| 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 |
10,140 |
10,130 |
-10 |
-0.1% |
9,745 |
| High |
10,155 |
10,180 |
25 |
0.2% |
10,165 |
| Low |
10,020 |
9,995 |
-25 |
-0.2% |
9,675 |
| Close |
10,105 |
10,105 |
0 |
0.0% |
10,105 |
| Range |
135 |
185 |
50 |
37.0% |
490 |
| ATR |
176 |
177 |
1 |
0.4% |
0 |
| Volume |
7,490 |
15,795 |
8,305 |
110.9% |
60,106 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,648 |
10,562 |
10,207 |
|
| R3 |
10,463 |
10,377 |
10,156 |
|
| R2 |
10,278 |
10,278 |
10,139 |
|
| R1 |
10,192 |
10,192 |
10,122 |
10,143 |
| PP |
10,093 |
10,093 |
10,093 |
10,069 |
| S1 |
10,007 |
10,007 |
10,088 |
9,958 |
| S2 |
9,908 |
9,908 |
10,071 |
|
| S3 |
9,723 |
9,822 |
10,054 |
|
| S4 |
9,538 |
9,637 |
10,003 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,452 |
11,268 |
10,375 |
|
| R3 |
10,962 |
10,778 |
10,240 |
|
| R2 |
10,472 |
10,472 |
10,195 |
|
| R1 |
10,288 |
10,288 |
10,150 |
10,380 |
| PP |
9,982 |
9,982 |
9,982 |
10,028 |
| S1 |
9,798 |
9,798 |
10,060 |
9,890 |
| S2 |
9,492 |
9,492 |
10,015 |
|
| S3 |
9,002 |
9,308 |
9,970 |
|
| S4 |
8,512 |
8,818 |
9,836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,180 |
9,675 |
505 |
5.0% |
217 |
2.1% |
85% |
True |
False |
12,826 |
| 10 |
10,180 |
9,660 |
520 |
5.1% |
186 |
1.8% |
86% |
True |
False |
12,567 |
| 20 |
10,180 |
9,075 |
1,105 |
10.9% |
171 |
1.7% |
93% |
True |
False |
10,811 |
| 40 |
10,180 |
9,075 |
1,105 |
10.9% |
170 |
1.7% |
93% |
True |
False |
10,066 |
| 60 |
10,180 |
8,775 |
1,405 |
13.9% |
174 |
1.7% |
95% |
True |
False |
9,002 |
| 80 |
10,180 |
8,775 |
1,405 |
13.9% |
144 |
1.4% |
95% |
True |
False |
6,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,966 |
|
2.618 |
10,664 |
|
1.618 |
10,479 |
|
1.000 |
10,365 |
|
0.618 |
10,294 |
|
HIGH |
10,180 |
|
0.618 |
10,109 |
|
0.500 |
10,088 |
|
0.382 |
10,066 |
|
LOW |
9,995 |
|
0.618 |
9,881 |
|
1.000 |
9,810 |
|
1.618 |
9,696 |
|
2.618 |
9,511 |
|
4.250 |
9,209 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,099 |
10,069 |
| PP |
10,093 |
10,033 |
| S1 |
10,088 |
9,998 |
|