| 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 |
6,850.0 |
6,868.5 |
18.5 |
0.3% |
6,889.0 |
| High |
6,902.0 |
6,889.5 |
-12.5 |
-0.2% |
6,919.5 |
| Low |
6,843.5 |
6,799.0 |
-44.5 |
-0.7% |
6,723.0 |
| Close |
6,901.5 |
6,873.0 |
-28.5 |
-0.4% |
6,873.0 |
| Range |
58.5 |
90.5 |
32.0 |
54.7% |
196.5 |
| ATR |
92.2 |
92.9 |
0.7 |
0.8% |
0.0 |
| Volume |
517 |
527 |
10 |
1.9% |
2,566 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,125.3 |
7,089.7 |
6,922.8 |
|
| R3 |
7,034.8 |
6,999.2 |
6,897.9 |
|
| R2 |
6,944.3 |
6,944.3 |
6,889.6 |
|
| R1 |
6,908.7 |
6,908.7 |
6,881.3 |
6,926.5 |
| PP |
6,853.8 |
6,853.8 |
6,853.8 |
6,862.8 |
| S1 |
6,818.2 |
6,818.2 |
6,864.7 |
6,836.0 |
| S2 |
6,763.3 |
6,763.3 |
6,856.4 |
|
| S3 |
6,672.8 |
6,727.7 |
6,848.1 |
|
| S4 |
6,582.3 |
6,637.2 |
6,823.2 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,428.0 |
7,347.0 |
6,981.1 |
|
| R3 |
7,231.5 |
7,150.5 |
6,927.0 |
|
| R2 |
7,035.0 |
7,035.0 |
6,909.0 |
|
| R1 |
6,954.0 |
6,954.0 |
6,891.0 |
6,896.3 |
| PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,809.6 |
| S1 |
6,757.5 |
6,757.5 |
6,855.0 |
6,699.8 |
| S2 |
6,642.0 |
6,642.0 |
6,837.0 |
|
| S3 |
6,445.5 |
6,561.0 |
6,819.0 |
|
| S4 |
6,249.0 |
6,364.5 |
6,764.9 |
|
|
| 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% |
102.9 |
1.5% |
76% |
False |
False |
513 |
| 10 |
6,919.5 |
6,674.0 |
245.5 |
3.6% |
93.9 |
1.4% |
81% |
False |
False |
962 |
| 20 |
6,919.5 |
6,597.0 |
322.5 |
4.7% |
86.6 |
1.3% |
86% |
False |
False |
716 |
| 40 |
6,919.5 |
6,137.5 |
782.0 |
11.4% |
80.3 |
1.2% |
94% |
False |
False |
686 |
| 60 |
6,919.5 |
6,085.0 |
834.5 |
12.1% |
81.9 |
1.2% |
94% |
False |
False |
1,237 |
| 80 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
80.8 |
1.2% |
96% |
False |
False |
988 |
| 100 |
6,919.5 |
5,863.5 |
1,056.0 |
15.4% |
80.0 |
1.2% |
96% |
False |
False |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,274.1 |
|
2.618 |
7,126.4 |
|
1.618 |
7,035.9 |
|
1.000 |
6,980.0 |
|
0.618 |
6,945.4 |
|
HIGH |
6,889.5 |
|
0.618 |
6,854.9 |
|
0.500 |
6,844.3 |
|
0.382 |
6,833.6 |
|
LOW |
6,799.0 |
|
0.618 |
6,743.1 |
|
1.000 |
6,708.5 |
|
1.618 |
6,652.6 |
|
2.618 |
6,562.1 |
|
4.250 |
6,414.4 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,863.4 |
6,852.8 |
| PP |
6,853.8 |
6,832.7 |
| S1 |
6,844.3 |
6,812.5 |
|