| 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 |
1,364.1 |
1,371.5 |
7.4 |
0.5% |
1,376.0 |
| High |
1,371.8 |
1,386.0 |
14.2 |
1.0% |
1,381.7 |
| Low |
1,355.3 |
1,362.0 |
6.7 |
0.5% |
1,334.9 |
| Close |
1,363.8 |
1,383.8 |
20.0 |
1.5% |
1,358.3 |
| Range |
16.5 |
24.0 |
7.5 |
45.5% |
46.8 |
| ATR |
23.1 |
23.1 |
0.1 |
0.3% |
0.0 |
| Volume |
1,168 |
5,911 |
4,743 |
406.1% |
12,296 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.3 |
1,440.5 |
1,397.0 |
|
| R3 |
1,425.3 |
1,416.5 |
1,390.4 |
|
| R2 |
1,401.3 |
1,401.3 |
1,388.2 |
|
| R1 |
1,392.5 |
1,392.5 |
1,386.0 |
1,396.9 |
| PP |
1,377.3 |
1,377.3 |
1,377.3 |
1,379.5 |
| S1 |
1,368.5 |
1,368.5 |
1,381.6 |
1,372.9 |
| S2 |
1,353.3 |
1,353.3 |
1,379.4 |
|
| S3 |
1,329.3 |
1,344.5 |
1,377.2 |
|
| S4 |
1,305.3 |
1,320.5 |
1,370.6 |
|
|
| 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 |
1,386.0 |
1,337.8 |
48.2 |
3.5% |
18.3 |
1.3% |
95% |
True |
False |
2,604 |
| 10 |
1,423.5 |
1,334.9 |
88.6 |
6.4% |
23.5 |
1.7% |
55% |
False |
False |
2,989 |
| 20 |
1,430.0 |
1,327.1 |
102.9 |
7.4% |
24.5 |
1.8% |
55% |
False |
False |
2,679 |
| 40 |
1,430.0 |
1,305.0 |
125.0 |
9.0% |
21.0 |
1.5% |
63% |
False |
False |
2,066 |
| 60 |
1,430.0 |
1,248.8 |
181.2 |
13.1% |
16.0 |
1.2% |
75% |
False |
False |
1,520 |
| 80 |
1,430.0 |
1,191.7 |
238.3 |
17.2% |
12.7 |
0.9% |
81% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.0 |
|
2.618 |
1,448.8 |
|
1.618 |
1,424.8 |
|
1.000 |
1,410.0 |
|
0.618 |
1,400.8 |
|
HIGH |
1,386.0 |
|
0.618 |
1,376.8 |
|
0.500 |
1,374.0 |
|
0.382 |
1,371.2 |
|
LOW |
1,362.0 |
|
0.618 |
1,347.2 |
|
1.000 |
1,338.0 |
|
1.618 |
1,323.2 |
|
2.618 |
1,299.2 |
|
4.250 |
1,260.0 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,380.5 |
1,378.2 |
| PP |
1,377.3 |
1,372.6 |
| S1 |
1,374.0 |
1,367.0 |
|