| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,359.8 |
1,341.0 |
-18.8 |
-1.4% |
1,397.0 |
| High |
1,364.3 |
1,344.6 |
-19.7 |
-1.4% |
1,424.3 |
| Low |
1,329.0 |
1,330.1 |
1.1 |
0.1% |
1,359.3 |
| Close |
1,338.4 |
1,336.9 |
-1.5 |
-0.1% |
1,365.5 |
| Range |
35.3 |
14.5 |
-20.8 |
-58.9% |
65.0 |
| ATR |
27.6 |
26.6 |
-0.9 |
-3.4% |
0.0 |
| Volume |
279,735 |
157,554 |
-122,181 |
-43.7% |
1,165,576 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,380.7 |
1,373.3 |
1,344.9 |
|
| R3 |
1,366.2 |
1,358.8 |
1,340.9 |
|
| R2 |
1,351.7 |
1,351.7 |
1,339.6 |
|
| R1 |
1,344.3 |
1,344.3 |
1,338.2 |
1,340.8 |
| PP |
1,337.2 |
1,337.2 |
1,337.2 |
1,335.4 |
| S1 |
1,329.8 |
1,329.8 |
1,335.6 |
1,326.3 |
| S2 |
1,322.7 |
1,322.7 |
1,334.2 |
|
| S3 |
1,308.2 |
1,315.3 |
1,332.9 |
|
| S4 |
1,293.7 |
1,300.8 |
1,328.9 |
|
|
| 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% |
28.7 |
2.1% |
9% |
False |
False |
213,365 |
| 10 |
1,424.3 |
1,329.0 |
95.3 |
7.1% |
30.9 |
2.3% |
8% |
False |
False |
222,984 |
| 20 |
1,424.3 |
1,315.6 |
108.7 |
8.1% |
26.5 |
2.0% |
20% |
False |
False |
188,411 |
| 40 |
1,424.3 |
1,276.2 |
148.1 |
11.1% |
23.2 |
1.7% |
41% |
False |
False |
165,461 |
| 60 |
1,424.3 |
1,230.9 |
193.4 |
14.5% |
19.9 |
1.5% |
55% |
False |
False |
141,884 |
| 80 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.4 |
1.4% |
67% |
False |
False |
129,862 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.7 |
1.4% |
67% |
False |
False |
108,968 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.8% |
18.9 |
1.4% |
67% |
False |
False |
91,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,406.2 |
|
2.618 |
1,382.6 |
|
1.618 |
1,368.1 |
|
1.000 |
1,359.1 |
|
0.618 |
1,353.6 |
|
HIGH |
1,344.6 |
|
0.618 |
1,339.1 |
|
0.500 |
1,337.4 |
|
0.382 |
1,335.6 |
|
LOW |
1,330.1 |
|
0.618 |
1,321.1 |
|
1.000 |
1,315.6 |
|
1.618 |
1,306.6 |
|
2.618 |
1,292.1 |
|
4.250 |
1,268.5 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.4 |
1,352.8 |
| PP |
1,337.2 |
1,347.5 |
| S1 |
1,337.1 |
1,342.2 |
|