| 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 |
1,371.5 |
1,377.9 |
6.4 |
0.5% |
1,376.0 |
| High |
1,386.0 |
1,386.0 |
0.0 |
0.0% |
1,381.7 |
| Low |
1,362.0 |
1,376.9 |
14.9 |
1.1% |
1,334.9 |
| Close |
1,383.8 |
1,379.4 |
-4.4 |
-0.3% |
1,358.3 |
| Range |
24.0 |
9.1 |
-14.9 |
-62.1% |
46.8 |
| ATR |
23.1 |
22.1 |
-1.0 |
-4.3% |
0.0 |
| Volume |
5,911 |
5,066 |
-845 |
-14.3% |
12,296 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.1 |
1,402.8 |
1,384.4 |
|
| R3 |
1,399.0 |
1,393.7 |
1,381.9 |
|
| R2 |
1,389.9 |
1,389.9 |
1,381.1 |
|
| R1 |
1,384.6 |
1,384.6 |
1,380.2 |
1,387.3 |
| PP |
1,380.8 |
1,380.8 |
1,380.8 |
1,382.1 |
| S1 |
1,375.5 |
1,375.5 |
1,378.6 |
1,378.2 |
| S2 |
1,371.7 |
1,371.7 |
1,377.7 |
|
| S3 |
1,362.6 |
1,366.4 |
1,376.9 |
|
| S4 |
1,353.5 |
1,357.3 |
1,374.4 |
|
|
| 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 |
1,343.7 |
42.3 |
3.1% |
17.7 |
1.3% |
84% |
True |
False |
3,299 |
| 10 |
1,423.5 |
1,334.9 |
88.6 |
6.4% |
21.9 |
1.6% |
50% |
False |
False |
3,146 |
| 20 |
1,430.0 |
1,330.6 |
99.4 |
7.2% |
23.9 |
1.7% |
49% |
False |
False |
2,795 |
| 40 |
1,430.0 |
1,305.0 |
125.0 |
9.1% |
21.0 |
1.5% |
60% |
False |
False |
2,156 |
| 60 |
1,430.0 |
1,250.6 |
179.4 |
13.0% |
16.0 |
1.2% |
72% |
False |
False |
1,603 |
| 80 |
1,430.0 |
1,198.3 |
231.7 |
16.8% |
12.8 |
0.9% |
78% |
False |
False |
1,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,424.7 |
|
2.618 |
1,409.8 |
|
1.618 |
1,400.7 |
|
1.000 |
1,395.1 |
|
0.618 |
1,391.6 |
|
HIGH |
1,386.0 |
|
0.618 |
1,382.5 |
|
0.500 |
1,381.5 |
|
0.382 |
1,380.4 |
|
LOW |
1,376.9 |
|
0.618 |
1,371.3 |
|
1.000 |
1,367.8 |
|
1.618 |
1,362.2 |
|
2.618 |
1,353.1 |
|
4.250 |
1,338.2 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.5 |
1,376.5 |
| PP |
1,380.8 |
1,373.6 |
| S1 |
1,380.1 |
1,370.7 |
|