| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,163 |
11,012 |
-151 |
-1.4% |
11,151 |
| High |
11,163 |
11,175 |
12 |
0.1% |
11,246 |
| Low |
10,968 |
10,985 |
17 |
0.2% |
10,947 |
| Close |
11,014 |
11,155 |
141 |
1.3% |
11,179 |
| Range |
195 |
190 |
-5 |
-2.6% |
299 |
| ATR |
144 |
147 |
3 |
2.3% |
0 |
| Volume |
137,506 |
104,539 |
-32,967 |
-24.0% |
577,261 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,675 |
11,605 |
11,260 |
|
| R3 |
11,485 |
11,415 |
11,207 |
|
| R2 |
11,295 |
11,295 |
11,190 |
|
| R1 |
11,225 |
11,225 |
11,173 |
11,260 |
| PP |
11,105 |
11,105 |
11,105 |
11,123 |
| S1 |
11,035 |
11,035 |
11,138 |
11,070 |
| S2 |
10,915 |
10,915 |
11,120 |
|
| S3 |
10,725 |
10,845 |
11,103 |
|
| S4 |
10,535 |
10,655 |
11,051 |
|
|
| 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 |
10,968 |
276 |
2.5% |
177 |
1.6% |
68% |
False |
False |
110,718 |
| 10 |
11,309 |
10,947 |
362 |
3.2% |
155 |
1.4% |
57% |
False |
False |
119,994 |
| 20 |
11,431 |
10,947 |
484 |
4.3% |
141 |
1.3% |
43% |
False |
False |
118,874 |
| 40 |
11,431 |
10,638 |
793 |
7.1% |
142 |
1.3% |
65% |
False |
False |
125,041 |
| 60 |
11,431 |
9,955 |
1,476 |
13.2% |
138 |
1.2% |
81% |
False |
False |
114,681 |
| 80 |
11,431 |
9,844 |
1,587 |
14.2% |
144 |
1.3% |
83% |
False |
False |
86,058 |
| 100 |
11,431 |
9,557 |
1,874 |
16.8% |
149 |
1.3% |
85% |
False |
False |
68,860 |
| 120 |
11,431 |
9,452 |
1,979 |
17.7% |
147 |
1.3% |
86% |
False |
False |
57,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,983 |
|
2.618 |
11,673 |
|
1.618 |
11,483 |
|
1.000 |
11,365 |
|
0.618 |
11,293 |
|
HIGH |
11,175 |
|
0.618 |
11,103 |
|
0.500 |
11,080 |
|
0.382 |
11,058 |
|
LOW |
10,985 |
|
0.618 |
10,868 |
|
1.000 |
10,795 |
|
1.618 |
10,678 |
|
2.618 |
10,488 |
|
4.250 |
10,178 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,130 |
11,139 |
| PP |
11,105 |
11,122 |
| S1 |
11,080 |
11,106 |
|