| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,359.9 |
1,368.0 |
8.1 |
0.6% |
1,371.5 |
| High |
1,369.4 |
1,385.0 |
15.6 |
1.1% |
1,378.5 |
| Low |
1,350.0 |
1,357.6 |
7.6 |
0.6% |
1,331.1 |
| Close |
1,359.9 |
1,379.7 |
19.8 |
1.5% |
1,354.4 |
| Range |
19.4 |
27.4 |
8.0 |
41.2% |
47.4 |
| ATR |
25.0 |
25.2 |
0.2 |
0.7% |
0.0 |
| Volume |
22,803 |
46,266 |
23,463 |
102.9% |
155,164 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.3 |
1,445.4 |
1,394.8 |
|
| R3 |
1,428.9 |
1,418.0 |
1,387.2 |
|
| R2 |
1,401.5 |
1,401.5 |
1,384.7 |
|
| R1 |
1,390.6 |
1,390.6 |
1,382.2 |
1,396.1 |
| PP |
1,374.1 |
1,374.1 |
1,374.1 |
1,376.8 |
| S1 |
1,363.2 |
1,363.2 |
1,377.2 |
1,368.7 |
| S2 |
1,346.7 |
1,346.7 |
1,374.7 |
|
| S3 |
1,319.3 |
1,335.8 |
1,372.2 |
|
| S4 |
1,291.9 |
1,308.4 |
1,364.6 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.9 |
1,473.0 |
1,380.5 |
|
| R3 |
1,449.5 |
1,425.6 |
1,367.4 |
|
| R2 |
1,402.1 |
1,402.1 |
1,363.1 |
|
| R1 |
1,378.2 |
1,378.2 |
1,358.7 |
1,366.5 |
| PP |
1,354.7 |
1,354.7 |
1,354.7 |
1,348.8 |
| S1 |
1,330.8 |
1,330.8 |
1,350.1 |
1,319.1 |
| S2 |
1,307.3 |
1,307.3 |
1,345.7 |
|
| S3 |
1,259.9 |
1,283.4 |
1,341.4 |
|
| S4 |
1,212.5 |
1,236.0 |
1,328.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,385.0 |
1,333.0 |
52.0 |
3.8% |
20.9 |
1.5% |
90% |
True |
False |
33,934 |
| 10 |
1,419.4 |
1,331.1 |
88.3 |
6.4% |
25.8 |
1.9% |
55% |
False |
False |
30,767 |
| 20 |
1,426.0 |
1,321.1 |
104.9 |
7.6% |
26.5 |
1.9% |
56% |
False |
False |
21,330 |
| 40 |
1,426.0 |
1,299.6 |
126.4 |
9.2% |
23.2 |
1.7% |
63% |
False |
False |
12,991 |
| 60 |
1,426.0 |
1,236.7 |
189.3 |
13.7% |
19.5 |
1.4% |
76% |
False |
False |
9,112 |
| 80 |
1,426.0 |
1,186.0 |
240.0 |
17.4% |
17.1 |
1.2% |
81% |
False |
False |
7,145 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.1% |
15.7 |
1.1% |
82% |
False |
False |
5,869 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.1% |
15.3 |
1.1% |
82% |
False |
False |
5,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,501.5 |
|
2.618 |
1,456.7 |
|
1.618 |
1,429.3 |
|
1.000 |
1,412.4 |
|
0.618 |
1,401.9 |
|
HIGH |
1,385.0 |
|
0.618 |
1,374.5 |
|
0.500 |
1,371.3 |
|
0.382 |
1,368.1 |
|
LOW |
1,357.6 |
|
0.618 |
1,340.7 |
|
1.000 |
1,330.2 |
|
1.618 |
1,313.3 |
|
2.618 |
1,285.9 |
|
4.250 |
1,241.2 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,376.9 |
1,374.5 |
| PP |
1,374.1 |
1,369.3 |
| S1 |
1,371.3 |
1,364.1 |
|