| 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 |
2,786.0 |
2,754.0 |
-32.0 |
-1.1% |
2,807.0 |
| High |
2,797.0 |
2,770.0 |
-27.0 |
-1.0% |
2,882.0 |
| Low |
2,737.0 |
2,723.0 |
-14.0 |
-0.5% |
2,770.0 |
| Close |
2,742.0 |
2,756.0 |
14.0 |
0.5% |
2,840.0 |
| Range |
60.0 |
47.0 |
-13.0 |
-21.7% |
112.0 |
| ATR |
55.3 |
54.7 |
-0.6 |
-1.1% |
0.0 |
| Volume |
26,521 |
6,753 |
-19,768 |
-74.5% |
41,661 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.7 |
2,870.3 |
2,781.9 |
|
| R3 |
2,843.7 |
2,823.3 |
2,768.9 |
|
| R2 |
2,796.7 |
2,796.7 |
2,764.6 |
|
| R1 |
2,776.3 |
2,776.3 |
2,760.3 |
2,786.5 |
| PP |
2,749.7 |
2,749.7 |
2,749.7 |
2,754.8 |
| S1 |
2,729.3 |
2,729.3 |
2,751.7 |
2,739.5 |
| S2 |
2,702.7 |
2,702.7 |
2,747.4 |
|
| S3 |
2,655.7 |
2,682.3 |
2,743.1 |
|
| S4 |
2,608.7 |
2,635.3 |
2,730.2 |
|
|
| 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 |
2,723.0 |
159.0 |
5.8% |
59.0 |
2.1% |
21% |
False |
True |
11,010 |
| 10 |
2,882.0 |
2,723.0 |
159.0 |
5.8% |
55.7 |
2.0% |
21% |
False |
True |
37,860 |
| 20 |
2,916.0 |
2,723.0 |
193.0 |
7.0% |
51.8 |
1.9% |
17% |
False |
True |
24,901 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.9% |
46.9 |
1.7% |
35% |
False |
False |
16,634 |
| 60 |
2,916.0 |
2,671.0 |
245.0 |
8.9% |
45.4 |
1.6% |
35% |
False |
False |
12,852 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
44.4 |
1.6% |
58% |
False |
False |
9,738 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
43.4 |
1.6% |
58% |
False |
False |
7,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.8 |
|
2.618 |
2,893.0 |
|
1.618 |
2,846.0 |
|
1.000 |
2,817.0 |
|
0.618 |
2,799.0 |
|
HIGH |
2,770.0 |
|
0.618 |
2,752.0 |
|
0.500 |
2,746.5 |
|
0.382 |
2,741.0 |
|
LOW |
2,723.0 |
|
0.618 |
2,694.0 |
|
1.000 |
2,676.0 |
|
1.618 |
2,647.0 |
|
2.618 |
2,600.0 |
|
4.250 |
2,523.3 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.8 |
2,802.5 |
| PP |
2,749.7 |
2,787.0 |
| S1 |
2,746.5 |
2,771.5 |
|