| 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 |
1,377.9 |
1,379.1 |
1.2 |
0.1% |
1,364.1 |
| High |
1,386.0 |
1,380.5 |
-5.5 |
-0.4% |
1,386.0 |
| Low |
1,376.9 |
1,357.1 |
-19.8 |
-1.4% |
1,355.3 |
| Close |
1,379.4 |
1,368.6 |
-10.8 |
-0.8% |
1,368.6 |
| Range |
9.1 |
23.4 |
14.3 |
157.1% |
30.7 |
| ATR |
22.1 |
22.2 |
0.1 |
0.4% |
0.0 |
| Volume |
5,066 |
3,116 |
-1,950 |
-38.5% |
15,261 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.9 |
1,427.2 |
1,381.5 |
|
| R3 |
1,415.5 |
1,403.8 |
1,375.0 |
|
| R2 |
1,392.1 |
1,392.1 |
1,372.9 |
|
| R1 |
1,380.4 |
1,380.4 |
1,370.7 |
1,374.6 |
| PP |
1,368.7 |
1,368.7 |
1,368.7 |
1,365.8 |
| S1 |
1,357.0 |
1,357.0 |
1,366.5 |
1,351.2 |
| S2 |
1,345.3 |
1,345.3 |
1,364.3 |
|
| S3 |
1,321.9 |
1,333.6 |
1,362.2 |
|
| S4 |
1,298.5 |
1,310.2 |
1,355.7 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,462.1 |
1,446.0 |
1,385.5 |
|
| R3 |
1,431.4 |
1,415.3 |
1,377.0 |
|
| R2 |
1,400.7 |
1,400.7 |
1,374.2 |
|
| R1 |
1,384.6 |
1,384.6 |
1,371.4 |
1,392.7 |
| PP |
1,370.0 |
1,370.0 |
1,370.0 |
1,374.0 |
| S1 |
1,353.9 |
1,353.9 |
1,365.8 |
1,362.0 |
| S2 |
1,339.3 |
1,339.3 |
1,363.0 |
|
| S3 |
1,308.6 |
1,323.2 |
1,360.2 |
|
| S4 |
1,277.9 |
1,292.5 |
1,351.7 |
|
|
| 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 |
1,348.0 |
38.0 |
2.8% |
18.5 |
1.4% |
54% |
False |
False |
3,628 |
| 10 |
1,415.8 |
1,334.9 |
80.9 |
5.9% |
22.3 |
1.6% |
42% |
False |
False |
3,046 |
| 20 |
1,430.0 |
1,332.8 |
97.2 |
7.1% |
24.1 |
1.8% |
37% |
False |
False |
2,906 |
| 40 |
1,430.0 |
1,314.7 |
115.3 |
8.4% |
21.2 |
1.5% |
47% |
False |
False |
2,223 |
| 60 |
1,430.0 |
1,251.2 |
178.8 |
13.1% |
16.3 |
1.2% |
66% |
False |
False |
1,652 |
| 80 |
1,430.0 |
1,198.3 |
231.7 |
16.9% |
13.0 |
1.0% |
74% |
False |
False |
1,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.0 |
|
2.618 |
1,441.8 |
|
1.618 |
1,418.4 |
|
1.000 |
1,403.9 |
|
0.618 |
1,395.0 |
|
HIGH |
1,380.5 |
|
0.618 |
1,371.6 |
|
0.500 |
1,368.8 |
|
0.382 |
1,366.0 |
|
LOW |
1,357.1 |
|
0.618 |
1,342.6 |
|
1.000 |
1,333.7 |
|
1.618 |
1,319.2 |
|
2.618 |
1,295.8 |
|
4.250 |
1,257.7 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,368.8 |
1,371.6 |
| PP |
1,368.7 |
1,370.6 |
| S1 |
1,368.7 |
1,369.6 |
|