| 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 |
6,747.5 |
6,850.0 |
102.5 |
1.5% |
6,887.5 |
| High |
6,854.5 |
6,875.0 |
20.5 |
0.3% |
6,907.5 |
| Low |
6,703.5 |
6,781.5 |
78.0 |
1.2% |
6,703.5 |
| Close |
6,824.5 |
6,857.0 |
32.5 |
0.5% |
6,857.0 |
| Range |
151.0 |
93.5 |
-57.5 |
-38.1% |
204.0 |
| ATR |
101.2 |
100.7 |
-0.6 |
-0.5% |
0.0 |
| Volume |
161,207 |
151,127 |
-10,080 |
-6.3% |
471,477 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,118.3 |
7,081.2 |
6,908.4 |
|
| R3 |
7,024.8 |
6,987.7 |
6,882.7 |
|
| R2 |
6,931.3 |
6,931.3 |
6,874.1 |
|
| R1 |
6,894.2 |
6,894.2 |
6,865.6 |
6,912.8 |
| PP |
6,837.8 |
6,837.8 |
6,837.8 |
6,847.1 |
| S1 |
6,800.7 |
6,800.7 |
6,848.4 |
6,819.3 |
| S2 |
6,744.3 |
6,744.3 |
6,839.9 |
|
| S3 |
6,650.8 |
6,707.2 |
6,831.3 |
|
| S4 |
6,557.3 |
6,613.7 |
6,805.6 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,434.7 |
7,349.8 |
6,969.2 |
|
| R3 |
7,230.7 |
7,145.8 |
6,913.1 |
|
| R2 |
7,026.7 |
7,026.7 |
6,894.4 |
|
| R1 |
6,941.8 |
6,941.8 |
6,875.7 |
6,882.3 |
| PP |
6,822.7 |
6,822.7 |
6,822.7 |
6,792.9 |
| S1 |
6,737.8 |
6,737.8 |
6,838.3 |
6,678.3 |
| S2 |
6,618.7 |
6,618.7 |
6,819.6 |
|
| S3 |
6,414.7 |
6,533.8 |
6,800.9 |
|
| S4 |
6,210.7 |
6,329.8 |
6,744.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,907.5 |
6,703.5 |
204.0 |
3.0% |
110.2 |
1.6% |
75% |
False |
False |
94,295 |
| 10 |
6,907.5 |
6,625.5 |
282.0 |
4.1% |
109.0 |
1.6% |
82% |
False |
False |
89,912 |
| 20 |
6,907.5 |
6,565.5 |
342.0 |
5.0% |
94.0 |
1.4% |
85% |
False |
False |
97,939 |
| 40 |
6,907.5 |
6,118.5 |
789.0 |
11.5% |
88.8 |
1.3% |
94% |
False |
False |
99,208 |
| 60 |
6,907.5 |
6,074.5 |
833.0 |
12.1% |
89.9 |
1.3% |
94% |
False |
False |
95,336 |
| 80 |
6,907.5 |
5,830.0 |
1,077.5 |
15.7% |
92.3 |
1.3% |
95% |
False |
False |
71,634 |
| 100 |
6,907.5 |
5,830.0 |
1,077.5 |
15.7% |
93.4 |
1.4% |
95% |
False |
False |
57,399 |
| 120 |
6,907.5 |
5,818.0 |
1,089.5 |
15.9% |
95.0 |
1.4% |
95% |
False |
False |
48,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,272.4 |
|
2.618 |
7,119.8 |
|
1.618 |
7,026.3 |
|
1.000 |
6,968.5 |
|
0.618 |
6,932.8 |
|
HIGH |
6,875.0 |
|
0.618 |
6,839.3 |
|
0.500 |
6,828.3 |
|
0.382 |
6,817.2 |
|
LOW |
6,781.5 |
|
0.618 |
6,723.7 |
|
1.000 |
6,688.0 |
|
1.618 |
6,630.2 |
|
2.618 |
6,536.7 |
|
4.250 |
6,384.1 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,847.4 |
6,834.4 |
| PP |
6,837.8 |
6,811.8 |
| S1 |
6,828.3 |
6,789.3 |
|