| 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 |
1,362.3 |
1,370.2 |
7.9 |
0.6% |
1,377.8 |
| High |
1,370.8 |
1,386.0 |
15.2 |
1.1% |
1,379.9 |
| Low |
1,352.9 |
1,360.0 |
7.1 |
0.5% |
1,333.7 |
| Close |
1,361.8 |
1,381.7 |
19.9 |
1.5% |
1,356.3 |
| Range |
17.9 |
26.0 |
8.1 |
45.3% |
46.2 |
| ATR |
23.7 |
23.8 |
0.2 |
0.7% |
0.0 |
| Volume |
1,492 |
2,596 |
1,104 |
74.0% |
21,614 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.9 |
1,443.8 |
1,396.0 |
|
| R3 |
1,427.9 |
1,417.8 |
1,388.9 |
|
| R2 |
1,401.9 |
1,401.9 |
1,386.5 |
|
| R1 |
1,391.8 |
1,391.8 |
1,384.1 |
1,396.9 |
| PP |
1,375.9 |
1,375.9 |
1,375.9 |
1,378.4 |
| S1 |
1,365.8 |
1,365.8 |
1,379.3 |
1,370.9 |
| S2 |
1,349.9 |
1,349.9 |
1,376.9 |
|
| S3 |
1,323.9 |
1,339.8 |
1,374.6 |
|
| S4 |
1,297.9 |
1,313.8 |
1,367.4 |
|
|
| 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 |
1,386.0 |
1,334.9 |
51.1 |
3.7% |
20.3 |
1.5% |
92% |
True |
False |
3,705 |
| 10 |
1,420.0 |
1,333.7 |
86.3 |
6.2% |
24.5 |
1.8% |
56% |
False |
False |
3,370 |
| 20 |
1,428.0 |
1,323.1 |
104.9 |
7.6% |
25.1 |
1.8% |
56% |
False |
False |
2,606 |
| 40 |
1,428.0 |
1,302.7 |
125.3 |
9.1% |
21.2 |
1.5% |
63% |
False |
False |
2,203 |
| 60 |
1,428.0 |
1,240.0 |
188.0 |
13.6% |
16.8 |
1.2% |
75% |
False |
False |
1,614 |
| 80 |
1,428.0 |
1,190.4 |
237.6 |
17.2% |
13.6 |
1.0% |
81% |
False |
False |
1,290 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.2% |
12.2 |
0.9% |
83% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,496.5 |
|
2.618 |
1,454.1 |
|
1.618 |
1,428.1 |
|
1.000 |
1,412.0 |
|
0.618 |
1,402.1 |
|
HIGH |
1,386.0 |
|
0.618 |
1,376.1 |
|
0.500 |
1,373.0 |
|
0.382 |
1,369.9 |
|
LOW |
1,360.0 |
|
0.618 |
1,343.9 |
|
1.000 |
1,334.0 |
|
1.618 |
1,317.9 |
|
2.618 |
1,291.9 |
|
4.250 |
1,249.5 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,378.8 |
1,376.3 |
| PP |
1,375.9 |
1,370.9 |
| S1 |
1,373.0 |
1,365.5 |
|