| 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 |
2,882.0 |
2,882.0 |
0.0 |
0.0% |
2,807.0 |
| High |
2,882.0 |
2,882.0 |
0.0 |
0.0% |
2,882.0 |
| Low |
2,819.0 |
2,790.0 |
-29.0 |
-1.0% |
2,770.0 |
| Close |
2,840.0 |
2,812.0 |
-28.0 |
-1.0% |
2,840.0 |
| Range |
63.0 |
92.0 |
29.0 |
46.0% |
112.0 |
| ATR |
50.8 |
53.7 |
2.9 |
5.8% |
0.0 |
| Volume |
10,217 |
10,843 |
626 |
6.1% |
41,661 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.0 |
3,050.0 |
2,862.6 |
|
| R3 |
3,012.0 |
2,958.0 |
2,837.3 |
|
| R2 |
2,920.0 |
2,920.0 |
2,828.9 |
|
| R1 |
2,866.0 |
2,866.0 |
2,820.4 |
2,847.0 |
| PP |
2,828.0 |
2,828.0 |
2,828.0 |
2,818.5 |
| S1 |
2,774.0 |
2,774.0 |
2,803.6 |
2,755.0 |
| S2 |
2,736.0 |
2,736.0 |
2,795.1 |
|
| S3 |
2,644.0 |
2,682.0 |
2,786.7 |
|
| S4 |
2,552.0 |
2,590.0 |
2,761.4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,115.3 |
2,901.6 |
|
| R3 |
3,054.7 |
3,003.3 |
2,870.8 |
|
| R2 |
2,942.7 |
2,942.7 |
2,860.5 |
|
| R1 |
2,891.3 |
2,891.3 |
2,850.3 |
2,917.0 |
| PP |
2,830.7 |
2,830.7 |
2,830.7 |
2,843.5 |
| S1 |
2,779.3 |
2,779.3 |
2,829.7 |
2,805.0 |
| S2 |
2,718.7 |
2,718.7 |
2,819.5 |
|
| S3 |
2,606.7 |
2,667.3 |
2,809.2 |
|
| S4 |
2,494.7 |
2,555.3 |
2,778.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,882.0 |
2,770.0 |
112.0 |
4.0% |
55.8 |
2.0% |
38% |
True |
False |
4,525 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
4.9% |
53.9 |
1.9% |
38% |
False |
False |
40,292 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.6% |
49.7 |
1.8% |
34% |
False |
False |
26,790 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
46.9 |
1.7% |
58% |
False |
False |
15,859 |
| 60 |
2,916.0 |
2,568.0 |
348.0 |
12.4% |
46.0 |
1.6% |
70% |
False |
False |
12,343 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.9 |
1.6% |
73% |
False |
False |
9,323 |
| 100 |
2,916.0 |
2,518.0 |
398.0 |
14.2% |
44.0 |
1.6% |
74% |
False |
False |
7,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.0 |
|
2.618 |
3,122.9 |
|
1.618 |
3,030.9 |
|
1.000 |
2,974.0 |
|
0.618 |
2,938.9 |
|
HIGH |
2,882.0 |
|
0.618 |
2,846.9 |
|
0.500 |
2,836.0 |
|
0.382 |
2,825.1 |
|
LOW |
2,790.0 |
|
0.618 |
2,733.1 |
|
1.000 |
2,698.0 |
|
1.618 |
2,641.1 |
|
2.618 |
2,549.1 |
|
4.250 |
2,399.0 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.0 |
2,836.0 |
| PP |
2,828.0 |
2,828.0 |
| S1 |
2,820.0 |
2,820.0 |
|