| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,117.25 |
2,155.25 |
38.00 |
1.8% |
2,139.00 |
| High |
2,165.50 |
2,163.25 |
-2.25 |
-0.1% |
2,165.50 |
| Low |
2,113.00 |
2,134.75 |
21.75 |
1.0% |
2,104.75 |
| Close |
2,158.00 |
2,146.00 |
-12.00 |
-0.6% |
2,146.00 |
| Range |
52.50 |
28.50 |
-24.00 |
-45.7% |
60.75 |
| ATR |
34.27 |
33.86 |
-0.41 |
-1.2% |
0.00 |
| Volume |
267,835 |
112,446 |
-155,389 |
-58.0% |
1,007,436 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.50 |
2,218.25 |
2,161.75 |
|
| R3 |
2,205.00 |
2,189.75 |
2,153.75 |
|
| R2 |
2,176.50 |
2,176.50 |
2,151.25 |
|
| R1 |
2,161.25 |
2,161.25 |
2,148.50 |
2,154.50 |
| PP |
2,148.00 |
2,148.00 |
2,148.00 |
2,144.75 |
| S1 |
2,132.75 |
2,132.75 |
2,143.50 |
2,126.00 |
| S2 |
2,119.50 |
2,119.50 |
2,140.75 |
|
| S3 |
2,091.00 |
2,104.25 |
2,138.25 |
|
| S4 |
2,062.50 |
2,075.75 |
2,130.25 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.00 |
2,294.25 |
2,179.50 |
|
| R3 |
2,260.25 |
2,233.50 |
2,162.75 |
|
| R2 |
2,199.50 |
2,199.50 |
2,157.25 |
|
| R1 |
2,172.75 |
2,172.75 |
2,151.50 |
2,186.00 |
| PP |
2,138.75 |
2,138.75 |
2,138.75 |
2,145.50 |
| S1 |
2,112.00 |
2,112.00 |
2,140.50 |
2,125.50 |
| S2 |
2,078.00 |
2,078.00 |
2,134.75 |
|
| S3 |
2,017.25 |
2,051.25 |
2,129.25 |
|
| S4 |
1,956.50 |
1,990.50 |
2,112.50 |
|
|
| 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 |
2,104.75 |
60.75 |
2.8% |
36.75 |
1.7% |
68% |
False |
False |
244,845 |
| 10 |
2,174.25 |
2,083.50 |
90.75 |
4.2% |
38.00 |
1.8% |
69% |
False |
False |
284,533 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.3% |
32.25 |
1.5% |
55% |
False |
False |
280,410 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.0% |
32.50 |
1.5% |
78% |
False |
False |
290,570 |
| 60 |
2,198.00 |
1,811.00 |
387.00 |
18.0% |
31.50 |
1.5% |
87% |
False |
False |
279,159 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.3% |
32.50 |
1.5% |
89% |
False |
False |
209,510 |
| 100 |
2,198.00 |
1,741.00 |
457.00 |
21.3% |
32.75 |
1.5% |
89% |
False |
False |
167,625 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.4% |
33.50 |
1.6% |
90% |
False |
False |
139,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.50 |
|
2.618 |
2,237.75 |
|
1.618 |
2,209.25 |
|
1.000 |
2,191.75 |
|
0.618 |
2,180.75 |
|
HIGH |
2,163.25 |
|
0.618 |
2,152.25 |
|
0.500 |
2,149.00 |
|
0.382 |
2,145.75 |
|
LOW |
2,134.75 |
|
0.618 |
2,117.25 |
|
1.000 |
2,106.25 |
|
1.618 |
2,088.75 |
|
2.618 |
2,060.25 |
|
4.250 |
2,013.50 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,149.00 |
2,142.50 |
| PP |
2,148.00 |
2,138.75 |
| S1 |
2,147.00 |
2,135.00 |
|