| 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 |
6,887.5 |
6,802.0 |
-85.5 |
-1.2% |
6,710.0 |
| High |
6,907.5 |
6,833.0 |
-74.5 |
-1.1% |
6,873.0 |
| Low |
6,797.0 |
6,711.5 |
-85.5 |
-1.3% |
6,654.5 |
| Close |
6,829.0 |
6,720.5 |
-108.5 |
-1.6% |
6,844.0 |
| Range |
110.5 |
121.5 |
11.0 |
10.0% |
218.5 |
| ATR |
95.5 |
97.4 |
1.9 |
1.9% |
0.0 |
| Volume |
159,143 |
0 |
-159,143 |
-100.0% |
427,648 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,119.5 |
7,041.5 |
6,787.3 |
|
| R3 |
6,998.0 |
6,920.0 |
6,753.9 |
|
| R2 |
6,876.5 |
6,876.5 |
6,742.8 |
|
| R1 |
6,798.5 |
6,798.5 |
6,731.6 |
6,776.8 |
| PP |
6,755.0 |
6,755.0 |
6,755.0 |
6,744.1 |
| S1 |
6,677.0 |
6,677.0 |
6,709.4 |
6,655.3 |
| S2 |
6,633.5 |
6,633.5 |
6,698.2 |
|
| S3 |
6,512.0 |
6,555.5 |
6,687.1 |
|
| S4 |
6,390.5 |
6,434.0 |
6,653.7 |
|
|
| 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 |
6,660.0 |
247.5 |
3.7% |
89.2 |
1.3% |
24% |
False |
False |
88,108 |
| 10 |
6,907.5 |
6,625.5 |
282.0 |
4.2% |
100.7 |
1.5% |
34% |
False |
False |
87,944 |
| 20 |
6,907.5 |
6,562.5 |
345.0 |
5.1% |
89.2 |
1.3% |
46% |
False |
False |
96,264 |
| 40 |
6,907.5 |
6,118.5 |
789.0 |
11.7% |
89.2 |
1.3% |
76% |
False |
False |
100,674 |
| 60 |
6,907.5 |
5,895.0 |
1,012.5 |
15.1% |
90.0 |
1.3% |
82% |
False |
False |
90,156 |
| 80 |
6,907.5 |
5,830.0 |
1,077.5 |
16.0% |
91.2 |
1.4% |
83% |
False |
False |
67,736 |
| 100 |
6,907.5 |
5,830.0 |
1,077.5 |
16.0% |
93.5 |
1.4% |
83% |
False |
False |
54,287 |
| 120 |
6,907.5 |
5,818.0 |
1,089.5 |
16.2% |
95.6 |
1.4% |
83% |
False |
False |
45,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,349.4 |
|
2.618 |
7,151.1 |
|
1.618 |
7,029.6 |
|
1.000 |
6,954.5 |
|
0.618 |
6,908.1 |
|
HIGH |
6,833.0 |
|
0.618 |
6,786.6 |
|
0.500 |
6,772.3 |
|
0.382 |
6,757.9 |
|
LOW |
6,711.5 |
|
0.618 |
6,636.4 |
|
1.000 |
6,590.0 |
|
1.618 |
6,514.9 |
|
2.618 |
6,393.4 |
|
4.250 |
6,195.1 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,772.3 |
6,809.5 |
| PP |
6,755.0 |
6,779.8 |
| S1 |
6,737.8 |
6,750.2 |
|