| 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 |
6,802.0 |
6,747.5 |
-54.5 |
-0.8% |
6,710.0 |
| High |
6,833.0 |
6,854.5 |
21.5 |
0.3% |
6,873.0 |
| Low |
6,711.5 |
6,703.5 |
-8.0 |
-0.1% |
6,654.5 |
| Close |
6,720.5 |
6,824.5 |
104.0 |
1.5% |
6,844.0 |
| Range |
121.5 |
151.0 |
29.5 |
24.3% |
218.5 |
| ATR |
97.4 |
101.2 |
3.8 |
3.9% |
0.0 |
| Volume |
0 |
161,207 |
161,207 |
|
427,648 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,247.2 |
7,186.8 |
6,907.6 |
|
| R3 |
7,096.2 |
7,035.8 |
6,866.0 |
|
| R2 |
6,945.2 |
6,945.2 |
6,852.2 |
|
| R1 |
6,884.8 |
6,884.8 |
6,838.3 |
6,915.0 |
| PP |
6,794.2 |
6,794.2 |
6,794.2 |
6,809.3 |
| S1 |
6,733.8 |
6,733.8 |
6,810.7 |
6,764.0 |
| S2 |
6,643.2 |
6,643.2 |
6,796.8 |
|
| S3 |
6,492.2 |
6,582.8 |
6,783.0 |
|
| S4 |
6,341.2 |
6,431.8 |
6,741.5 |
|
|
| 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 |
6,703.5 |
204.0 |
3.0% |
108.6 |
1.6% |
59% |
False |
True |
94,006 |
| 10 |
6,907.5 |
6,625.5 |
282.0 |
4.1% |
105.7 |
1.5% |
71% |
False |
False |
88,118 |
| 20 |
6,907.5 |
6,565.5 |
342.0 |
5.0% |
93.0 |
1.4% |
76% |
False |
False |
97,070 |
| 40 |
6,907.5 |
6,118.5 |
789.0 |
11.6% |
90.3 |
1.3% |
89% |
False |
False |
100,351 |
| 60 |
6,907.5 |
6,063.5 |
844.0 |
12.4% |
89.2 |
1.3% |
90% |
False |
False |
92,831 |
| 80 |
6,907.5 |
5,830.0 |
1,077.5 |
15.8% |
91.9 |
1.3% |
92% |
False |
False |
69,749 |
| 100 |
6,907.5 |
5,830.0 |
1,077.5 |
15.8% |
93.1 |
1.4% |
92% |
False |
False |
55,895 |
| 120 |
6,907.5 |
5,818.0 |
1,089.5 |
16.0% |
95.6 |
1.4% |
92% |
False |
False |
46,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,496.3 |
|
2.618 |
7,249.8 |
|
1.618 |
7,098.8 |
|
1.000 |
7,005.5 |
|
0.618 |
6,947.8 |
|
HIGH |
6,854.5 |
|
0.618 |
6,796.8 |
|
0.500 |
6,779.0 |
|
0.382 |
6,761.2 |
|
LOW |
6,703.5 |
|
0.618 |
6,610.2 |
|
1.000 |
6,552.5 |
|
1.618 |
6,459.2 |
|
2.618 |
6,308.2 |
|
4.250 |
6,061.8 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,809.3 |
6,818.2 |
| PP |
6,794.2 |
6,811.8 |
| S1 |
6,779.0 |
6,805.5 |
|