| 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 |
1,194.50 |
1,190.75 |
-3.75 |
-0.3% |
1,189.50 |
| High |
1,201.00 |
1,192.25 |
-8.75 |
-0.7% |
1,200.25 |
| Low |
1,177.75 |
1,169.75 |
-8.00 |
-0.7% |
1,165.75 |
| Close |
1,192.75 |
1,173.00 |
-19.75 |
-1.7% |
1,193.00 |
| Range |
23.25 |
22.50 |
-0.75 |
-3.2% |
34.50 |
| ATR |
15.91 |
16.42 |
0.51 |
3.2% |
0.00 |
| Volume |
6,421 |
11,795 |
5,374 |
83.7% |
21,406 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.75 |
1,232.00 |
1,185.50 |
|
| R3 |
1,223.25 |
1,209.50 |
1,179.25 |
|
| R2 |
1,200.75 |
1,200.75 |
1,177.00 |
|
| R1 |
1,187.00 |
1,187.00 |
1,175.00 |
1,182.50 |
| PP |
1,178.25 |
1,178.25 |
1,178.25 |
1,176.25 |
| S1 |
1,164.50 |
1,164.50 |
1,171.00 |
1,160.00 |
| S2 |
1,155.75 |
1,155.75 |
1,169.00 |
|
| S3 |
1,133.25 |
1,142.00 |
1,166.75 |
|
| S4 |
1,110.75 |
1,119.50 |
1,160.50 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.75 |
1,276.00 |
1,212.00 |
|
| R3 |
1,255.25 |
1,241.50 |
1,202.50 |
|
| R2 |
1,220.75 |
1,220.75 |
1,199.25 |
|
| R1 |
1,207.00 |
1,207.00 |
1,196.25 |
1,214.00 |
| PP |
1,186.25 |
1,186.25 |
1,186.25 |
1,189.75 |
| S1 |
1,172.50 |
1,172.50 |
1,189.75 |
1,179.50 |
| S2 |
1,151.75 |
1,151.75 |
1,186.75 |
|
| S3 |
1,117.25 |
1,138.00 |
1,183.50 |
|
| S4 |
1,082.75 |
1,103.50 |
1,174.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,201.00 |
1,168.50 |
32.50 |
2.8% |
17.50 |
1.5% |
14% |
False |
False |
6,929 |
| 10 |
1,211.50 |
1,165.75 |
45.75 |
3.9% |
16.75 |
1.4% |
16% |
False |
False |
4,746 |
| 20 |
1,219.25 |
1,163.00 |
56.25 |
4.8% |
15.75 |
1.4% |
18% |
False |
False |
3,556 |
| 40 |
1,219.25 |
1,122.00 |
97.25 |
8.3% |
15.50 |
1.3% |
52% |
False |
False |
2,361 |
| 60 |
1,219.25 |
1,029.00 |
190.25 |
16.2% |
15.50 |
1.3% |
76% |
False |
False |
1,705 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.50 |
1.3% |
76% |
False |
False |
1,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,288.00 |
|
2.618 |
1,251.25 |
|
1.618 |
1,228.75 |
|
1.000 |
1,214.75 |
|
0.618 |
1,206.25 |
|
HIGH |
1,192.25 |
|
0.618 |
1,183.75 |
|
0.500 |
1,181.00 |
|
0.382 |
1,178.25 |
|
LOW |
1,169.75 |
|
0.618 |
1,155.75 |
|
1.000 |
1,147.25 |
|
1.618 |
1,133.25 |
|
2.618 |
1,110.75 |
|
4.250 |
1,074.00 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.00 |
1,185.50 |
| PP |
1,178.25 |
1,181.25 |
| S1 |
1,175.75 |
1,177.00 |
|