| 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 |
6,862.0 |
6,889.0 |
27.0 |
0.4% |
6,732.0 |
| High |
6,888.0 |
6,919.5 |
31.5 |
0.5% |
6,888.0 |
| Low |
6,822.0 |
6,815.0 |
-7.0 |
-0.1% |
6,674.0 |
| Close |
6,860.5 |
6,846.0 |
-14.5 |
-0.2% |
6,860.5 |
| Range |
66.0 |
104.5 |
38.5 |
58.3% |
214.0 |
| ATR |
87.5 |
88.7 |
1.2 |
1.4% |
0.0 |
| Volume |
820 |
330 |
-490 |
-59.8% |
7,061 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,173.7 |
7,114.3 |
6,903.5 |
|
| R3 |
7,069.2 |
7,009.8 |
6,874.7 |
|
| R2 |
6,964.7 |
6,964.7 |
6,865.2 |
|
| R1 |
6,905.3 |
6,905.3 |
6,855.6 |
6,882.8 |
| PP |
6,860.2 |
6,860.2 |
6,860.2 |
6,848.9 |
| S1 |
6,800.8 |
6,800.8 |
6,836.4 |
6,778.3 |
| S2 |
6,755.7 |
6,755.7 |
6,826.8 |
|
| S3 |
6,651.2 |
6,696.3 |
6,817.3 |
|
| S4 |
6,546.7 |
6,591.8 |
6,788.5 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,449.5 |
7,369.0 |
6,978.2 |
|
| R3 |
7,235.5 |
7,155.0 |
6,919.4 |
|
| R2 |
7,021.5 |
7,021.5 |
6,899.7 |
|
| R1 |
6,941.0 |
6,941.0 |
6,880.1 |
6,981.3 |
| PP |
6,807.5 |
6,807.5 |
6,807.5 |
6,827.6 |
| S1 |
6,727.0 |
6,727.0 |
6,840.9 |
6,767.3 |
| S2 |
6,593.5 |
6,593.5 |
6,821.3 |
|
| S3 |
6,379.5 |
6,513.0 |
6,801.7 |
|
| S4 |
6,165.5 |
6,299.0 |
6,742.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,919.5 |
6,674.0 |
245.5 |
3.6% |
79.3 |
1.2% |
70% |
True |
False |
1,435 |
| 10 |
6,919.5 |
6,646.5 |
273.0 |
4.0% |
87.7 |
1.3% |
73% |
True |
False |
1,040 |
| 20 |
6,919.5 |
6,581.5 |
338.0 |
4.9% |
78.2 |
1.1% |
78% |
True |
False |
812 |
| 40 |
6,919.5 |
6,137.5 |
782.0 |
11.4% |
81.0 |
1.2% |
91% |
True |
False |
753 |
| 60 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
80.7 |
1.2% |
93% |
True |
False |
1,215 |
| 80 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
78.9 |
1.2% |
93% |
True |
False |
964 |
| 100 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
79.5 |
1.2% |
93% |
True |
False |
789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,363.6 |
|
2.618 |
7,193.1 |
|
1.618 |
7,088.6 |
|
1.000 |
7,024.0 |
|
0.618 |
6,984.1 |
|
HIGH |
6,919.5 |
|
0.618 |
6,879.6 |
|
0.500 |
6,867.3 |
|
0.382 |
6,854.9 |
|
LOW |
6,815.0 |
|
0.618 |
6,750.4 |
|
1.000 |
6,710.5 |
|
1.618 |
6,645.9 |
|
2.618 |
6,541.4 |
|
4.250 |
6,370.9 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,867.3 |
6,851.0 |
| PP |
6,860.2 |
6,849.3 |
| S1 |
6,853.1 |
6,847.7 |
|