| 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 |
11,037.35 |
11,183.50 |
146.15 |
1.3% |
11,201.66 |
| High |
11,195.99 |
11,183.50 |
-12.49 |
-0.1% |
11,206.05 |
| Low |
11,037.35 |
11,067.17 |
29.82 |
0.3% |
10,992.17 |
| Close |
11,187.28 |
11,092.00 |
-95.28 |
-0.9% |
11,092.00 |
| Range |
158.64 |
116.33 |
-42.31 |
-26.7% |
213.88 |
| ATR |
132.75 |
131.85 |
-0.90 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,463.21 |
11,393.94 |
11,155.98 |
|
| R3 |
11,346.88 |
11,277.61 |
11,123.99 |
|
| R2 |
11,230.55 |
11,230.55 |
11,113.33 |
|
| R1 |
11,161.28 |
11,161.28 |
11,102.66 |
11,137.75 |
| PP |
11,114.22 |
11,114.22 |
11,114.22 |
11,102.46 |
| S1 |
11,044.95 |
11,044.95 |
11,081.34 |
11,021.42 |
| S2 |
10,997.89 |
10,997.89 |
11,070.67 |
|
| S3 |
10,881.56 |
10,928.62 |
11,060.01 |
|
| S4 |
10,765.23 |
10,812.29 |
11,028.02 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,738.38 |
11,629.07 |
11,209.63 |
|
| R3 |
11,524.50 |
11,415.19 |
11,150.82 |
|
| R2 |
11,310.62 |
11,310.62 |
11,131.21 |
|
| R1 |
11,201.31 |
11,201.31 |
11,111.61 |
11,149.03 |
| PP |
11,096.74 |
11,096.74 |
11,096.74 |
11,070.60 |
| S1 |
10,987.43 |
10,987.43 |
11,072.39 |
10,935.15 |
| S2 |
10,882.86 |
10,882.86 |
11,052.79 |
|
| S3 |
10,668.98 |
10,773.55 |
11,033.18 |
|
| S4 |
10,455.10 |
10,559.67 |
10,974.37 |
|
|
| 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% |
140.28 |
1.3% |
47% |
False |
False |
|
| 10 |
11,283.70 |
10,978.93 |
304.77 |
2.7% |
138.96 |
1.3% |
37% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.3% |
126.69 |
1.1% |
24% |
False |
False |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.7% |
124.41 |
1.1% |
51% |
False |
False |
|
| 60 |
11,451.53 |
10,253.96 |
1,197.57 |
10.8% |
120.01 |
1.1% |
70% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
127.60 |
1.2% |
76% |
False |
False |
|
| 100 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
131.41 |
1.2% |
76% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.6% |
138.59 |
1.2% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,677.90 |
|
2.618 |
11,488.05 |
|
1.618 |
11,371.72 |
|
1.000 |
11,299.83 |
|
0.618 |
11,255.39 |
|
HIGH |
11,183.50 |
|
0.618 |
11,139.06 |
|
0.500 |
11,125.34 |
|
0.382 |
11,111.61 |
|
LOW |
11,067.17 |
|
0.618 |
10,995.28 |
|
1.000 |
10,950.84 |
|
1.618 |
10,878.95 |
|
2.618 |
10,762.62 |
|
4.250 |
10,572.77 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,125.34 |
11,094.08 |
| PP |
11,114.22 |
11,093.39 |
| S1 |
11,103.11 |
11,092.69 |
|