| 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 |
6,861.5 |
6,728.0 |
-133.5 |
-1.9% |
6,887.5 |
| High |
6,910.5 |
6,766.5 |
-144.0 |
-2.1% |
6,907.5 |
| Low |
6,687.0 |
6,660.5 |
-26.5 |
-0.4% |
6,703.5 |
| Close |
6,720.5 |
6,702.0 |
-18.5 |
-0.3% |
6,857.0 |
| Range |
223.5 |
106.0 |
-117.5 |
-52.6% |
204.0 |
| ATR |
109.4 |
109.2 |
-0.2 |
-0.2% |
0.0 |
| Volume |
233,240 |
216,868 |
-16,372 |
-7.0% |
471,477 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,027.7 |
6,970.8 |
6,760.3 |
|
| R3 |
6,921.7 |
6,864.8 |
6,731.2 |
|
| R2 |
6,815.7 |
6,815.7 |
6,721.4 |
|
| R1 |
6,758.8 |
6,758.8 |
6,711.7 |
6,734.3 |
| PP |
6,709.7 |
6,709.7 |
6,709.7 |
6,697.4 |
| S1 |
6,652.8 |
6,652.8 |
6,692.3 |
6,628.3 |
| S2 |
6,603.7 |
6,603.7 |
6,682.6 |
|
| S3 |
6,497.7 |
6,546.8 |
6,672.9 |
|
| S4 |
6,391.7 |
6,440.8 |
6,643.7 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,434.7 |
7,349.8 |
6,969.2 |
|
| R3 |
7,230.7 |
7,145.8 |
6,913.1 |
|
| R2 |
7,026.7 |
7,026.7 |
6,894.4 |
|
| R1 |
6,941.8 |
6,941.8 |
6,875.7 |
6,882.3 |
| PP |
6,822.7 |
6,822.7 |
6,822.7 |
6,792.9 |
| S1 |
6,737.8 |
6,737.8 |
6,838.3 |
6,678.3 |
| S2 |
6,618.7 |
6,618.7 |
6,819.6 |
|
| S3 |
6,414.7 |
6,533.8 |
6,800.9 |
|
| S4 |
6,210.7 |
6,329.8 |
6,744.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,910.5 |
6,660.5 |
250.0 |
3.7% |
139.1 |
2.1% |
17% |
False |
True |
152,488 |
| 10 |
6,910.5 |
6,654.5 |
256.0 |
3.8% |
114.2 |
1.7% |
19% |
False |
False |
120,298 |
| 20 |
6,910.5 |
6,603.0 |
307.5 |
4.6% |
101.7 |
1.5% |
32% |
False |
False |
107,258 |
| 40 |
6,910.5 |
6,125.0 |
785.5 |
11.7% |
91.4 |
1.4% |
73% |
False |
False |
101,884 |
| 60 |
6,910.5 |
6,074.5 |
836.0 |
12.5% |
93.4 |
1.4% |
75% |
False |
False |
102,736 |
| 80 |
6,910.5 |
5,830.0 |
1,080.5 |
16.1% |
94.3 |
1.4% |
81% |
False |
False |
77,254 |
| 100 |
6,910.5 |
5,830.0 |
1,080.5 |
16.1% |
95.6 |
1.4% |
81% |
False |
False |
61,875 |
| 120 |
6,910.5 |
5,818.0 |
1,092.5 |
16.3% |
96.5 |
1.4% |
81% |
False |
False |
51,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,217.0 |
|
2.618 |
7,044.0 |
|
1.618 |
6,938.0 |
|
1.000 |
6,872.5 |
|
0.618 |
6,832.0 |
|
HIGH |
6,766.5 |
|
0.618 |
6,726.0 |
|
0.500 |
6,713.5 |
|
0.382 |
6,701.0 |
|
LOW |
6,660.5 |
|
0.618 |
6,595.0 |
|
1.000 |
6,554.5 |
|
1.618 |
6,489.0 |
|
2.618 |
6,383.0 |
|
4.250 |
6,210.0 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,713.5 |
6,785.5 |
| PP |
6,709.7 |
6,757.7 |
| S1 |
6,705.8 |
6,729.8 |
|