| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,761.0 |
2,741.0 |
-20.0 |
-0.7% |
2,882.0 |
| High |
2,766.0 |
2,746.0 |
-20.0 |
-0.7% |
2,882.0 |
| Low |
2,740.0 |
2,707.0 |
-33.0 |
-1.2% |
2,707.0 |
| Close |
2,762.0 |
2,736.0 |
-26.0 |
-0.9% |
2,736.0 |
| Range |
26.0 |
39.0 |
13.0 |
50.0% |
175.0 |
| ATR |
52.6 |
52.8 |
0.2 |
0.3% |
0.0 |
| Volume |
942 |
1,223 |
281 |
29.8% |
46,282 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.7 |
2,830.3 |
2,757.5 |
|
| R3 |
2,807.7 |
2,791.3 |
2,746.7 |
|
| R2 |
2,768.7 |
2,768.7 |
2,743.2 |
|
| R1 |
2,752.3 |
2,752.3 |
2,739.6 |
2,741.0 |
| PP |
2,729.7 |
2,729.7 |
2,729.7 |
2,724.0 |
| S1 |
2,713.3 |
2,713.3 |
2,732.4 |
2,702.0 |
| S2 |
2,690.7 |
2,690.7 |
2,728.9 |
|
| S3 |
2,651.7 |
2,674.3 |
2,725.3 |
|
| S4 |
2,612.7 |
2,635.3 |
2,714.6 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,193.0 |
2,832.3 |
|
| R3 |
3,125.0 |
3,018.0 |
2,784.1 |
|
| R2 |
2,950.0 |
2,950.0 |
2,768.1 |
|
| R1 |
2,843.0 |
2,843.0 |
2,752.0 |
2,809.0 |
| PP |
2,775.0 |
2,775.0 |
2,775.0 |
2,758.0 |
| S1 |
2,668.0 |
2,668.0 |
2,720.0 |
2,634.0 |
| S2 |
2,600.0 |
2,600.0 |
2,703.9 |
|
| S3 |
2,425.0 |
2,493.0 |
2,687.9 |
|
| S4 |
2,250.0 |
2,318.0 |
2,639.8 |
|
|
| 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 |
2,707.0 |
175.0 |
6.4% |
52.8 |
1.9% |
17% |
False |
True |
9,256 |
| 10 |
2,882.0 |
2,707.0 |
175.0 |
6.4% |
50.8 |
1.9% |
17% |
False |
True |
8,794 |
| 20 |
2,898.0 |
2,707.0 |
191.0 |
7.0% |
48.7 |
1.8% |
15% |
False |
True |
22,084 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
9.0% |
45.3 |
1.7% |
27% |
False |
False |
16,598 |
| 60 |
2,916.0 |
2,671.0 |
245.0 |
9.0% |
45.0 |
1.6% |
27% |
False |
False |
12,834 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.9% |
44.3 |
1.6% |
53% |
False |
False |
9,760 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.9% |
43.7 |
1.6% |
53% |
False |
False |
7,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,911.8 |
|
2.618 |
2,848.1 |
|
1.618 |
2,809.1 |
|
1.000 |
2,785.0 |
|
0.618 |
2,770.1 |
|
HIGH |
2,746.0 |
|
0.618 |
2,731.1 |
|
0.500 |
2,726.5 |
|
0.382 |
2,721.9 |
|
LOW |
2,707.0 |
|
0.618 |
2,682.9 |
|
1.000 |
2,668.0 |
|
1.618 |
2,643.9 |
|
2.618 |
2,604.9 |
|
4.250 |
2,541.3 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.8 |
2,738.5 |
| PP |
2,729.7 |
2,737.7 |
| S1 |
2,726.5 |
2,736.8 |
|