| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,740.0 |
-14.0 |
-0.5% |
2,873.0 |
| High |
2,774.0 |
2,753.0 |
-21.0 |
-0.8% |
2,894.0 |
| Low |
2,721.0 |
2,707.0 |
-14.0 |
-0.5% |
2,707.0 |
| Close |
2,757.0 |
2,738.0 |
-19.0 |
-0.7% |
2,738.0 |
| Range |
53.0 |
46.0 |
-7.0 |
-13.2% |
187.0 |
| ATR |
56.7 |
56.2 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,419,919 |
1,375,762 |
-44,157 |
-3.1% |
4,177,049 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.7 |
2,850.3 |
2,763.3 |
|
| R3 |
2,824.7 |
2,804.3 |
2,750.7 |
|
| R2 |
2,778.7 |
2,778.7 |
2,746.4 |
|
| R1 |
2,758.3 |
2,758.3 |
2,742.2 |
2,745.5 |
| PP |
2,732.7 |
2,732.7 |
2,732.7 |
2,726.3 |
| S1 |
2,712.3 |
2,712.3 |
2,733.8 |
2,699.5 |
| S2 |
2,686.7 |
2,686.7 |
2,729.6 |
|
| S3 |
2,640.7 |
2,666.3 |
2,725.4 |
|
| S4 |
2,594.7 |
2,620.3 |
2,712.7 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.7 |
3,226.3 |
2,840.9 |
|
| R3 |
3,153.7 |
3,039.3 |
2,789.4 |
|
| R2 |
2,966.7 |
2,966.7 |
2,772.3 |
|
| R1 |
2,852.3 |
2,852.3 |
2,755.1 |
2,816.0 |
| PP |
2,779.7 |
2,779.7 |
2,779.7 |
2,761.5 |
| S1 |
2,665.3 |
2,665.3 |
2,720.9 |
2,629.0 |
| S2 |
2,592.7 |
2,592.7 |
2,703.7 |
|
| S3 |
2,405.7 |
2,478.3 |
2,686.6 |
|
| S4 |
2,218.7 |
2,291.3 |
2,635.2 |
|
|
| 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 |
2,707.0 |
187.0 |
6.8% |
62.8 |
2.3% |
17% |
False |
True |
835,409 |
| 10 |
2,894.0 |
2,707.0 |
187.0 |
6.8% |
58.6 |
2.1% |
17% |
False |
True |
773,531 |
| 20 |
2,898.0 |
2,707.0 |
191.0 |
7.0% |
52.8 |
1.9% |
16% |
False |
True |
889,698 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.3% |
49.2 |
1.8% |
30% |
False |
False |
860,508 |
| 60 |
2,898.0 |
2,670.0 |
228.0 |
8.3% |
49.5 |
1.8% |
30% |
False |
False |
850,849 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.2% |
50.6 |
1.8% |
56% |
False |
False |
639,666 |
| 100 |
2,898.0 |
2,537.0 |
361.0 |
13.2% |
51.2 |
1.9% |
56% |
False |
False |
512,160 |
| 120 |
2,898.0 |
2,481.0 |
417.0 |
15.2% |
52.7 |
1.9% |
62% |
False |
False |
428,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.5 |
|
2.618 |
2,873.4 |
|
1.618 |
2,827.4 |
|
1.000 |
2,799.0 |
|
0.618 |
2,781.4 |
|
HIGH |
2,753.0 |
|
0.618 |
2,735.4 |
|
0.500 |
2,730.0 |
|
0.382 |
2,724.6 |
|
LOW |
2,707.0 |
|
0.618 |
2,678.6 |
|
1.000 |
2,661.0 |
|
1.618 |
2,632.6 |
|
2.618 |
2,586.6 |
|
4.250 |
2,511.5 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.3 |
2,753.5 |
| PP |
2,732.7 |
2,748.3 |
| S1 |
2,730.0 |
2,743.2 |
|