| 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 |
11,201.66 |
11,177.60 |
-24.06 |
-0.2% |
11,194.02 |
| High |
11,206.05 |
11,180.17 |
-25.88 |
-0.2% |
11,280.90 |
| Low |
11,054.53 |
10,992.17 |
-62.36 |
-0.6% |
10,978.93 |
| Close |
11,178.58 |
11,036.37 |
-142.21 |
-1.3% |
11,203.55 |
| Range |
151.52 |
188.00 |
36.48 |
24.1% |
301.97 |
| ATR |
126.28 |
130.68 |
4.41 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,633.57 |
11,522.97 |
11,139.77 |
|
| R3 |
11,445.57 |
11,334.97 |
11,088.07 |
|
| R2 |
11,257.57 |
11,257.57 |
11,070.84 |
|
| R1 |
11,146.97 |
11,146.97 |
11,053.60 |
11,108.27 |
| PP |
11,069.57 |
11,069.57 |
11,069.57 |
11,050.22 |
| S1 |
10,958.97 |
10,958.97 |
11,019.14 |
10,920.27 |
| S2 |
10,881.57 |
10,881.57 |
11,001.90 |
|
| S3 |
10,693.57 |
10,770.97 |
10,984.67 |
|
| S4 |
10,505.57 |
10,582.97 |
10,932.97 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,060.37 |
11,933.93 |
11,369.63 |
|
| R3 |
11,758.40 |
11,631.96 |
11,286.59 |
|
| R2 |
11,456.43 |
11,456.43 |
11,258.91 |
|
| R1 |
11,329.99 |
11,329.99 |
11,231.23 |
11,393.21 |
| PP |
11,154.46 |
11,154.46 |
11,154.46 |
11,186.07 |
| S1 |
11,028.02 |
11,028.02 |
11,175.87 |
11,091.24 |
| S2 |
10,852.49 |
10,852.49 |
11,148.19 |
|
| S3 |
10,550.52 |
10,726.05 |
11,120.51 |
|
| S4 |
10,248.55 |
10,424.08 |
11,037.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,206.17 |
10,990.81 |
215.36 |
2.0% |
133.43 |
1.2% |
21% |
False |
False |
|
| 10 |
11,366.16 |
10,978.93 |
387.23 |
3.5% |
132.13 |
1.2% |
15% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.3% |
126.65 |
1.1% |
12% |
False |
False |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.7% |
124.39 |
1.1% |
44% |
False |
False |
|
| 60 |
11,451.53 |
9,941.84 |
1,509.69 |
13.7% |
122.00 |
1.1% |
73% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
126.06 |
1.1% |
73% |
False |
False |
|
| 100 |
11,451.53 |
9,659.01 |
1,792.52 |
16.2% |
133.55 |
1.2% |
77% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.6% |
139.36 |
1.3% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,979.17 |
|
2.618 |
11,672.35 |
|
1.618 |
11,484.35 |
|
1.000 |
11,368.17 |
|
0.618 |
11,296.35 |
|
HIGH |
11,180.17 |
|
0.618 |
11,108.35 |
|
0.500 |
11,086.17 |
|
0.382 |
11,063.99 |
|
LOW |
10,992.17 |
|
0.618 |
10,875.99 |
|
1.000 |
10,804.17 |
|
1.618 |
10,687.99 |
|
2.618 |
10,499.99 |
|
4.250 |
10,193.17 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,086.17 |
11,099.17 |
| PP |
11,069.57 |
11,078.24 |
| S1 |
11,052.97 |
11,057.30 |
|