| 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 |
2,736.0 |
2,673.0 |
-63.0 |
-2.3% |
2,873.0 |
| High |
2,773.0 |
2,684.0 |
-89.0 |
-3.2% |
2,894.0 |
| Low |
2,654.0 |
2,633.0 |
-21.0 |
-0.8% |
2,707.0 |
| Close |
2,675.0 |
2,653.0 |
-22.0 |
-0.8% |
2,738.0 |
| Range |
119.0 |
51.0 |
-68.0 |
-57.1% |
187.0 |
| ATR |
60.7 |
60.0 |
-0.7 |
-1.1% |
0.0 |
| Volume |
1,989,512 |
2,203,755 |
214,243 |
10.8% |
4,177,049 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.7 |
2,782.3 |
2,681.1 |
|
| R3 |
2,758.7 |
2,731.3 |
2,667.0 |
|
| R2 |
2,707.7 |
2,707.7 |
2,662.4 |
|
| R1 |
2,680.3 |
2,680.3 |
2,657.7 |
2,668.5 |
| PP |
2,656.7 |
2,656.7 |
2,656.7 |
2,650.8 |
| S1 |
2,629.3 |
2,629.3 |
2,648.3 |
2,617.5 |
| S2 |
2,605.7 |
2,605.7 |
2,643.7 |
|
| S3 |
2,554.7 |
2,578.3 |
2,639.0 |
|
| S4 |
2,503.7 |
2,527.3 |
2,625.0 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.7 |
3,226.3 |
2,840.9 |
|
| R3 |
3,153.7 |
3,039.3 |
2,789.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,772.3 |
|
| R1 |
2,852.3 |
2,852.3 |
2,755.1 |
2,816.0 |
| PP |
2,779.7 |
2,779.7 |
2,779.7 |
2,761.5 |
| S1 |
2,665.3 |
2,665.3 |
2,720.9 |
2,629.0 |
| S2 |
2,592.7 |
2,592.7 |
2,703.7 |
|
| S3 |
2,405.7 |
2,478.3 |
2,686.6 |
|
| S4 |
2,218.7 |
2,291.3 |
2,635.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.0 |
2,633.0 |
167.0 |
6.3% |
66.4 |
2.5% |
12% |
False |
True |
1,397,789 |
| 10 |
2,894.0 |
2,633.0 |
261.0 |
9.8% |
61.6 |
2.3% |
8% |
False |
True |
1,078,273 |
| 20 |
2,898.0 |
2,633.0 |
265.0 |
10.0% |
55.9 |
2.1% |
8% |
False |
True |
980,389 |
| 40 |
2,898.0 |
2,633.0 |
265.0 |
10.0% |
50.5 |
1.9% |
8% |
False |
True |
896,959 |
| 60 |
2,898.0 |
2,633.0 |
265.0 |
10.0% |
51.2 |
1.9% |
8% |
False |
True |
919,981 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.6% |
51.5 |
1.9% |
32% |
False |
False |
692,073 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.6% |
52.3 |
2.0% |
32% |
False |
False |
553,974 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.7% |
53.5 |
2.0% |
41% |
False |
False |
462,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.8 |
|
2.618 |
2,817.5 |
|
1.618 |
2,766.5 |
|
1.000 |
2,735.0 |
|
0.618 |
2,715.5 |
|
HIGH |
2,684.0 |
|
0.618 |
2,664.5 |
|
0.500 |
2,658.5 |
|
0.382 |
2,652.5 |
|
LOW |
2,633.0 |
|
0.618 |
2,601.5 |
|
1.000 |
2,582.0 |
|
1.618 |
2,550.5 |
|
2.618 |
2,499.5 |
|
4.250 |
2,416.3 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.5 |
2,703.0 |
| PP |
2,656.7 |
2,686.3 |
| S1 |
2,654.8 |
2,669.7 |
|