| 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 |
6,819.0 |
6,760.5 |
-58.5 |
-0.9% |
6,732.0 |
| High |
6,847.5 |
6,870.0 |
22.5 |
0.3% |
6,888.0 |
| Low |
6,733.5 |
6,723.0 |
-10.5 |
-0.2% |
6,674.0 |
| Close |
6,737.0 |
6,840.5 |
103.5 |
1.5% |
6,860.5 |
| Range |
114.0 |
147.0 |
33.0 |
28.9% |
214.0 |
| ATR |
90.5 |
94.5 |
4.0 |
4.5% |
0.0 |
| Volume |
698 |
494 |
-204 |
-29.2% |
7,061 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,252.2 |
7,193.3 |
6,921.4 |
|
| R3 |
7,105.2 |
7,046.3 |
6,880.9 |
|
| R2 |
6,958.2 |
6,958.2 |
6,867.5 |
|
| R1 |
6,899.3 |
6,899.3 |
6,854.0 |
6,928.8 |
| PP |
6,811.2 |
6,811.2 |
6,811.2 |
6,825.9 |
| S1 |
6,752.3 |
6,752.3 |
6,827.0 |
6,781.8 |
| S2 |
6,664.2 |
6,664.2 |
6,813.6 |
|
| S3 |
6,517.2 |
6,605.3 |
6,800.1 |
|
| S4 |
6,370.2 |
6,458.3 |
6,759.7 |
|
|
| 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 |
6,723.0 |
196.5 |
2.9% |
101.0 |
1.5% |
60% |
False |
True |
878 |
| 10 |
6,919.5 |
6,646.5 |
273.0 |
4.0% |
97.3 |
1.4% |
71% |
False |
False |
1,002 |
| 20 |
6,919.5 |
6,597.0 |
322.5 |
4.7% |
84.8 |
1.2% |
76% |
False |
False |
735 |
| 40 |
6,919.5 |
6,137.5 |
782.0 |
11.4% |
82.5 |
1.2% |
90% |
False |
False |
771 |
| 60 |
6,919.5 |
6,085.0 |
834.5 |
12.2% |
81.2 |
1.2% |
91% |
False |
False |
1,227 |
| 80 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
80.6 |
1.2% |
93% |
False |
False |
978 |
| 100 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
79.1 |
1.2% |
93% |
False |
False |
797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,494.8 |
|
2.618 |
7,254.8 |
|
1.618 |
7,107.8 |
|
1.000 |
7,017.0 |
|
0.618 |
6,960.8 |
|
HIGH |
6,870.0 |
|
0.618 |
6,813.8 |
|
0.500 |
6,796.5 |
|
0.382 |
6,779.2 |
|
LOW |
6,723.0 |
|
0.618 |
6,632.2 |
|
1.000 |
6,576.0 |
|
1.618 |
6,485.2 |
|
2.618 |
6,338.2 |
|
4.250 |
6,098.3 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,825.8 |
6,834.1 |
| PP |
6,811.2 |
6,827.7 |
| S1 |
6,796.5 |
6,821.3 |
|