| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,882.0 |
2,786.0 |
-96.0 |
-3.3% |
2,807.0 |
| High |
2,882.0 |
2,797.0 |
-85.0 |
-2.9% |
2,882.0 |
| Low |
2,790.0 |
2,737.0 |
-53.0 |
-1.9% |
2,770.0 |
| Close |
2,812.0 |
2,742.0 |
-70.0 |
-2.5% |
2,840.0 |
| Range |
92.0 |
60.0 |
-32.0 |
-34.8% |
112.0 |
| ATR |
53.7 |
55.3 |
1.5 |
2.8% |
0.0 |
| Volume |
10,843 |
26,521 |
15,678 |
144.6% |
41,661 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.7 |
2,900.3 |
2,775.0 |
|
| R3 |
2,878.7 |
2,840.3 |
2,758.5 |
|
| R2 |
2,818.7 |
2,818.7 |
2,753.0 |
|
| R1 |
2,780.3 |
2,780.3 |
2,747.5 |
2,769.5 |
| PP |
2,758.7 |
2,758.7 |
2,758.7 |
2,753.3 |
| S1 |
2,720.3 |
2,720.3 |
2,736.5 |
2,709.5 |
| S2 |
2,698.7 |
2,698.7 |
2,731.0 |
|
| S3 |
2,638.7 |
2,660.3 |
2,725.5 |
|
| S4 |
2,578.7 |
2,600.3 |
2,709.0 |
|
|
| 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 |
2,737.0 |
145.0 |
5.3% |
56.6 |
2.1% |
3% |
False |
True |
9,751 |
| 10 |
2,882.0 |
2,737.0 |
145.0 |
5.3% |
55.8 |
2.0% |
3% |
False |
True |
37,300 |
| 20 |
2,916.0 |
2,737.0 |
179.0 |
6.5% |
51.4 |
1.9% |
3% |
False |
True |
28,098 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.9% |
47.1 |
1.7% |
29% |
False |
False |
16,478 |
| 60 |
2,916.0 |
2,595.0 |
321.0 |
11.7% |
46.3 |
1.7% |
46% |
False |
False |
12,773 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.9% |
44.3 |
1.6% |
54% |
False |
False |
9,654 |
| 100 |
2,916.0 |
2,518.0 |
398.0 |
14.5% |
44.2 |
1.6% |
56% |
False |
False |
7,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.0 |
|
2.618 |
2,954.1 |
|
1.618 |
2,894.1 |
|
1.000 |
2,857.0 |
|
0.618 |
2,834.1 |
|
HIGH |
2,797.0 |
|
0.618 |
2,774.1 |
|
0.500 |
2,767.0 |
|
0.382 |
2,759.9 |
|
LOW |
2,737.0 |
|
0.618 |
2,699.9 |
|
1.000 |
2,677.0 |
|
1.618 |
2,639.9 |
|
2.618 |
2,579.9 |
|
4.250 |
2,482.0 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.0 |
2,809.5 |
| PP |
2,758.7 |
2,787.0 |
| S1 |
2,750.3 |
2,764.5 |
|