| 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 |
11,055 |
11,035 |
-20 |
-0.2% |
11,229 |
| High |
11,115 |
11,055 |
-60 |
-0.5% |
11,244 |
| Low |
10,916 |
10,932 |
16 |
0.1% |
10,968 |
| Close |
11,039 |
10,996 |
-43 |
-0.4% |
11,030 |
| Range |
199 |
123 |
-76 |
-38.2% |
276 |
| ATR |
152 |
150 |
-2 |
-1.4% |
0 |
| Volume |
138,527 |
141,113 |
2,586 |
1.9% |
418,021 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,363 |
11,303 |
11,064 |
|
| R3 |
11,240 |
11,180 |
11,030 |
|
| R2 |
11,117 |
11,117 |
11,019 |
|
| R1 |
11,057 |
11,057 |
11,007 |
11,026 |
| PP |
10,994 |
10,994 |
10,994 |
10,979 |
| S1 |
10,934 |
10,934 |
10,985 |
10,903 |
| S2 |
10,871 |
10,871 |
10,974 |
|
| S3 |
10,748 |
10,811 |
10,962 |
|
| S4 |
10,625 |
10,688 |
10,928 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909 |
11,745 |
11,182 |
|
| R3 |
11,633 |
11,469 |
11,106 |
|
| R2 |
11,357 |
11,357 |
11,081 |
|
| R1 |
11,193 |
11,193 |
11,055 |
11,137 |
| PP |
11,081 |
11,081 |
11,081 |
11,053 |
| S1 |
10,917 |
10,917 |
11,005 |
10,861 |
| S2 |
10,805 |
10,805 |
10,980 |
|
| S3 |
10,529 |
10,641 |
10,954 |
|
| S4 |
10,253 |
10,365 |
10,878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,189 |
10,916 |
273 |
2.5% |
174 |
1.6% |
29% |
False |
False |
116,459 |
| 10 |
11,244 |
10,916 |
328 |
3.0% |
165 |
1.5% |
24% |
False |
False |
116,153 |
| 20 |
11,431 |
10,916 |
515 |
4.7% |
145 |
1.3% |
16% |
False |
False |
117,145 |
| 40 |
11,431 |
10,690 |
741 |
6.7% |
142 |
1.3% |
41% |
False |
False |
122,111 |
| 60 |
11,431 |
10,233 |
1,198 |
10.9% |
138 |
1.3% |
64% |
False |
False |
120,324 |
| 80 |
11,431 |
9,844 |
1,587 |
14.4% |
145 |
1.3% |
73% |
False |
False |
90,308 |
| 100 |
11,431 |
9,844 |
1,587 |
14.4% |
148 |
1.3% |
73% |
False |
False |
72,261 |
| 120 |
11,431 |
9,452 |
1,979 |
18.0% |
149 |
1.4% |
78% |
False |
False |
60,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,578 |
|
2.618 |
11,377 |
|
1.618 |
11,254 |
|
1.000 |
11,178 |
|
0.618 |
11,131 |
|
HIGH |
11,055 |
|
0.618 |
11,008 |
|
0.500 |
10,994 |
|
0.382 |
10,979 |
|
LOW |
10,932 |
|
0.618 |
10,856 |
|
1.000 |
10,809 |
|
1.618 |
10,733 |
|
2.618 |
10,610 |
|
4.250 |
10,409 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,995 |
11,053 |
| PP |
10,994 |
11,034 |
| S1 |
10,994 |
11,015 |
|