| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,791.0 |
2,754.0 |
-37.0 |
-1.3% |
2,806.0 |
| High |
2,800.0 |
2,774.0 |
-26.0 |
-0.9% |
2,864.0 |
| Low |
2,737.0 |
2,721.0 |
-16.0 |
-0.6% |
2,770.0 |
| Close |
2,743.0 |
2,757.0 |
14.0 |
0.5% |
2,842.0 |
| Range |
63.0 |
53.0 |
-10.0 |
-15.9% |
94.0 |
| ATR |
57.0 |
56.7 |
-0.3 |
-0.5% |
0.0 |
| Volume |
0 |
1,419,919 |
1,419,919 |
|
3,558,263 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.7 |
2,886.3 |
2,786.2 |
|
| R3 |
2,856.7 |
2,833.3 |
2,771.6 |
|
| R2 |
2,803.7 |
2,803.7 |
2,766.7 |
|
| R1 |
2,780.3 |
2,780.3 |
2,761.9 |
2,792.0 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,756.5 |
| S1 |
2,727.3 |
2,727.3 |
2,752.1 |
2,739.0 |
| S2 |
2,697.7 |
2,697.7 |
2,747.3 |
|
| S3 |
2,644.7 |
2,674.3 |
2,742.4 |
|
| S4 |
2,591.7 |
2,621.3 |
2,727.9 |
|
|
| 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 |
2,721.0 |
173.0 |
6.3% |
61.2 |
2.2% |
21% |
False |
True |
817,407 |
| 10 |
2,894.0 |
2,721.0 |
173.0 |
6.3% |
58.7 |
2.1% |
21% |
False |
True |
795,582 |
| 20 |
2,898.0 |
2,721.0 |
177.0 |
6.4% |
52.2 |
1.9% |
20% |
False |
True |
871,389 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.3% |
50.0 |
1.8% |
38% |
False |
False |
870,349 |
| 60 |
2,898.0 |
2,670.0 |
228.0 |
8.3% |
49.4 |
1.8% |
38% |
False |
False |
828,350 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.1% |
50.4 |
1.8% |
61% |
False |
False |
622,474 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.1% |
51.2 |
1.9% |
61% |
False |
False |
498,409 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.1% |
53.2 |
1.9% |
66% |
False |
False |
416,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.3 |
|
2.618 |
2,912.8 |
|
1.618 |
2,859.8 |
|
1.000 |
2,827.0 |
|
0.618 |
2,806.8 |
|
HIGH |
2,774.0 |
|
0.618 |
2,753.8 |
|
0.500 |
2,747.5 |
|
0.382 |
2,741.2 |
|
LOW |
2,721.0 |
|
0.618 |
2,688.2 |
|
1.000 |
2,668.0 |
|
1.618 |
2,635.2 |
|
2.618 |
2,582.2 |
|
4.250 |
2,495.8 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.8 |
2,807.5 |
| PP |
2,750.7 |
2,790.7 |
| S1 |
2,747.5 |
2,773.8 |
|