| 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 |
1,358.7 |
1,359.9 |
1.2 |
0.1% |
1,371.5 |
| High |
1,364.9 |
1,369.4 |
4.5 |
0.3% |
1,378.5 |
| Low |
1,343.1 |
1,350.0 |
6.9 |
0.5% |
1,331.1 |
| Close |
1,354.4 |
1,359.9 |
5.5 |
0.4% |
1,354.4 |
| Range |
21.8 |
19.4 |
-2.4 |
-11.0% |
47.4 |
| ATR |
25.4 |
25.0 |
-0.4 |
-1.7% |
0.0 |
| Volume |
33,255 |
22,803 |
-10,452 |
-31.4% |
155,164 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,408.3 |
1,370.6 |
|
| R3 |
1,398.6 |
1,388.9 |
1,365.2 |
|
| R2 |
1,379.2 |
1,379.2 |
1,363.5 |
|
| R1 |
1,369.5 |
1,369.5 |
1,361.7 |
1,369.6 |
| PP |
1,359.8 |
1,359.8 |
1,359.8 |
1,359.8 |
| S1 |
1,350.1 |
1,350.1 |
1,358.1 |
1,350.2 |
| S2 |
1,340.4 |
1,340.4 |
1,356.3 |
|
| S3 |
1,321.0 |
1,330.7 |
1,354.6 |
|
| S4 |
1,301.6 |
1,311.3 |
1,349.2 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.9 |
1,473.0 |
1,380.5 |
|
| R3 |
1,449.5 |
1,425.6 |
1,367.4 |
|
| R2 |
1,402.1 |
1,402.1 |
1,363.1 |
|
| R1 |
1,378.2 |
1,378.2 |
1,358.7 |
1,366.5 |
| PP |
1,354.7 |
1,354.7 |
1,354.7 |
1,348.8 |
| S1 |
1,330.8 |
1,330.8 |
1,350.1 |
1,319.1 |
| S2 |
1,307.3 |
1,307.3 |
1,345.7 |
|
| S3 |
1,259.9 |
1,283.4 |
1,341.4 |
|
| S4 |
1,212.5 |
1,236.0 |
1,328.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,369.4 |
1,331.1 |
38.3 |
2.8% |
22.5 |
1.7% |
75% |
True |
False |
29,931 |
| 10 |
1,426.0 |
1,331.1 |
94.9 |
7.0% |
27.2 |
2.0% |
30% |
False |
False |
27,935 |
| 20 |
1,426.0 |
1,321.1 |
104.9 |
7.7% |
25.9 |
1.9% |
37% |
False |
False |
19,475 |
| 40 |
1,426.0 |
1,284.5 |
141.5 |
10.4% |
23.2 |
1.7% |
53% |
False |
False |
11,850 |
| 60 |
1,426.0 |
1,236.7 |
189.3 |
13.9% |
19.0 |
1.4% |
65% |
False |
False |
8,344 |
| 80 |
1,426.0 |
1,180.5 |
245.5 |
18.1% |
16.9 |
1.2% |
73% |
False |
False |
6,568 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.4% |
15.5 |
1.1% |
75% |
False |
False |
5,409 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.4% |
15.2 |
1.1% |
75% |
False |
False |
4,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,451.9 |
|
2.618 |
1,420.2 |
|
1.618 |
1,400.8 |
|
1.000 |
1,388.8 |
|
0.618 |
1,381.4 |
|
HIGH |
1,369.4 |
|
0.618 |
1,362.0 |
|
0.500 |
1,359.7 |
|
0.382 |
1,357.4 |
|
LOW |
1,350.0 |
|
0.618 |
1,338.0 |
|
1.000 |
1,330.6 |
|
1.618 |
1,318.6 |
|
2.618 |
1,299.2 |
|
4.250 |
1,267.6 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,359.8 |
1,357.8 |
| PP |
1,359.8 |
1,355.7 |
| S1 |
1,359.7 |
1,353.6 |
|