| 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 |
1,368.0 |
1,379.6 |
11.6 |
0.8% |
1,371.5 |
| High |
1,385.0 |
1,383.0 |
-2.0 |
-0.1% |
1,378.5 |
| Low |
1,357.6 |
1,370.8 |
13.2 |
1.0% |
1,331.1 |
| Close |
1,379.7 |
1,375.0 |
-4.7 |
-0.3% |
1,354.4 |
| Range |
27.4 |
12.2 |
-15.2 |
-55.5% |
47.4 |
| ATR |
25.2 |
24.2 |
-0.9 |
-3.7% |
0.0 |
| Volume |
46,266 |
93,038 |
46,772 |
101.1% |
155,164 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,412.9 |
1,406.1 |
1,381.7 |
|
| R3 |
1,400.7 |
1,393.9 |
1,378.4 |
|
| R2 |
1,388.5 |
1,388.5 |
1,377.2 |
|
| R1 |
1,381.7 |
1,381.7 |
1,376.1 |
1,379.0 |
| PP |
1,376.3 |
1,376.3 |
1,376.3 |
1,374.9 |
| S1 |
1,369.5 |
1,369.5 |
1,373.9 |
1,366.8 |
| S2 |
1,364.1 |
1,364.1 |
1,372.8 |
|
| S3 |
1,351.9 |
1,357.3 |
1,371.6 |
|
| S4 |
1,339.7 |
1,345.1 |
1,368.3 |
|
|
| 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 |
1,385.0 |
1,337.8 |
47.2 |
3.4% |
20.8 |
1.5% |
79% |
False |
False |
44,304 |
| 10 |
1,419.4 |
1,331.1 |
88.3 |
6.4% |
24.4 |
1.8% |
50% |
False |
False |
36,198 |
| 20 |
1,426.0 |
1,324.8 |
101.2 |
7.4% |
25.9 |
1.9% |
50% |
False |
False |
25,579 |
| 40 |
1,426.0 |
1,299.6 |
126.4 |
9.2% |
23.3 |
1.7% |
60% |
False |
False |
15,187 |
| 60 |
1,426.0 |
1,240.0 |
186.0 |
13.5% |
19.4 |
1.4% |
73% |
False |
False |
10,660 |
| 80 |
1,426.0 |
1,194.2 |
231.8 |
16.9% |
17.2 |
1.2% |
78% |
False |
False |
8,305 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
15.7 |
1.1% |
81% |
False |
False |
6,789 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
15.1 |
1.1% |
81% |
False |
False |
5,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.9 |
|
2.618 |
1,414.9 |
|
1.618 |
1,402.7 |
|
1.000 |
1,395.2 |
|
0.618 |
1,390.5 |
|
HIGH |
1,383.0 |
|
0.618 |
1,378.3 |
|
0.500 |
1,376.9 |
|
0.382 |
1,375.5 |
|
LOW |
1,370.8 |
|
0.618 |
1,363.3 |
|
1.000 |
1,358.6 |
|
1.618 |
1,351.1 |
|
2.618 |
1,338.9 |
|
4.250 |
1,319.0 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,376.9 |
1,372.5 |
| PP |
1,376.3 |
1,370.0 |
| S1 |
1,375.6 |
1,367.5 |
|