| 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 |
1,370.2 |
1,379.2 |
9.0 |
0.7% |
1,377.8 |
| High |
1,386.0 |
1,381.7 |
-4.3 |
-0.3% |
1,379.9 |
| Low |
1,360.0 |
1,374.1 |
14.1 |
1.0% |
1,333.7 |
| Close |
1,381.7 |
1,377.2 |
-4.5 |
-0.3% |
1,356.3 |
| Range |
26.0 |
7.6 |
-18.4 |
-70.8% |
46.2 |
| ATR |
23.8 |
22.7 |
-1.2 |
-4.9% |
0.0 |
| Volume |
2,596 |
8,867 |
6,271 |
241.6% |
21,614 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.5 |
1,396.4 |
1,381.4 |
|
| R3 |
1,392.9 |
1,388.8 |
1,379.3 |
|
| R2 |
1,385.3 |
1,385.3 |
1,378.6 |
|
| R1 |
1,381.2 |
1,381.2 |
1,377.9 |
1,379.5 |
| PP |
1,377.7 |
1,377.7 |
1,377.7 |
1,376.8 |
| S1 |
1,373.6 |
1,373.6 |
1,376.5 |
1,371.9 |
| S2 |
1,370.1 |
1,370.1 |
1,375.8 |
|
| S3 |
1,362.5 |
1,366.0 |
1,375.1 |
|
| S4 |
1,354.9 |
1,358.4 |
1,373.0 |
|
|
| 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 |
1,386.0 |
1,340.1 |
45.9 |
3.3% |
19.1 |
1.4% |
81% |
False |
False |
4,907 |
| 10 |
1,420.0 |
1,333.7 |
86.3 |
6.3% |
22.8 |
1.7% |
50% |
False |
False |
3,974 |
| 20 |
1,428.0 |
1,327.2 |
100.8 |
7.3% |
24.3 |
1.8% |
50% |
False |
False |
2,975 |
| 40 |
1,428.0 |
1,302.7 |
125.3 |
9.1% |
21.3 |
1.5% |
59% |
False |
False |
2,405 |
| 60 |
1,428.0 |
1,242.6 |
185.4 |
13.5% |
16.7 |
1.2% |
73% |
False |
False |
1,761 |
| 80 |
1,428.0 |
1,198.8 |
229.2 |
16.6% |
13.7 |
1.0% |
78% |
False |
False |
1,399 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.2% |
12.3 |
0.9% |
81% |
False |
False |
1,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.0 |
|
2.618 |
1,401.6 |
|
1.618 |
1,394.0 |
|
1.000 |
1,389.3 |
|
0.618 |
1,386.4 |
|
HIGH |
1,381.7 |
|
0.618 |
1,378.8 |
|
0.500 |
1,377.9 |
|
0.382 |
1,377.0 |
|
LOW |
1,374.1 |
|
0.618 |
1,369.4 |
|
1.000 |
1,366.5 |
|
1.618 |
1,361.8 |
|
2.618 |
1,354.2 |
|
4.250 |
1,341.8 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,377.9 |
1,374.6 |
| PP |
1,377.7 |
1,372.0 |
| S1 |
1,377.4 |
1,369.5 |
|