| 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 |
11,173 |
11,229 |
56 |
0.5% |
11,151 |
| High |
11,192 |
11,244 |
52 |
0.5% |
11,246 |
| Low |
11,095 |
11,031 |
-64 |
-0.6% |
10,947 |
| Close |
11,179 |
11,165 |
-14 |
-0.1% |
11,179 |
| Range |
97 |
213 |
116 |
119.6% |
299 |
| ATR |
134 |
140 |
6 |
4.2% |
0 |
| Volume |
87,769 |
115,366 |
27,597 |
31.4% |
577,261 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,786 |
11,688 |
11,282 |
|
| R3 |
11,573 |
11,475 |
11,224 |
|
| R2 |
11,360 |
11,360 |
11,204 |
|
| R1 |
11,262 |
11,262 |
11,185 |
11,205 |
| PP |
11,147 |
11,147 |
11,147 |
11,118 |
| S1 |
11,049 |
11,049 |
11,146 |
10,992 |
| S2 |
10,934 |
10,934 |
11,126 |
|
| S3 |
10,721 |
10,836 |
11,107 |
|
| S4 |
10,508 |
10,623 |
11,048 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,021 |
11,899 |
11,344 |
|
| R3 |
11,722 |
11,600 |
11,261 |
|
| R2 |
11,423 |
11,423 |
11,234 |
|
| R1 |
11,301 |
11,301 |
11,207 |
11,362 |
| PP |
11,124 |
11,124 |
11,124 |
11,155 |
| S1 |
11,002 |
11,002 |
11,152 |
11,063 |
| S2 |
10,825 |
10,825 |
11,124 |
|
| S3 |
10,526 |
10,703 |
11,097 |
|
| S4 |
10,227 |
10,404 |
11,015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,244 |
10,947 |
297 |
2.7% |
157 |
1.4% |
73% |
True |
False |
115,848 |
| 10 |
11,400 |
10,947 |
453 |
4.1% |
141 |
1.3% |
48% |
False |
False |
121,249 |
| 20 |
11,431 |
10,947 |
484 |
4.3% |
136 |
1.2% |
45% |
False |
False |
118,751 |
| 40 |
11,431 |
10,638 |
793 |
7.1% |
138 |
1.2% |
66% |
False |
False |
126,151 |
| 60 |
11,431 |
9,844 |
1,587 |
14.2% |
138 |
1.2% |
83% |
False |
False |
110,669 |
| 80 |
11,431 |
9,844 |
1,587 |
14.2% |
142 |
1.3% |
83% |
False |
False |
83,034 |
| 100 |
11,431 |
9,452 |
1,979 |
17.7% |
150 |
1.3% |
87% |
False |
False |
66,442 |
| 120 |
11,431 |
9,452 |
1,979 |
17.7% |
145 |
1.3% |
87% |
False |
False |
55,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,149 |
|
2.618 |
11,802 |
|
1.618 |
11,589 |
|
1.000 |
11,457 |
|
0.618 |
11,376 |
|
HIGH |
11,244 |
|
0.618 |
11,163 |
|
0.500 |
11,138 |
|
0.382 |
11,112 |
|
LOW |
11,031 |
|
0.618 |
10,899 |
|
1.000 |
10,818 |
|
1.618 |
10,686 |
|
2.618 |
10,473 |
|
4.250 |
10,126 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,156 |
11,149 |
| PP |
11,147 |
11,133 |
| S1 |
11,138 |
11,118 |
|