| 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 |
10,100 |
10,050 |
-50 |
-0.5% |
10,130 |
| High |
10,205 |
10,165 |
-40 |
-0.4% |
10,205 |
| Low |
10,005 |
9,990 |
-15 |
-0.1% |
9,805 |
| Close |
10,020 |
10,095 |
75 |
0.7% |
10,020 |
| Range |
200 |
175 |
-25 |
-12.5% |
400 |
| ATR |
197 |
196 |
-2 |
-0.8% |
0 |
| Volume |
7,480 |
15,203 |
7,723 |
103.2% |
44,946 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,608 |
10,527 |
10,191 |
|
| R3 |
10,433 |
10,352 |
10,143 |
|
| R2 |
10,258 |
10,258 |
10,127 |
|
| R1 |
10,177 |
10,177 |
10,111 |
10,218 |
| PP |
10,083 |
10,083 |
10,083 |
10,104 |
| S1 |
10,002 |
10,002 |
10,079 |
10,043 |
| S2 |
9,908 |
9,908 |
10,063 |
|
| S3 |
9,733 |
9,827 |
10,047 |
|
| S4 |
9,558 |
9,652 |
9,999 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,210 |
11,015 |
10,240 |
|
| R3 |
10,810 |
10,615 |
10,130 |
|
| R2 |
10,410 |
10,410 |
10,093 |
|
| R1 |
10,215 |
10,215 |
10,057 |
10,113 |
| PP |
10,010 |
10,010 |
10,010 |
9,959 |
| S1 |
9,815 |
9,815 |
9,983 |
9,713 |
| S2 |
9,610 |
9,610 |
9,947 |
|
| S3 |
9,210 |
9,415 |
9,910 |
|
| S4 |
8,810 |
9,015 |
9,800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,205 |
9,805 |
400 |
4.0% |
242 |
2.4% |
73% |
False |
False |
12,029 |
| 10 |
10,205 |
9,675 |
530 |
5.3% |
228 |
2.3% |
79% |
False |
False |
12,025 |
| 20 |
10,205 |
9,075 |
1,130 |
11.2% |
194 |
1.9% |
90% |
False |
False |
11,426 |
| 40 |
10,205 |
9,075 |
1,130 |
11.2% |
181 |
1.8% |
90% |
False |
False |
10,056 |
| 60 |
10,205 |
8,990 |
1,215 |
12.0% |
179 |
1.8% |
91% |
False |
False |
9,662 |
| 80 |
10,205 |
8,775 |
1,430 |
14.2% |
156 |
1.5% |
92% |
False |
False |
7,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,909 |
|
2.618 |
10,623 |
|
1.618 |
10,448 |
|
1.000 |
10,340 |
|
0.618 |
10,273 |
|
HIGH |
10,165 |
|
0.618 |
10,098 |
|
0.500 |
10,078 |
|
0.382 |
10,057 |
|
LOW |
9,990 |
|
0.618 |
9,882 |
|
1.000 |
9,815 |
|
1.618 |
9,707 |
|
2.618 |
9,532 |
|
4.250 |
9,246 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,089 |
10,075 |
| PP |
10,083 |
10,055 |
| S1 |
10,078 |
10,035 |
|