| 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 |
2,734.0 |
2,678.0 |
-56.0 |
-2.0% |
2,882.0 |
| High |
2,771.0 |
2,680.0 |
-91.0 |
-3.3% |
2,882.0 |
| Low |
2,654.0 |
2,631.0 |
-23.0 |
-0.9% |
2,707.0 |
| Close |
2,673.0 |
2,650.0 |
-23.0 |
-0.9% |
2,736.0 |
| Range |
117.0 |
49.0 |
-68.0 |
-58.1% |
175.0 |
| ATR |
57.4 |
56.8 |
-0.6 |
-1.0% |
0.0 |
| Volume |
2,104 |
285,880 |
283,776 |
13,487.5% |
46,282 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.7 |
2,774.3 |
2,677.0 |
|
| R3 |
2,751.7 |
2,725.3 |
2,663.5 |
|
| R2 |
2,702.7 |
2,702.7 |
2,659.0 |
|
| R1 |
2,676.3 |
2,676.3 |
2,654.5 |
2,665.0 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,648.0 |
| S1 |
2,627.3 |
2,627.3 |
2,645.5 |
2,616.0 |
| S2 |
2,604.7 |
2,604.7 |
2,641.0 |
|
| S3 |
2,555.7 |
2,578.3 |
2,636.5 |
|
| S4 |
2,506.7 |
2,529.3 |
2,623.1 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,193.0 |
2,832.3 |
|
| R3 |
3,125.0 |
3,018.0 |
2,784.1 |
|
| R2 |
2,950.0 |
2,950.0 |
2,768.1 |
|
| R1 |
2,843.0 |
2,843.0 |
2,752.0 |
2,809.0 |
| PP |
2,775.0 |
2,775.0 |
2,775.0 |
2,758.0 |
| S1 |
2,668.0 |
2,668.0 |
2,720.0 |
2,634.0 |
| S2 |
2,600.0 |
2,600.0 |
2,703.9 |
|
| S3 |
2,425.0 |
2,493.0 |
2,687.9 |
|
| S4 |
2,250.0 |
2,318.0 |
2,639.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.0 |
2,631.0 |
140.0 |
5.3% |
55.6 |
2.1% |
14% |
False |
True |
59,380 |
| 10 |
2,882.0 |
2,631.0 |
251.0 |
9.5% |
56.1 |
2.1% |
8% |
False |
True |
34,566 |
| 20 |
2,898.0 |
2,631.0 |
267.0 |
10.1% |
51.6 |
1.9% |
7% |
False |
True |
36,463 |
| 40 |
2,916.0 |
2,631.0 |
285.0 |
10.8% |
46.0 |
1.7% |
7% |
False |
True |
23,786 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.8% |
47.3 |
1.8% |
7% |
False |
True |
17,592 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
14.4% |
45.8 |
1.7% |
30% |
False |
False |
13,360 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
14.4% |
44.9 |
1.7% |
30% |
False |
False |
10,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.3 |
|
2.618 |
2,808.3 |
|
1.618 |
2,759.3 |
|
1.000 |
2,729.0 |
|
0.618 |
2,710.3 |
|
HIGH |
2,680.0 |
|
0.618 |
2,661.3 |
|
0.500 |
2,655.5 |
|
0.382 |
2,649.7 |
|
LOW |
2,631.0 |
|
0.618 |
2,600.7 |
|
1.000 |
2,582.0 |
|
1.618 |
2,551.7 |
|
2.618 |
2,502.7 |
|
4.250 |
2,422.8 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.5 |
2,701.0 |
| PP |
2,653.7 |
2,684.0 |
| S1 |
2,651.8 |
2,667.0 |
|