| 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 |
11,083.75 |
11,049.72 |
-34.03 |
-0.3% |
11,201.66 |
| High |
11,083.82 |
11,062.63 |
-21.19 |
-0.2% |
11,206.05 |
| Low |
10,929.28 |
10,942.98 |
13.70 |
0.1% |
10,992.17 |
| Close |
11,052.49 |
11,006.02 |
-46.47 |
-0.4% |
11,092.00 |
| Range |
154.54 |
119.65 |
-34.89 |
-22.6% |
213.88 |
| ATR |
134.05 |
133.02 |
-1.03 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,362.83 |
11,304.07 |
11,071.83 |
|
| R3 |
11,243.18 |
11,184.42 |
11,038.92 |
|
| R2 |
11,123.53 |
11,123.53 |
11,027.96 |
|
| R1 |
11,064.77 |
11,064.77 |
11,016.99 |
11,034.33 |
| PP |
11,003.88 |
11,003.88 |
11,003.88 |
10,988.65 |
| S1 |
10,945.12 |
10,945.12 |
10,995.05 |
10,914.68 |
| S2 |
10,884.23 |
10,884.23 |
10,984.08 |
|
| S3 |
10,764.58 |
10,825.47 |
10,973.12 |
|
| S4 |
10,644.93 |
10,705.82 |
10,940.21 |
|
|
| 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 |
11,195.99 |
10,929.28 |
266.71 |
2.4% |
147.43 |
1.3% |
29% |
False |
False |
|
| 10 |
11,206.17 |
10,929.28 |
276.89 |
2.5% |
143.21 |
1.3% |
28% |
False |
False |
|
| 20 |
11,451.53 |
10,929.28 |
522.25 |
4.7% |
128.54 |
1.2% |
15% |
False |
False |
|
| 40 |
11,451.53 |
10,752.63 |
698.90 |
6.4% |
125.56 |
1.1% |
36% |
False |
False |
|
| 60 |
11,451.53 |
10,332.40 |
1,119.13 |
10.2% |
121.32 |
1.1% |
60% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.8% |
128.27 |
1.2% |
71% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.8% |
132.11 |
1.2% |
71% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.7% |
136.86 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,571.14 |
|
2.618 |
11,375.87 |
|
1.618 |
11,256.22 |
|
1.000 |
11,182.28 |
|
0.618 |
11,136.57 |
|
HIGH |
11,062.63 |
|
0.618 |
11,016.92 |
|
0.500 |
11,002.81 |
|
0.382 |
10,988.69 |
|
LOW |
10,942.98 |
|
0.618 |
10,869.04 |
|
1.000 |
10,823.33 |
|
1.618 |
10,749.39 |
|
2.618 |
10,629.74 |
|
4.250 |
10,434.47 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,004.95 |
11,056.39 |
| PP |
11,003.88 |
11,039.60 |
| S1 |
11,002.81 |
11,022.81 |
|