| 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 |
9,865 |
10,100 |
235 |
2.4% |
10,130 |
| High |
10,155 |
10,205 |
50 |
0.5% |
10,205 |
| Low |
9,865 |
10,005 |
140 |
1.4% |
9,805 |
| Close |
10,145 |
10,020 |
-125 |
-1.2% |
10,020 |
| Range |
290 |
200 |
-90 |
-31.0% |
400 |
| ATR |
197 |
197 |
0 |
0.1% |
0 |
| Volume |
10,120 |
7,480 |
-2,640 |
-26.1% |
44,946 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,677 |
10,548 |
10,130 |
|
| R3 |
10,477 |
10,348 |
10,075 |
|
| R2 |
10,277 |
10,277 |
10,057 |
|
| R1 |
10,148 |
10,148 |
10,038 |
10,113 |
| PP |
10,077 |
10,077 |
10,077 |
10,059 |
| S1 |
9,948 |
9,948 |
10,002 |
9,913 |
| S2 |
9,877 |
9,877 |
9,983 |
|
| S3 |
9,677 |
9,748 |
9,965 |
|
| S4 |
9,477 |
9,548 |
9,910 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,210 |
11,015 |
10,240 |
|
| R3 |
10,810 |
10,615 |
10,130 |
|
| R2 |
10,410 |
10,410 |
10,093 |
|
| R1 |
10,215 |
10,215 |
10,057 |
10,113 |
| PP |
10,010 |
10,010 |
10,010 |
9,959 |
| S1 |
9,815 |
9,815 |
9,983 |
9,713 |
| S2 |
9,610 |
9,610 |
9,947 |
|
| S3 |
9,210 |
9,415 |
9,910 |
|
| S4 |
8,810 |
9,015 |
9,800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,205 |
9,805 |
400 |
4.0% |
234 |
2.3% |
54% |
True |
False |
10,487 |
| 10 |
10,205 |
9,660 |
545 |
5.4% |
231 |
2.3% |
66% |
True |
False |
11,427 |
| 20 |
10,205 |
9,075 |
1,130 |
11.3% |
195 |
1.9% |
84% |
True |
False |
11,094 |
| 40 |
10,205 |
9,075 |
1,130 |
11.3% |
180 |
1.8% |
84% |
True |
False |
9,899 |
| 60 |
10,205 |
8,990 |
1,215 |
12.1% |
179 |
1.8% |
85% |
True |
False |
9,437 |
| 80 |
10,205 |
8,775 |
1,430 |
14.3% |
154 |
1.5% |
87% |
True |
False |
7,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,055 |
|
2.618 |
10,729 |
|
1.618 |
10,529 |
|
1.000 |
10,405 |
|
0.618 |
10,329 |
|
HIGH |
10,205 |
|
0.618 |
10,129 |
|
0.500 |
10,105 |
|
0.382 |
10,082 |
|
LOW |
10,005 |
|
0.618 |
9,882 |
|
1.000 |
9,805 |
|
1.618 |
9,682 |
|
2.618 |
9,482 |
|
4.250 |
9,155 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,105 |
10,015 |
| PP |
10,077 |
10,010 |
| S1 |
10,048 |
10,005 |
|