| 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 |
11,012 |
11,135 |
123 |
1.1% |
11,229 |
| High |
11,175 |
11,189 |
14 |
0.1% |
11,244 |
| Low |
10,985 |
11,029 |
44 |
0.4% |
10,968 |
| Close |
11,155 |
11,030 |
-125 |
-1.1% |
11,030 |
| Range |
190 |
160 |
-30 |
-15.8% |
276 |
| ATR |
147 |
148 |
1 |
0.6% |
0 |
| Volume |
104,539 |
60,610 |
-43,929 |
-42.0% |
418,021 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,563 |
11,456 |
11,118 |
|
| R3 |
11,403 |
11,296 |
11,074 |
|
| R2 |
11,243 |
11,243 |
11,059 |
|
| R1 |
11,136 |
11,136 |
11,045 |
11,110 |
| PP |
11,083 |
11,083 |
11,083 |
11,069 |
| S1 |
10,976 |
10,976 |
11,015 |
10,950 |
| S2 |
10,923 |
10,923 |
11,001 |
|
| S3 |
10,763 |
10,816 |
10,986 |
|
| S4 |
10,603 |
10,656 |
10,942 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,909 |
11,745 |
11,182 |
|
| R3 |
11,633 |
11,469 |
11,106 |
|
| R2 |
11,357 |
11,357 |
11,081 |
|
| R1 |
11,193 |
11,193 |
11,055 |
11,137 |
| PP |
11,081 |
11,081 |
11,081 |
11,053 |
| S1 |
10,917 |
10,917 |
11,005 |
10,861 |
| S2 |
10,805 |
10,805 |
10,980 |
|
| S3 |
10,529 |
10,641 |
10,954 |
|
| S4 |
10,253 |
10,365 |
10,878 |
|
|
| 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% |
171 |
1.6% |
22% |
False |
False |
101,158 |
| 10 |
11,251 |
10,947 |
304 |
2.8% |
160 |
1.4% |
27% |
False |
False |
114,988 |
| 20 |
11,431 |
10,947 |
484 |
4.4% |
143 |
1.3% |
17% |
False |
False |
115,640 |
| 40 |
11,431 |
10,638 |
793 |
7.2% |
141 |
1.3% |
49% |
False |
False |
121,903 |
| 60 |
11,431 |
10,166 |
1,265 |
11.5% |
136 |
1.2% |
68% |
False |
False |
115,683 |
| 80 |
11,431 |
9,844 |
1,587 |
14.4% |
145 |
1.3% |
75% |
False |
False |
86,815 |
| 100 |
11,431 |
9,844 |
1,587 |
14.4% |
147 |
1.3% |
75% |
False |
False |
69,466 |
| 120 |
11,431 |
9,452 |
1,979 |
17.9% |
147 |
1.3% |
80% |
False |
False |
57,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,869 |
|
2.618 |
11,608 |
|
1.618 |
11,448 |
|
1.000 |
11,349 |
|
0.618 |
11,288 |
|
HIGH |
11,189 |
|
0.618 |
11,128 |
|
0.500 |
11,109 |
|
0.382 |
11,090 |
|
LOW |
11,029 |
|
0.618 |
10,930 |
|
1.000 |
10,869 |
|
1.618 |
10,770 |
|
2.618 |
10,610 |
|
4.250 |
10,349 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,109 |
11,079 |
| PP |
11,083 |
11,062 |
| S1 |
11,056 |
11,046 |
|