| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,379.2 |
1,377.0 |
-2.2 |
-0.2% |
1,362.3 |
| High |
1,381.7 |
1,378.6 |
-3.1 |
-0.2% |
1,386.0 |
| Low |
1,374.1 |
1,354.9 |
-19.2 |
-1.4% |
1,352.9 |
| Close |
1,377.2 |
1,366.4 |
-10.8 |
-0.8% |
1,366.4 |
| Range |
7.6 |
23.7 |
16.1 |
211.8% |
33.1 |
| ATR |
22.7 |
22.7 |
0.1 |
0.3% |
0.0 |
| Volume |
8,867 |
4,419 |
-4,448 |
-50.2% |
17,374 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.7 |
1,425.8 |
1,379.4 |
|
| R3 |
1,414.0 |
1,402.1 |
1,372.9 |
|
| R2 |
1,390.3 |
1,390.3 |
1,370.7 |
|
| R1 |
1,378.4 |
1,378.4 |
1,368.6 |
1,372.5 |
| PP |
1,366.6 |
1,366.6 |
1,366.6 |
1,363.7 |
| S1 |
1,354.7 |
1,354.7 |
1,364.2 |
1,348.8 |
| S2 |
1,342.9 |
1,342.9 |
1,362.1 |
|
| S3 |
1,319.2 |
1,331.0 |
1,359.9 |
|
| S4 |
1,295.5 |
1,307.3 |
1,353.4 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.7 |
1,450.2 |
1,384.6 |
|
| R3 |
1,434.6 |
1,417.1 |
1,375.5 |
|
| R2 |
1,401.5 |
1,401.5 |
1,372.5 |
|
| R1 |
1,384.0 |
1,384.0 |
1,369.4 |
1,392.8 |
| PP |
1,368.4 |
1,368.4 |
1,368.4 |
1,372.8 |
| S1 |
1,350.9 |
1,350.9 |
1,363.4 |
1,359.7 |
| S2 |
1,335.3 |
1,335.3 |
1,360.3 |
|
| S3 |
1,302.2 |
1,317.8 |
1,357.3 |
|
| S4 |
1,269.1 |
1,284.7 |
1,348.2 |
|
|
| 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 |
1,345.0 |
41.0 |
3.0% |
19.3 |
1.4% |
52% |
False |
False |
5,236 |
| 10 |
1,413.1 |
1,333.7 |
79.4 |
5.8% |
23.4 |
1.7% |
41% |
False |
False |
4,110 |
| 20 |
1,428.0 |
1,330.0 |
98.0 |
7.2% |
24.4 |
1.8% |
37% |
False |
False |
3,130 |
| 40 |
1,428.0 |
1,317.0 |
111.0 |
8.1% |
21.5 |
1.6% |
45% |
False |
False |
2,503 |
| 60 |
1,428.0 |
1,242.6 |
185.4 |
13.6% |
16.9 |
1.2% |
67% |
False |
False |
1,832 |
| 80 |
1,428.0 |
1,199.0 |
229.0 |
16.8% |
13.9 |
1.0% |
73% |
False |
False |
1,452 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.4% |
12.4 |
0.9% |
77% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.3 |
|
2.618 |
1,440.6 |
|
1.618 |
1,416.9 |
|
1.000 |
1,402.3 |
|
0.618 |
1,393.2 |
|
HIGH |
1,378.6 |
|
0.618 |
1,369.5 |
|
0.500 |
1,366.8 |
|
0.382 |
1,364.0 |
|
LOW |
1,354.9 |
|
0.618 |
1,340.3 |
|
1.000 |
1,331.2 |
|
1.618 |
1,316.6 |
|
2.618 |
1,292.9 |
|
4.250 |
1,254.2 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,366.8 |
1,370.5 |
| PP |
1,366.6 |
1,369.1 |
| S1 |
1,366.5 |
1,367.8 |
|