| 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 |
11,180.77 |
11,201.66 |
20.89 |
0.2% |
11,194.02 |
| High |
11,206.17 |
11,206.05 |
-0.12 |
0.0% |
11,280.90 |
| Low |
11,119.24 |
11,054.53 |
-64.71 |
-0.6% |
10,978.93 |
| Close |
11,203.55 |
11,178.58 |
-24.97 |
-0.2% |
11,203.55 |
| Range |
86.93 |
151.52 |
64.59 |
74.3% |
301.97 |
| ATR |
124.33 |
126.28 |
1.94 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,600.95 |
11,541.28 |
11,261.92 |
|
| R3 |
11,449.43 |
11,389.76 |
11,220.25 |
|
| R2 |
11,297.91 |
11,297.91 |
11,206.36 |
|
| R1 |
11,238.24 |
11,238.24 |
11,192.47 |
11,192.32 |
| PP |
11,146.39 |
11,146.39 |
11,146.39 |
11,123.42 |
| S1 |
11,086.72 |
11,086.72 |
11,164.69 |
11,040.80 |
| S2 |
10,994.87 |
10,994.87 |
11,150.80 |
|
| S3 |
10,843.35 |
10,935.20 |
11,136.91 |
|
| S4 |
10,691.83 |
10,783.68 |
11,095.24 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,060.37 |
11,933.93 |
11,369.63 |
|
| R3 |
11,758.40 |
11,631.96 |
11,286.59 |
|
| R2 |
11,456.43 |
11,456.43 |
11,258.91 |
|
| R1 |
11,329.99 |
11,329.99 |
11,231.23 |
11,393.21 |
| PP |
11,154.46 |
11,154.46 |
11,154.46 |
11,186.07 |
| S1 |
11,028.02 |
11,028.02 |
11,175.87 |
11,091.24 |
| S2 |
10,852.49 |
10,852.49 |
11,148.19 |
|
| S3 |
10,550.52 |
10,726.05 |
11,120.51 |
|
| S4 |
10,248.55 |
10,424.08 |
11,037.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,206.17 |
10,978.93 |
227.24 |
2.0% |
138.98 |
1.2% |
88% |
False |
False |
|
| 10 |
11,421.14 |
10,978.93 |
442.21 |
4.0% |
125.12 |
1.1% |
45% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.2% |
122.14 |
1.1% |
42% |
False |
False |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.6% |
123.62 |
1.1% |
63% |
False |
False |
|
| 60 |
11,451.53 |
9,941.84 |
1,509.69 |
13.5% |
121.25 |
1.1% |
82% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.6% |
126.50 |
1.1% |
82% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
133.23 |
1.2% |
85% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
140.80 |
1.3% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,850.01 |
|
2.618 |
11,602.73 |
|
1.618 |
11,451.21 |
|
1.000 |
11,357.57 |
|
0.618 |
11,299.69 |
|
HIGH |
11,206.05 |
|
0.618 |
11,148.17 |
|
0.500 |
11,130.29 |
|
0.382 |
11,112.41 |
|
LOW |
11,054.53 |
|
0.618 |
10,960.89 |
|
1.000 |
10,903.01 |
|
1.618 |
10,809.37 |
|
2.618 |
10,657.85 |
|
4.250 |
10,410.57 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,162.48 |
11,155.14 |
| PP |
11,146.39 |
11,131.70 |
| S1 |
11,130.29 |
11,108.26 |
|