| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,791.0 |
-82.0 |
-2.9% |
2,806.0 |
| High |
2,894.0 |
2,800.0 |
-94.0 |
-3.2% |
2,864.0 |
| Low |
2,788.0 |
2,737.0 |
-51.0 |
-1.8% |
2,770.0 |
| Close |
2,813.0 |
2,743.0 |
-70.0 |
-2.5% |
2,842.0 |
| Range |
106.0 |
63.0 |
-43.0 |
-40.6% |
94.0 |
| ATR |
55.5 |
57.0 |
1.5 |
2.6% |
0.0 |
| Volume |
1,381,368 |
0 |
-1,381,368 |
-100.0% |
3,558,263 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.0 |
2,909.0 |
2,777.7 |
|
| R3 |
2,886.0 |
2,846.0 |
2,760.3 |
|
| R2 |
2,823.0 |
2,823.0 |
2,754.6 |
|
| R1 |
2,783.0 |
2,783.0 |
2,748.8 |
2,771.5 |
| PP |
2,760.0 |
2,760.0 |
2,760.0 |
2,754.3 |
| S1 |
2,720.0 |
2,720.0 |
2,737.2 |
2,708.5 |
| S2 |
2,697.0 |
2,697.0 |
2,731.5 |
|
| S3 |
2,634.0 |
2,657.0 |
2,725.7 |
|
| S4 |
2,571.0 |
2,594.0 |
2,708.4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,068.7 |
2,893.7 |
|
| R3 |
3,013.3 |
2,974.7 |
2,867.9 |
|
| R2 |
2,919.3 |
2,919.3 |
2,859.2 |
|
| R1 |
2,880.7 |
2,880.7 |
2,850.6 |
2,900.0 |
| PP |
2,825.3 |
2,825.3 |
2,825.3 |
2,835.0 |
| S1 |
2,786.7 |
2,786.7 |
2,833.4 |
2,806.0 |
| S2 |
2,731.3 |
2,731.3 |
2,824.8 |
|
| S3 |
2,637.3 |
2,692.7 |
2,816.2 |
|
| S4 |
2,543.3 |
2,598.7 |
2,790.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,894.0 |
2,737.0 |
157.0 |
5.7% |
57.6 |
2.1% |
4% |
False |
True |
758,756 |
| 10 |
2,894.0 |
2,737.0 |
157.0 |
5.7% |
58.7 |
2.1% |
4% |
False |
True |
796,010 |
| 20 |
2,898.0 |
2,737.0 |
161.0 |
5.9% |
51.8 |
1.9% |
4% |
False |
True |
862,861 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.3% |
50.2 |
1.8% |
32% |
False |
False |
871,049 |
| 60 |
2,898.0 |
2,598.0 |
300.0 |
10.9% |
50.2 |
1.8% |
48% |
False |
False |
804,826 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.2% |
50.4 |
1.8% |
57% |
False |
False |
604,730 |
| 100 |
2,898.0 |
2,517.0 |
381.0 |
13.9% |
52.1 |
1.9% |
59% |
False |
False |
484,228 |
| 120 |
2,898.0 |
2,480.0 |
418.0 |
15.2% |
53.2 |
1.9% |
63% |
False |
False |
404,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.8 |
|
2.618 |
2,964.9 |
|
1.618 |
2,901.9 |
|
1.000 |
2,863.0 |
|
0.618 |
2,838.9 |
|
HIGH |
2,800.0 |
|
0.618 |
2,775.9 |
|
0.500 |
2,768.5 |
|
0.382 |
2,761.1 |
|
LOW |
2,737.0 |
|
0.618 |
2,698.1 |
|
1.000 |
2,674.0 |
|
1.618 |
2,635.1 |
|
2.618 |
2,572.1 |
|
4.250 |
2,469.3 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.5 |
2,815.5 |
| PP |
2,760.0 |
2,791.3 |
| S1 |
2,751.5 |
2,767.2 |
|