.4% |
11,092.00 |
| Range |
116.33 |
154.54 |
38.21 |
32.8% |
213.88 |
| ATR |
131.85 |
134.05 |
2.21 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,485.48 |
11,423.53 |
11,137.49 |
|
| R3 |
11,330.94 |
11,268.99 |
11,094.99 |
|
| R2 |
11,176.40 |
11,176.40 |
11,080.82 |
|
| R1 |
11,114.45 |
11,114.45 |
11,066.66 |
11,068.16 |
| PP |
11,021.86 |
11,021.86 |
11,021.86 |
10,998.72 |
| S1 |
10,959.91 |
10,959.91 |
11,038.32 |
10,913.62 |
| S2 |
10,867.32 |
10,867.32 |
11,024.16 |
|
| S3 |
10,712.78 |
10,805.37 |
11,009.99 |
|
| S4 |
10,558.24 |
10,650.83 |
10,967.49 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,738.38 |
11,629.07 |
11,209.63 |
|
| R3 |
11,524.50 |
11,415.19 |
11,150.82 |
|
| R2 |
11,310.62 |
11,310.62 |
11,131.21 |
|
| R1 |
11,201.31 |
11,201.31 |
11,111.61 |
11,149.03 |
| PP |
11,096.74 |
11,096.74 |
11,096.74 |
11,070.60 |
| S1 |
10,987.43 |
10,987.43 |
11,072.39 |
10,935.15 |
| S2 |
10,882.86 |
10,882.86 |
11,052.79 |
|
| S3 |
10,668.98 |
10,773.55 |
11,033.18 |
|
| S4 |
10,455.10 |
10,559.67 |
10,974.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,206.05 |
10,929.28 |
276.77 |
2.5% |
153.81 |
1.4% |
45% |
False |
True |
|
| 10 |
11,280.90 |
10,929.28 |
351.62 |
3.2% |
140.42 |
1.3% |
35% |
False |
True |
|
| 20 |
11,451.53 |
10,929.28 |
522.25 |
4.7% |
131.65 |
1.2% |
24% |
False |
True |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.7% |
126.13 |
1.1% |
46% |
False |
False |
|
| 60 |
11,451.53 |
10,321.84 |
1,129.69 |
10.2% |
121.48 |
1.1% |
65% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
128.70 |
1.2% |
74% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
131.75 |
1.2% |
74% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.6% |
138.23 |
1.3% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,740.62 |
|
2.618 |
11,488.41 |
|
1.618 |
11,333.87 |
|
1.000 |
11,238.36 |
|
0.618 |
11,179.33 |
|
HIGH |
11,083.82 |
|
0.618 |
11,024.79 |
|
0.500 |
11,006.55 |
|
0.382 |
10,988.31 |
|
LOW |
10,929.28 |
|
0.618 |
10,833.77 |
|
1.000 |
10,774.74 |
|
1.618 |
10,679.23 |
|
2.618 |
10,524.69 |
|
4.250 |
10,272.49 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,037.18 |
11,062.64 |
| PP |
11,021.86 |
11,059.25 |
| S1 |
11,006.55 |
11,055.87 |
|