| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,341.0 |
1,336.0 |
-5.0 |
-0.4% |
1,397.0 |
| High |
1,344.6 |
1,359.0 |
14.4 |
1.1% |
1,424.3 |
| Low |
1,330.1 |
1,334.0 |
3.9 |
0.3% |
1,359.3 |
| Close |
1,336.9 |
1,353.0 |
16.1 |
1.2% |
1,365.5 |
| Range |
14.5 |
25.0 |
10.5 |
72.4% |
65.0 |
| ATR |
26.6 |
26.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
157,554 |
178,394 |
20,840 |
13.2% |
1,165,576 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,423.7 |
1,413.3 |
1,366.8 |
|
| R3 |
1,398.7 |
1,388.3 |
1,359.9 |
|
| R2 |
1,373.7 |
1,373.7 |
1,357.6 |
|
| R1 |
1,363.3 |
1,363.3 |
1,355.3 |
1,368.5 |
| PP |
1,348.7 |
1,348.7 |
1,348.7 |
1,351.3 |
| S1 |
1,338.3 |
1,338.3 |
1,350.7 |
1,343.5 |
| S2 |
1,323.7 |
1,323.7 |
1,348.4 |
|
| S3 |
1,298.7 |
1,313.3 |
1,346.1 |
|
| S4 |
1,273.7 |
1,288.3 |
1,339.3 |
|
|
| 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 |
1,410.0 |
1,329.0 |
81.0 |
6.0% |
29.5 |
2.2% |
30% |
False |
False |
216,336 |
| 10 |
1,424.3 |
1,329.0 |
95.3 |
7.0% |
28.8 |
2.1% |
25% |
False |
False |
218,453 |
| 20 |
1,424.3 |
1,315.6 |
108.7 |
8.0% |
26.1 |
1.9% |
34% |
False |
False |
187,419 |
| 40 |
1,424.3 |
1,276.2 |
148.1 |
10.9% |
23.6 |
1.7% |
52% |
False |
False |
167,502 |
| 60 |
1,424.3 |
1,233.5 |
190.8 |
14.1% |
20.1 |
1.5% |
63% |
False |
False |
143,214 |
| 80 |
1,424.3 |
1,161.6 |
262.7 |
19.4% |
18.6 |
1.4% |
73% |
False |
False |
130,631 |
| 100 |
1,424.3 |
1,159.3 |
265.0 |
19.6% |
18.8 |
1.4% |
73% |
False |
False |
110,718 |
| 120 |
1,424.3 |
1,159.3 |
265.0 |
19.6% |
19.0 |
1.4% |
73% |
False |
False |
93,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,465.3 |
|
2.618 |
1,424.5 |
|
1.618 |
1,399.5 |
|
1.000 |
1,384.0 |
|
0.618 |
1,374.5 |
|
HIGH |
1,359.0 |
|
0.618 |
1,349.5 |
|
0.500 |
1,346.5 |
|
0.382 |
1,343.6 |
|
LOW |
1,334.0 |
|
0.618 |
1,318.6 |
|
1.000 |
1,309.0 |
|
1.618 |
1,293.6 |
|
2.618 |
1,268.6 |
|
4.250 |
1,227.8 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.8 |
1,350.9 |
| PP |
1,348.7 |
1,348.8 |
| S1 |
1,346.5 |
1,346.7 |
|