| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,371.0 |
1,359.8 |
-11.2 |
-0.8% |
1,397.0 |
| High |
1,376.6 |
1,364.3 |
-12.3 |
-0.9% |
1,424.3 |
| Low |
1,354.8 |
1,329.0 |
-25.8 |
-1.9% |
1,359.3 |
| Close |
1,368.5 |
1,338.4 |
-30.1 |
-2.2% |
1,365.5 |
| Range |
21.8 |
35.3 |
13.5 |
61.9% |
65.0 |
| ATR |
26.7 |
27.6 |
0.9 |
3.4% |
0.0 |
| Volume |
185,141 |
279,735 |
94,594 |
51.1% |
1,165,576 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.8 |
1,429.4 |
1,357.8 |
|
| R3 |
1,414.5 |
1,394.1 |
1,348.1 |
|
| R2 |
1,379.2 |
1,379.2 |
1,344.9 |
|
| R1 |
1,358.8 |
1,358.8 |
1,341.6 |
1,351.4 |
| PP |
1,343.9 |
1,343.9 |
1,343.9 |
1,340.2 |
| S1 |
1,323.5 |
1,323.5 |
1,335.2 |
1,316.1 |
| S2 |
1,308.6 |
1,308.6 |
1,331.9 |
|
| S3 |
1,273.3 |
1,288.2 |
1,328.7 |
|
| S4 |
1,238.0 |
1,252.9 |
1,319.0 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.0 |
1,536.8 |
1,401.3 |
|
| R3 |
1,513.0 |
1,471.8 |
1,383.4 |
|
| R2 |
1,448.0 |
1,448.0 |
1,377.4 |
|
| R1 |
1,406.8 |
1,406.8 |
1,371.5 |
1,394.9 |
| PP |
1,383.0 |
1,383.0 |
1,383.0 |
1,377.1 |
| S1 |
1,341.8 |
1,341.8 |
1,359.5 |
1,329.9 |
| S2 |
1,318.0 |
1,318.0 |
1,353.6 |
|
| S3 |
1,253.0 |
1,276.8 |
1,347.6 |
|
| S4 |
1,188.0 |
1,211.8 |
1,329.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,417.6 |
1,329.0 |
88.6 |
6.6% |
31.1 |
2.3% |
11% |
False |
True |
233,735 |
| 10 |
1,424.3 |
1,325.5 |
98.8 |
7.4% |
33.4 |
2.5% |
13% |
False |
False |
231,539 |
| 20 |
1,424.3 |
1,315.6 |
108.7 |
8.1% |
26.6 |
2.0% |
21% |
False |
False |
188,007 |
| 40 |
1,424.3 |
1,276.2 |
148.1 |
11.1% |
23.1 |
1.7% |
42% |
False |
False |
164,410 |
| 60 |
1,424.3 |
1,211.7 |
212.6 |
15.9% |
20.1 |
1.5% |
60% |
False |
False |
141,430 |
| 80 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.6 |
1.4% |
68% |
False |
False |
129,237 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.9 |
1.4% |
68% |
False |
False |
107,416 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.9 |
1.4% |
68% |
False |
False |
90,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,514.3 |
|
2.618 |
1,456.7 |
|
1.618 |
1,421.4 |
|
1.000 |
1,399.6 |
|
0.618 |
1,386.1 |
|
HIGH |
1,364.3 |
|
0.618 |
1,350.8 |
|
0.500 |
1,346.7 |
|
0.382 |
1,342.5 |
|
LOW |
1,329.0 |
|
0.618 |
1,307.2 |
|
1.000 |
1,293.7 |
|
1.618 |
1,271.9 |
|
2.618 |
1,236.6 |
|
4.250 |
1,179.0 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,346.7 |
1,369.5 |
| PP |
1,343.9 |
1,359.1 |
| S1 |
1,341.2 |
1,348.8 |
|