| Trading Metrics calculated at close of trading on 25-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
25-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,754.0 |
2,761.0 |
7.0 |
0.3% |
2,807.0 |
| High |
2,770.0 |
2,766.0 |
-4.0 |
-0.1% |
2,882.0 |
| Low |
2,723.0 |
2,740.0 |
17.0 |
0.6% |
2,770.0 |
| Close |
2,756.0 |
2,762.0 |
6.0 |
0.2% |
2,840.0 |
| Range |
47.0 |
26.0 |
-21.0 |
-44.7% |
112.0 |
| ATR |
54.7 |
52.6 |
-2.0 |
-3.7% |
0.0 |
| Volume |
6,753 |
942 |
-5,811 |
-86.1% |
41,661 |
|
| Daily Pivots for day following 25-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.0 |
2,824.0 |
2,776.3 |
|
| R3 |
2,808.0 |
2,798.0 |
2,769.2 |
|
| R2 |
2,782.0 |
2,782.0 |
2,766.8 |
|
| R1 |
2,772.0 |
2,772.0 |
2,764.4 |
2,777.0 |
| PP |
2,756.0 |
2,756.0 |
2,756.0 |
2,758.5 |
| S1 |
2,746.0 |
2,746.0 |
2,759.6 |
2,751.0 |
| S2 |
2,730.0 |
2,730.0 |
2,757.2 |
|
| S3 |
2,704.0 |
2,720.0 |
2,754.9 |
|
| S4 |
2,678.0 |
2,694.0 |
2,747.7 |
|
|
| 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% |
57.6 |
2.1% |
25% |
False |
False |
11,055 |
| 10 |
2,882.0 |
2,723.0 |
159.0 |
5.8% |
54.3 |
2.0% |
25% |
False |
False |
8,711 |
| 20 |
2,916.0 |
2,723.0 |
193.0 |
7.0% |
51.7 |
1.9% |
20% |
False |
False |
23,566 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.9% |
45.7 |
1.7% |
37% |
False |
False |
16,578 |
| 60 |
2,916.0 |
2,671.0 |
245.0 |
8.9% |
45.3 |
1.6% |
37% |
False |
False |
12,841 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
44.3 |
1.6% |
60% |
False |
False |
9,746 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
43.5 |
1.6% |
60% |
False |
False |
7,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.5 |
|
2.618 |
2,834.1 |
|
1.618 |
2,808.1 |
|
1.000 |
2,792.0 |
|
0.618 |
2,782.1 |
|
HIGH |
2,766.0 |
|
0.618 |
2,756.1 |
|
0.500 |
2,753.0 |
|
0.382 |
2,749.9 |
|
LOW |
2,740.0 |
|
0.618 |
2,723.9 |
|
1.000 |
2,714.0 |
|
1.618 |
2,697.9 |
|
2.618 |
2,671.9 |
|
4.250 |
2,629.5 |
|
|
| Fisher Pivots for day following 25-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.0 |
2,761.3 |
| PP |
2,756.0 |
2,760.7 |
| S1 |
2,753.0 |
2,760.0 |
|