| 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 |
6,845.0 |
6,887.5 |
42.5 |
0.6% |
6,710.0 |
| High |
6,873.0 |
6,907.5 |
34.5 |
0.5% |
6,873.0 |
| Low |
6,798.5 |
6,797.0 |
-1.5 |
0.0% |
6,654.5 |
| Close |
6,844.0 |
6,829.0 |
-15.0 |
-0.2% |
6,844.0 |
| Range |
74.5 |
110.5 |
36.0 |
48.3% |
218.5 |
| ATR |
94.4 |
95.5 |
1.2 |
1.2% |
0.0 |
| Volume |
0 |
159,143 |
159,143 |
|
427,648 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,176.0 |
7,113.0 |
6,889.8 |
|
| R3 |
7,065.5 |
7,002.5 |
6,859.4 |
|
| R2 |
6,955.0 |
6,955.0 |
6,849.3 |
|
| R1 |
6,892.0 |
6,892.0 |
6,839.1 |
6,868.3 |
| PP |
6,844.5 |
6,844.5 |
6,844.5 |
6,832.6 |
| S1 |
6,781.5 |
6,781.5 |
6,818.9 |
6,757.8 |
| S2 |
6,734.0 |
6,734.0 |
6,808.7 |
|
| S3 |
6,623.5 |
6,671.0 |
6,798.6 |
|
| S4 |
6,513.0 |
6,560.5 |
6,768.2 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,446.0 |
7,363.5 |
6,964.2 |
|
| R3 |
7,227.5 |
7,145.0 |
6,904.1 |
|
| R2 |
7,009.0 |
7,009.0 |
6,884.1 |
|
| R1 |
6,926.5 |
6,926.5 |
6,864.0 |
6,967.8 |
| PP |
6,790.5 |
6,790.5 |
6,790.5 |
6,811.1 |
| S1 |
6,708.0 |
6,708.0 |
6,824.0 |
6,749.3 |
| S2 |
6,572.0 |
6,572.0 |
6,803.9 |
|
| S3 |
6,353.5 |
6,489.5 |
6,783.9 |
|
| S4 |
6,135.0 |
6,271.0 |
6,723.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,907.5 |
6,654.5 |
253.0 |
3.7% |
89.3 |
1.3% |
69% |
True |
False |
88,108 |
| 10 |
6,907.5 |
6,625.5 |
282.0 |
4.1% |
96.4 |
1.4% |
72% |
True |
False |
100,224 |
| 20 |
6,907.5 |
6,562.5 |
345.0 |
5.1% |
86.6 |
1.3% |
77% |
True |
False |
102,581 |
| 40 |
6,907.5 |
6,118.5 |
789.0 |
11.6% |
89.1 |
1.3% |
90% |
True |
False |
100,674 |
| 60 |
6,907.5 |
5,830.0 |
1,077.5 |
15.8% |
89.8 |
1.3% |
93% |
True |
False |
90,167 |
| 80 |
6,907.5 |
5,830.0 |
1,077.5 |
15.8% |
90.2 |
1.3% |
93% |
True |
False |
67,738 |
| 100 |
6,907.5 |
5,830.0 |
1,077.5 |
15.8% |
93.8 |
1.4% |
93% |
True |
False |
54,289 |
| 120 |
6,907.5 |
5,814.5 |
1,093.0 |
16.0% |
95.7 |
1.4% |
93% |
True |
False |
45,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,377.1 |
|
2.618 |
7,196.8 |
|
1.618 |
7,086.3 |
|
1.000 |
7,018.0 |
|
0.618 |
6,975.8 |
|
HIGH |
6,907.5 |
|
0.618 |
6,865.3 |
|
0.500 |
6,852.3 |
|
0.382 |
6,839.2 |
|
LOW |
6,797.0 |
|
0.618 |
6,728.7 |
|
1.000 |
6,686.5 |
|
1.618 |
6,618.2 |
|
2.618 |
6,507.7 |
|
4.250 |
6,327.4 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,852.3 |
6,833.5 |
| PP |
6,844.5 |
6,832.0 |
| S1 |
6,836.8 |
6,830.5 |
|