| 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 |
6,760.5 |
6,850.0 |
89.5 |
1.3% |
6,732.0 |
| High |
6,870.0 |
6,902.0 |
32.0 |
0.5% |
6,888.0 |
| Low |
6,723.0 |
6,843.5 |
120.5 |
1.8% |
6,674.0 |
| Close |
6,840.5 |
6,901.5 |
61.0 |
0.9% |
6,860.5 |
| Range |
147.0 |
58.5 |
-88.5 |
-60.2% |
214.0 |
| ATR |
94.5 |
92.2 |
-2.4 |
-2.5% |
0.0 |
| Volume |
494 |
517 |
23 |
4.7% |
7,061 |
|
| Daily Pivots for day following 25-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,057.8 |
7,038.2 |
6,933.7 |
|
| R3 |
6,999.3 |
6,979.7 |
6,917.6 |
|
| R2 |
6,940.8 |
6,940.8 |
6,912.2 |
|
| R1 |
6,921.2 |
6,921.2 |
6,906.9 |
6,931.0 |
| PP |
6,882.3 |
6,882.3 |
6,882.3 |
6,887.3 |
| S1 |
6,862.7 |
6,862.7 |
6,896.1 |
6,872.5 |
| S2 |
6,823.8 |
6,823.8 |
6,890.8 |
|
| S3 |
6,765.3 |
6,804.2 |
6,885.4 |
|
| S4 |
6,706.8 |
6,745.7 |
6,869.3 |
|
|
| 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 |
6,723.0 |
196.5 |
2.8% |
98.0 |
1.4% |
91% |
False |
False |
571 |
| 10 |
6,919.5 |
6,646.5 |
273.0 |
4.0% |
98.6 |
1.4% |
93% |
False |
False |
938 |
| 20 |
6,919.5 |
6,597.0 |
322.5 |
4.7% |
84.8 |
1.2% |
94% |
False |
False |
721 |
| 40 |
6,919.5 |
6,137.5 |
782.0 |
11.3% |
80.5 |
1.2% |
98% |
False |
False |
680 |
| 60 |
6,919.5 |
6,085.0 |
834.5 |
12.1% |
81.8 |
1.2% |
98% |
False |
False |
1,232 |
| 80 |
6,919.5 |
5,863.5 |
1,056.0 |
15.3% |
81.3 |
1.2% |
98% |
False |
False |
982 |
| 100 |
6,919.5 |
5,863.5 |
1,056.0 |
15.3% |
79.5 |
1.2% |
98% |
False |
False |
797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,150.6 |
|
2.618 |
7,055.2 |
|
1.618 |
6,996.7 |
|
1.000 |
6,960.5 |
|
0.618 |
6,938.2 |
|
HIGH |
6,902.0 |
|
0.618 |
6,879.7 |
|
0.500 |
6,872.8 |
|
0.382 |
6,865.8 |
|
LOW |
6,843.5 |
|
0.618 |
6,807.3 |
|
1.000 |
6,785.0 |
|
1.618 |
6,748.8 |
|
2.618 |
6,690.3 |
|
4.250 |
6,594.9 |
|
|
| Fisher Pivots for day following 25-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,891.9 |
6,871.8 |
| PP |
6,882.3 |
6,842.2 |
| S1 |
6,872.8 |
6,812.5 |
|