| 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 |
2,139.00 |
2,152.75 |
13.75 |
0.6% |
2,134.00 |
| High |
2,155.50 |
2,154.25 |
-1.25 |
-0.1% |
2,151.00 |
| Low |
2,120.75 |
2,104.75 |
-16.00 |
-0.8% |
2,083.50 |
| Close |
2,154.50 |
2,119.00 |
-35.50 |
-1.6% |
2,133.50 |
| Range |
34.75 |
49.50 |
14.75 |
42.4% |
67.50 |
| ATR |
31.57 |
32.87 |
1.30 |
4.1% |
0.00 |
| Volume |
284,564 |
342,591 |
58,027 |
20.4% |
1,444,322 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.50 |
2,246.25 |
2,146.25 |
|
| R3 |
2,225.00 |
2,196.75 |
2,132.50 |
|
| R2 |
2,175.50 |
2,175.50 |
2,128.00 |
|
| R1 |
2,147.25 |
2,147.25 |
2,123.50 |
2,136.50 |
| PP |
2,126.00 |
2,126.00 |
2,126.00 |
2,120.75 |
| S1 |
2,097.75 |
2,097.75 |
2,114.50 |
2,087.00 |
| S2 |
2,076.50 |
2,076.50 |
2,110.00 |
|
| S3 |
2,027.00 |
2,048.25 |
2,105.50 |
|
| S4 |
1,977.50 |
1,998.75 |
2,091.75 |
|
|
| 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 |
2,088.00 |
67.50 |
3.2% |
35.00 |
1.7% |
46% |
False |
False |
280,700 |
| 10 |
2,187.25 |
2,083.50 |
103.75 |
4.9% |
36.00 |
1.7% |
34% |
False |
False |
307,940 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.4% |
30.75 |
1.5% |
31% |
False |
False |
290,087 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.2% |
32.00 |
1.5% |
67% |
False |
False |
299,043 |
| 60 |
2,198.00 |
1,752.25 |
445.75 |
21.0% |
31.50 |
1.5% |
82% |
False |
False |
272,866 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.6% |
32.00 |
1.5% |
83% |
False |
False |
204,757 |
| 100 |
2,198.00 |
1,704.75 |
493.25 |
23.3% |
33.25 |
1.6% |
84% |
False |
False |
163,827 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.7% |
33.50 |
1.6% |
84% |
False |
False |
136,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,364.50 |
|
2.618 |
2,283.75 |
|
1.618 |
2,234.25 |
|
1.000 |
2,203.75 |
|
0.618 |
2,184.75 |
|
HIGH |
2,154.25 |
|
0.618 |
2,135.25 |
|
0.500 |
2,129.50 |
|
0.382 |
2,123.75 |
|
LOW |
2,104.75 |
|
0.618 |
2,074.25 |
|
1.000 |
2,055.25 |
|
1.618 |
2,024.75 |
|
2.618 |
1,975.25 |
|
4.250 |
1,894.50 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,129.50 |
2,130.00 |
| PP |
2,126.00 |
2,126.50 |
| S1 |
2,122.50 |
2,122.75 |
|