| 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 |
11,177.60 |
11,037.35 |
-140.25 |
-1.3% |
11,194.02 |
| High |
11,180.17 |
11,195.99 |
15.82 |
0.1% |
11,280.90 |
| Low |
10,992.17 |
11,037.35 |
45.18 |
0.4% |
10,978.93 |
| Close |
11,036.37 |
11,187.28 |
150.91 |
1.4% |
11,203.55 |
| Range |
188.00 |
158.64 |
-29.36 |
-15.6% |
301.97 |
| ATR |
130.68 |
132.75 |
2.07 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,616.13 |
11,560.34 |
11,274.53 |
|
| R3 |
11,457.49 |
11,401.70 |
11,230.91 |
|
| R2 |
11,298.85 |
11,298.85 |
11,216.36 |
|
| R1 |
11,243.06 |
11,243.06 |
11,201.82 |
11,270.96 |
| PP |
11,140.21 |
11,140.21 |
11,140.21 |
11,154.15 |
| S1 |
11,084.42 |
11,084.42 |
11,172.74 |
11,112.32 |
| S2 |
10,981.57 |
10,981.57 |
11,158.20 |
|
| S3 |
10,822.93 |
10,925.78 |
11,143.65 |
|
| S4 |
10,664.29 |
10,767.14 |
11,100.03 |
|
|
| 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 |
10,992.17 |
214.00 |
1.9% |
154.89 |
1.4% |
91% |
False |
False |
|
| 10 |
11,326.77 |
10,978.93 |
347.84 |
3.1% |
136.88 |
1.2% |
60% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.2% |
127.21 |
1.1% |
44% |
False |
False |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.6% |
126.59 |
1.1% |
64% |
False |
False |
|
| 60 |
11,451.53 |
10,016.01 |
1,435.52 |
12.8% |
122.46 |
1.1% |
82% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
127.09 |
1.1% |
83% |
False |
False |
|
| 100 |
11,451.53 |
9,736.70 |
1,714.83 |
15.3% |
133.14 |
1.2% |
85% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
139.25 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,870.21 |
|
2.618 |
11,611.31 |
|
1.618 |
11,452.67 |
|
1.000 |
11,354.63 |
|
0.618 |
11,294.03 |
|
HIGH |
11,195.99 |
|
0.618 |
11,135.39 |
|
0.500 |
11,116.67 |
|
0.382 |
11,097.95 |
|
LOW |
11,037.35 |
|
0.618 |
10,939.31 |
|
1.000 |
10,878.71 |
|
1.618 |
10,780.67 |
|
2.618 |
10,622.03 |
|
4.250 |
10,363.13 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,163.74 |
11,157.89 |
| PP |
11,140.21 |
11,128.50 |
| S1 |
11,116.67 |
11,099.11 |
|