| 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 |
1,363.2 |
1,364.1 |
0.9 |
0.1% |
1,376.0 |
| High |
1,367.4 |
1,371.8 |
4.4 |
0.3% |
1,381.7 |
| Low |
1,348.0 |
1,355.3 |
7.3 |
0.5% |
1,334.9 |
| Close |
1,358.3 |
1,363.8 |
5.5 |
0.4% |
1,358.3 |
| Range |
19.4 |
16.5 |
-2.9 |
-14.9% |
46.8 |
| ATR |
23.6 |
23.1 |
-0.5 |
-2.1% |
0.0 |
| Volume |
2,879 |
1,168 |
-1,711 |
-59.4% |
12,296 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.1 |
1,405.0 |
1,372.9 |
|
| R3 |
1,396.6 |
1,388.5 |
1,368.3 |
|
| R2 |
1,380.1 |
1,380.1 |
1,366.8 |
|
| R1 |
1,372.0 |
1,372.0 |
1,365.3 |
1,367.8 |
| PP |
1,363.6 |
1,363.6 |
1,363.6 |
1,361.6 |
| S1 |
1,355.5 |
1,355.5 |
1,362.3 |
1,351.3 |
| S2 |
1,347.1 |
1,347.1 |
1,360.8 |
|
| S3 |
1,330.6 |
1,339.0 |
1,359.3 |
|
| S4 |
1,314.1 |
1,322.5 |
1,354.7 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.7 |
1,475.3 |
1,384.0 |
|
| R3 |
1,451.9 |
1,428.5 |
1,371.2 |
|
| R2 |
1,405.1 |
1,405.1 |
1,366.9 |
|
| R1 |
1,381.7 |
1,381.7 |
1,362.6 |
1,370.0 |
| PP |
1,358.3 |
1,358.3 |
1,358.3 |
1,352.5 |
| S1 |
1,334.9 |
1,334.9 |
1,354.0 |
1,323.2 |
| S2 |
1,311.5 |
1,311.5 |
1,349.7 |
|
| S3 |
1,264.7 |
1,288.1 |
1,345.4 |
|
| S4 |
1,217.9 |
1,241.3 |
1,332.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,371.8 |
1,334.9 |
36.9 |
2.7% |
20.4 |
1.5% |
78% |
True |
False |
1,974 |
| 10 |
1,430.0 |
1,334.9 |
95.1 |
7.0% |
25.1 |
1.8% |
30% |
False |
False |
2,700 |
| 20 |
1,430.0 |
1,327.1 |
102.9 |
7.5% |
24.1 |
1.8% |
36% |
False |
False |
2,584 |
| 40 |
1,430.0 |
1,288.6 |
141.4 |
10.4% |
21.0 |
1.5% |
53% |
False |
False |
1,922 |
| 60 |
1,430.0 |
1,243.4 |
186.6 |
13.7% |
15.6 |
1.1% |
65% |
False |
False |
1,425 |
| 80 |
1,430.0 |
1,189.6 |
240.4 |
17.6% |
12.4 |
0.9% |
72% |
False |
False |
1,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.9 |
|
2.618 |
1,415.0 |
|
1.618 |
1,398.5 |
|
1.000 |
1,388.3 |
|
0.618 |
1,382.0 |
|
HIGH |
1,371.8 |
|
0.618 |
1,365.5 |
|
0.500 |
1,363.6 |
|
0.382 |
1,361.6 |
|
LOW |
1,355.3 |
|
0.618 |
1,345.1 |
|
1.000 |
1,338.8 |
|
1.618 |
1,328.6 |
|
2.618 |
1,312.1 |
|
4.250 |
1,285.2 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,363.7 |
1,361.8 |
| PP |
1,363.6 |
1,359.8 |
| S1 |
1,363.6 |
1,357.8 |
|