| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,856.0 |
2,873.0 |
17.0 |
0.6% |
2,806.0 |
| High |
2,864.0 |
2,894.0 |
30.0 |
1.0% |
2,864.0 |
| Low |
2,818.0 |
2,788.0 |
-30.0 |
-1.1% |
2,770.0 |
| Close |
2,842.0 |
2,813.0 |
-29.0 |
-1.0% |
2,842.0 |
| Range |
46.0 |
106.0 |
60.0 |
130.4% |
94.0 |
| ATR |
51.7 |
55.5 |
3.9 |
7.5% |
0.0 |
| Volume |
0 |
1,381,368 |
1,381,368 |
|
3,558,263 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.7 |
3,087.3 |
2,871.3 |
|
| R3 |
3,043.7 |
2,981.3 |
2,842.2 |
|
| R2 |
2,937.7 |
2,937.7 |
2,832.4 |
|
| R1 |
2,875.3 |
2,875.3 |
2,822.7 |
2,853.5 |
| PP |
2,831.7 |
2,831.7 |
2,831.7 |
2,820.8 |
| S1 |
2,769.3 |
2,769.3 |
2,803.3 |
2,747.5 |
| S2 |
2,725.7 |
2,725.7 |
2,793.6 |
|
| S3 |
2,619.7 |
2,663.3 |
2,783.9 |
|
| S4 |
2,513.7 |
2,557.3 |
2,754.7 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,068.7 |
2,893.7 |
|
| R3 |
3,013.3 |
2,974.7 |
2,867.9 |
|
| R2 |
2,919.3 |
2,919.3 |
2,859.2 |
|
| R1 |
2,880.7 |
2,880.7 |
2,850.6 |
2,900.0 |
| PP |
2,825.3 |
2,825.3 |
2,825.3 |
2,835.0 |
| S1 |
2,786.7 |
2,786.7 |
2,833.4 |
2,806.0 |
| S2 |
2,731.3 |
2,731.3 |
2,824.8 |
|
| S3 |
2,637.3 |
2,692.7 |
2,816.2 |
|
| S4 |
2,543.3 |
2,598.7 |
2,790.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,770.0 |
124.0 |
4.4% |
56.8 |
2.0% |
35% |
True |
False |
758,756 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
57.2 |
2.0% |
37% |
False |
False |
914,353 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
50.4 |
1.8% |
37% |
False |
False |
915,801 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.1% |
50.0 |
1.8% |
63% |
False |
False |
871,049 |
| 60 |
2,898.0 |
2,558.0 |
340.0 |
12.1% |
50.1 |
1.8% |
75% |
False |
False |
805,332 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
50.0 |
1.8% |
76% |
False |
False |
604,735 |
| 100 |
2,898.0 |
2,504.0 |
394.0 |
14.0% |
52.2 |
1.9% |
78% |
False |
False |
484,240 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.9% |
53.3 |
1.9% |
81% |
False |
False |
404,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,344.5 |
|
2.618 |
3,171.5 |
|
1.618 |
3,065.5 |
|
1.000 |
3,000.0 |
|
0.618 |
2,959.5 |
|
HIGH |
2,894.0 |
|
0.618 |
2,853.5 |
|
0.500 |
2,841.0 |
|
0.382 |
2,828.5 |
|
LOW |
2,788.0 |
|
0.618 |
2,722.5 |
|
1.000 |
2,682.0 |
|
1.618 |
2,616.5 |
|
2.618 |
2,510.5 |
|
4.250 |
2,337.5 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.0 |
2,841.0 |
| PP |
2,831.7 |
2,831.7 |
| S1 |
2,822.3 |
2,822.3 |
|