| 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 |
2,135.25 |
2,139.00 |
3.75 |
0.2% |
2,134.00 |
| High |
2,138.75 |
2,155.50 |
16.75 |
0.8% |
2,151.00 |
| Low |
2,119.75 |
2,120.75 |
1.00 |
0.0% |
2,083.50 |
| Close |
2,133.50 |
2,154.50 |
21.00 |
1.0% |
2,133.50 |
| Range |
19.00 |
34.75 |
15.75 |
82.9% |
67.50 |
| ATR |
31.32 |
31.57 |
0.24 |
0.8% |
0.00 |
| Volume |
216,792 |
284,564 |
67,772 |
31.3% |
1,444,322 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.75 |
2,236.00 |
2,173.50 |
|
| R3 |
2,213.00 |
2,201.25 |
2,164.00 |
|
| R2 |
2,178.25 |
2,178.25 |
2,160.75 |
|
| R1 |
2,166.50 |
2,166.50 |
2,157.75 |
2,172.50 |
| PP |
2,143.50 |
2,143.50 |
2,143.50 |
2,146.50 |
| S1 |
2,131.75 |
2,131.75 |
2,151.25 |
2,137.50 |
| S2 |
2,108.75 |
2,108.75 |
2,148.25 |
|
| S3 |
2,074.00 |
2,097.00 |
2,145.00 |
|
| S4 |
2,039.25 |
2,062.25 |
2,135.50 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.25 |
2,296.75 |
2,170.50 |
|
| R3 |
2,257.75 |
2,229.25 |
2,152.00 |
|
| R2 |
2,190.25 |
2,190.25 |
2,146.00 |
|
| R1 |
2,161.75 |
2,161.75 |
2,139.75 |
2,142.25 |
| PP |
2,122.75 |
2,122.75 |
2,122.75 |
2,113.00 |
| S1 |
2,094.25 |
2,094.25 |
2,127.25 |
2,074.75 |
| S2 |
2,055.25 |
2,055.25 |
2,121.00 |
|
| S3 |
1,987.75 |
2,026.75 |
2,115.00 |
|
| S4 |
1,920.25 |
1,959.25 |
2,096.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,155.50 |
2,083.50 |
72.00 |
3.3% |
34.00 |
1.6% |
99% |
True |
False |
293,780 |
| 10 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
34.25 |
1.6% |
62% |
False |
False |
300,609 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
29.75 |
1.4% |
62% |
False |
False |
285,731 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.0% |
32.00 |
1.5% |
82% |
False |
False |
301,487 |
| 60 |
2,198.00 |
1,752.25 |
445.75 |
20.7% |
31.25 |
1.5% |
90% |
False |
False |
267,201 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.2% |
32.00 |
1.5% |
90% |
False |
False |
200,476 |
| 100 |
2,198.00 |
1,704.75 |
493.25 |
22.9% |
33.00 |
1.5% |
91% |
False |
False |
160,403 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.3% |
33.75 |
1.6% |
91% |
False |
False |
133,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,303.25 |
|
2.618 |
2,246.50 |
|
1.618 |
2,211.75 |
|
1.000 |
2,190.25 |
|
0.618 |
2,177.00 |
|
HIGH |
2,155.50 |
|
0.618 |
2,142.25 |
|
0.500 |
2,138.00 |
|
0.382 |
2,134.00 |
|
LOW |
2,120.75 |
|
0.618 |
2,099.25 |
|
1.000 |
2,086.00 |
|
1.618 |
2,064.50 |
|
2.618 |
2,029.75 |
|
4.250 |
1,973.00 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.00 |
2,145.00 |
| PP |
2,143.50 |
2,135.25 |
| S1 |
2,138.00 |
2,125.50 |
|