| 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 |
6,889.0 |
6,819.0 |
-70.0 |
-1.0% |
6,732.0 |
| High |
6,919.5 |
6,847.5 |
-72.0 |
-1.0% |
6,888.0 |
| Low |
6,815.0 |
6,733.5 |
-81.5 |
-1.2% |
6,674.0 |
| Close |
6,846.0 |
6,737.0 |
-109.0 |
-1.6% |
6,860.5 |
| Range |
104.5 |
114.0 |
9.5 |
9.1% |
214.0 |
| ATR |
88.7 |
90.5 |
1.8 |
2.0% |
0.0 |
| Volume |
330 |
698 |
368 |
111.5% |
7,061 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,114.7 |
7,039.8 |
6,799.7 |
|
| R3 |
7,000.7 |
6,925.8 |
6,768.4 |
|
| R2 |
6,886.7 |
6,886.7 |
6,757.9 |
|
| R1 |
6,811.8 |
6,811.8 |
6,747.5 |
6,792.3 |
| PP |
6,772.7 |
6,772.7 |
6,772.7 |
6,762.9 |
| S1 |
6,697.8 |
6,697.8 |
6,726.6 |
6,678.3 |
| S2 |
6,658.7 |
6,658.7 |
6,716.1 |
|
| S3 |
6,544.7 |
6,583.8 |
6,705.7 |
|
| S4 |
6,430.7 |
6,469.8 |
6,674.3 |
|
|
| 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 |
6,689.5 |
230.0 |
3.4% |
79.1 |
1.2% |
21% |
False |
False |
1,279 |
| 10 |
6,919.5 |
6,646.5 |
273.0 |
4.1% |
91.4 |
1.4% |
33% |
False |
False |
994 |
| 20 |
6,919.5 |
6,581.5 |
338.0 |
5.0% |
80.9 |
1.2% |
46% |
False |
False |
827 |
| 40 |
6,919.5 |
6,137.5 |
782.0 |
11.6% |
81.0 |
1.2% |
77% |
False |
False |
766 |
| 60 |
6,919.5 |
5,965.5 |
954.0 |
14.2% |
81.1 |
1.2% |
81% |
False |
False |
1,224 |
| 80 |
6,919.5 |
5,863.5 |
1,056.0 |
15.7% |
79.8 |
1.2% |
83% |
False |
False |
973 |
| 100 |
6,919.5 |
5,863.5 |
1,056.0 |
15.7% |
79.5 |
1.2% |
83% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,332.0 |
|
2.618 |
7,146.0 |
|
1.618 |
7,032.0 |
|
1.000 |
6,961.5 |
|
0.618 |
6,918.0 |
|
HIGH |
6,847.5 |
|
0.618 |
6,804.0 |
|
0.500 |
6,790.5 |
|
0.382 |
6,777.0 |
|
LOW |
6,733.5 |
|
0.618 |
6,663.0 |
|
1.000 |
6,619.5 |
|
1.618 |
6,549.0 |
|
2.618 |
6,435.0 |
|
4.250 |
6,249.0 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,790.5 |
6,826.5 |
| PP |
6,772.7 |
6,796.7 |
| S1 |
6,754.8 |
6,766.8 |
|