| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,357.0 |
1,365.8 |
8.8 |
0.6% |
1,371.0 |
| High |
1,367.4 |
1,382.9 |
15.5 |
1.1% |
1,376.6 |
| Low |
1,347.9 |
1,355.6 |
7.7 |
0.6% |
1,329.0 |
| Close |
1,357.8 |
1,377.6 |
19.8 |
1.5% |
1,352.3 |
| Range |
19.5 |
27.3 |
7.8 |
40.0% |
47.6 |
| ATR |
25.7 |
25.8 |
0.1 |
0.4% |
0.0 |
| Volume |
159,984 |
220,943 |
60,959 |
38.1% |
958,270 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.9 |
1,443.1 |
1,392.6 |
|
| R3 |
1,426.6 |
1,415.8 |
1,385.1 |
|
| R2 |
1,399.3 |
1,399.3 |
1,382.6 |
|
| R1 |
1,388.5 |
1,388.5 |
1,380.1 |
1,393.9 |
| PP |
1,372.0 |
1,372.0 |
1,372.0 |
1,374.8 |
| S1 |
1,361.2 |
1,361.2 |
1,375.1 |
1,366.6 |
| S2 |
1,344.7 |
1,344.7 |
1,372.6 |
|
| S3 |
1,317.4 |
1,333.9 |
1,370.1 |
|
| S4 |
1,290.1 |
1,306.6 |
1,362.6 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.4 |
1,471.5 |
1,378.5 |
|
| R3 |
1,447.8 |
1,423.9 |
1,365.4 |
|
| R2 |
1,400.2 |
1,400.2 |
1,361.0 |
|
| R1 |
1,376.3 |
1,376.3 |
1,356.7 |
1,364.5 |
| PP |
1,352.6 |
1,352.6 |
1,352.6 |
1,346.7 |
| S1 |
1,328.7 |
1,328.7 |
1,347.9 |
1,316.9 |
| S2 |
1,305.0 |
1,305.0 |
1,343.6 |
|
| S3 |
1,257.4 |
1,281.1 |
1,339.2 |
|
| S4 |
1,209.8 |
1,233.5 |
1,326.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.9 |
1,330.1 |
52.8 |
3.8% |
21.6 |
1.6% |
90% |
True |
False |
174,864 |
| 10 |
1,417.6 |
1,329.0 |
88.6 |
6.4% |
26.4 |
1.9% |
55% |
False |
False |
204,299 |
| 20 |
1,424.3 |
1,318.6 |
105.7 |
7.7% |
27.1 |
2.0% |
56% |
False |
False |
193,457 |
| 40 |
1,424.3 |
1,297.0 |
127.3 |
9.2% |
24.0 |
1.7% |
63% |
False |
False |
172,065 |
| 60 |
1,424.3 |
1,233.5 |
190.8 |
13.9% |
20.8 |
1.5% |
76% |
False |
False |
149,093 |
| 80 |
1,424.3 |
1,181.6 |
242.7 |
17.6% |
18.9 |
1.4% |
81% |
False |
False |
132,236 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.2% |
18.8 |
1.4% |
82% |
False |
False |
115,683 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.2% |
19.0 |
1.4% |
82% |
False |
False |
97,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,498.9 |
|
2.618 |
1,454.4 |
|
1.618 |
1,427.1 |
|
1.000 |
1,410.2 |
|
0.618 |
1,399.8 |
|
HIGH |
1,382.9 |
|
0.618 |
1,372.5 |
|
0.500 |
1,369.3 |
|
0.382 |
1,366.0 |
|
LOW |
1,355.6 |
|
0.618 |
1,338.7 |
|
1.000 |
1,328.3 |
|
1.618 |
1,311.4 |
|
2.618 |
1,284.1 |
|
4.250 |
1,239.6 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,374.8 |
1,372.4 |
| PP |
1,372.0 |
1,367.2 |
| S1 |
1,369.3 |
1,362.0 |
|