| 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 |
2,152.75 |
2,117.25 |
-35.50 |
-1.6% |
2,134.00 |
| High |
2,154.25 |
2,165.50 |
11.25 |
0.5% |
2,151.00 |
| Low |
2,104.75 |
2,113.00 |
8.25 |
0.4% |
2,083.50 |
| Close |
2,119.00 |
2,158.00 |
39.00 |
1.8% |
2,133.50 |
| Range |
49.50 |
52.50 |
3.00 |
6.1% |
67.50 |
| ATR |
32.87 |
34.27 |
1.40 |
4.3% |
0.00 |
| Volume |
342,591 |
267,835 |
-74,756 |
-21.8% |
1,444,322 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.00 |
2,283.00 |
2,187.00 |
|
| R3 |
2,250.50 |
2,230.50 |
2,172.50 |
|
| R2 |
2,198.00 |
2,198.00 |
2,167.50 |
|
| R1 |
2,178.00 |
2,178.00 |
2,162.75 |
2,188.00 |
| PP |
2,145.50 |
2,145.50 |
2,145.50 |
2,150.50 |
| S1 |
2,125.50 |
2,125.50 |
2,153.25 |
2,135.50 |
| S2 |
2,093.00 |
2,093.00 |
2,148.50 |
|
| S3 |
2,040.50 |
2,073.00 |
2,143.50 |
|
| S4 |
1,988.00 |
2,020.50 |
2,129.00 |
|
|
| 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 |
2,165.50 |
2,095.75 |
69.75 |
3.2% |
41.25 |
1.9% |
89% |
True |
False |
282,266 |
| 10 |
2,175.50 |
2,083.50 |
92.00 |
4.3% |
38.50 |
1.8% |
81% |
False |
False |
304,965 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
32.25 |
1.5% |
65% |
False |
False |
290,114 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.0% |
32.75 |
1.5% |
83% |
False |
False |
298,872 |
| 60 |
2,198.00 |
1,769.75 |
428.25 |
19.8% |
32.00 |
1.5% |
91% |
False |
False |
277,301 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.2% |
32.50 |
1.5% |
91% |
False |
False |
208,105 |
| 100 |
2,198.00 |
1,721.50 |
476.50 |
22.1% |
33.25 |
1.5% |
92% |
False |
False |
166,502 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.3% |
33.50 |
1.6% |
92% |
False |
False |
138,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.50 |
|
2.618 |
2,303.00 |
|
1.618 |
2,250.50 |
|
1.000 |
2,218.00 |
|
0.618 |
2,198.00 |
|
HIGH |
2,165.50 |
|
0.618 |
2,145.50 |
|
0.500 |
2,139.25 |
|
0.382 |
2,133.00 |
|
LOW |
2,113.00 |
|
0.618 |
2,080.50 |
|
1.000 |
2,060.50 |
|
1.618 |
2,028.00 |
|
2.618 |
1,975.50 |
|
4.250 |
1,890.00 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.75 |
2,150.50 |
| PP |
2,145.50 |
2,142.75 |
| S1 |
2,139.25 |
2,135.00 |
|