| 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 |
1,361.0 |
1,362.3 |
1.3 |
0.1% |
1,377.8 |
| High |
1,366.5 |
1,370.8 |
4.3 |
0.3% |
1,379.9 |
| Low |
1,345.0 |
1,352.9 |
7.9 |
0.6% |
1,333.7 |
| Close |
1,356.3 |
1,361.8 |
5.5 |
0.4% |
1,356.3 |
| Range |
21.5 |
17.9 |
-3.6 |
-16.7% |
46.2 |
| ATR |
24.1 |
23.7 |
-0.4 |
-1.8% |
0.0 |
| Volume |
8,809 |
1,492 |
-7,317 |
-83.1% |
21,614 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.5 |
1,406.6 |
1,371.6 |
|
| R3 |
1,397.6 |
1,388.7 |
1,366.7 |
|
| R2 |
1,379.7 |
1,379.7 |
1,365.1 |
|
| R1 |
1,370.8 |
1,370.8 |
1,363.4 |
1,366.3 |
| PP |
1,361.8 |
1,361.8 |
1,361.8 |
1,359.6 |
| S1 |
1,352.9 |
1,352.9 |
1,360.2 |
1,348.4 |
| S2 |
1,343.9 |
1,343.9 |
1,358.5 |
|
| S3 |
1,326.0 |
1,335.0 |
1,356.9 |
|
| S4 |
1,308.1 |
1,317.1 |
1,352.0 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.2 |
1,472.0 |
1,381.7 |
|
| R3 |
1,449.0 |
1,425.8 |
1,369.0 |
|
| R2 |
1,402.8 |
1,402.8 |
1,364.8 |
|
| R1 |
1,379.6 |
1,379.6 |
1,360.5 |
1,368.1 |
| PP |
1,356.6 |
1,356.6 |
1,356.6 |
1,350.9 |
| S1 |
1,333.4 |
1,333.4 |
1,352.1 |
1,321.9 |
| S2 |
1,310.4 |
1,310.4 |
1,347.8 |
|
| S3 |
1,264.2 |
1,287.2 |
1,343.6 |
|
| S4 |
1,218.0 |
1,241.0 |
1,330.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,370.8 |
1,333.7 |
37.1 |
2.7% |
21.8 |
1.6% |
76% |
True |
False |
3,807 |
| 10 |
1,428.0 |
1,333.7 |
94.3 |
6.9% |
25.9 |
1.9% |
30% |
False |
False |
3,502 |
| 20 |
1,428.0 |
1,323.1 |
104.9 |
7.7% |
24.4 |
1.8% |
37% |
False |
False |
3,036 |
| 40 |
1,428.0 |
1,282.5 |
145.5 |
10.7% |
21.3 |
1.6% |
55% |
False |
False |
2,141 |
| 60 |
1,428.0 |
1,240.0 |
188.0 |
13.8% |
16.3 |
1.2% |
65% |
False |
False |
1,575 |
| 80 |
1,428.0 |
1,188.3 |
239.7 |
17.6% |
13.2 |
1.0% |
72% |
False |
False |
1,259 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.4% |
12.0 |
0.9% |
75% |
False |
False |
1,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.9 |
|
2.618 |
1,417.7 |
|
1.618 |
1,399.8 |
|
1.000 |
1,388.7 |
|
0.618 |
1,381.9 |
|
HIGH |
1,370.8 |
|
0.618 |
1,364.0 |
|
0.500 |
1,361.9 |
|
0.382 |
1,359.7 |
|
LOW |
1,352.9 |
|
0.618 |
1,341.8 |
|
1.000 |
1,335.0 |
|
1.618 |
1,323.9 |
|
2.618 |
1,306.0 |
|
4.250 |
1,276.8 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,361.9 |
1,359.7 |
| PP |
1,361.8 |
1,357.6 |
| S1 |
1,361.8 |
1,355.5 |
|