| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,859.0 |
-18.0 |
-0.6% |
2,860.0 |
| High |
2,886.0 |
2,875.0 |
-11.0 |
-0.4% |
2,887.0 |
| Low |
2,846.0 |
2,844.0 |
-2.0 |
-0.1% |
2,796.0 |
| Close |
2,861.0 |
2,862.0 |
1.0 |
0.0% |
2,861.0 |
| Range |
40.0 |
31.0 |
-9.0 |
-22.5% |
91.0 |
| ATR |
48.9 |
47.6 |
-1.3 |
-2.6% |
0.0 |
| Volume |
1,356,081 |
0 |
-1,356,081 |
-100.0% |
4,691,834 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.3 |
2,938.7 |
2,879.1 |
|
| R3 |
2,922.3 |
2,907.7 |
2,870.5 |
|
| R2 |
2,891.3 |
2,891.3 |
2,867.7 |
|
| R1 |
2,876.7 |
2,876.7 |
2,864.8 |
2,884.0 |
| PP |
2,860.3 |
2,860.3 |
2,860.3 |
2,864.0 |
| S1 |
2,845.7 |
2,845.7 |
2,859.2 |
2,853.0 |
| S2 |
2,829.3 |
2,829.3 |
2,856.3 |
|
| S3 |
2,798.3 |
2,814.7 |
2,853.5 |
|
| S4 |
2,767.3 |
2,783.7 |
2,845.0 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,082.0 |
2,911.1 |
|
| R3 |
3,030.0 |
2,991.0 |
2,886.0 |
|
| R2 |
2,939.0 |
2,939.0 |
2,877.7 |
|
| R1 |
2,900.0 |
2,900.0 |
2,869.3 |
2,919.5 |
| PP |
2,848.0 |
2,848.0 |
2,848.0 |
2,857.8 |
| S1 |
2,809.0 |
2,809.0 |
2,852.7 |
2,828.5 |
| S2 |
2,757.0 |
2,757.0 |
2,844.3 |
|
| S3 |
2,666.0 |
2,718.0 |
2,836.0 |
|
| S4 |
2,575.0 |
2,627.0 |
2,811.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,808.0 |
79.0 |
2.8% |
42.8 |
1.5% |
68% |
False |
False |
695,059 |
| 10 |
2,887.0 |
2,796.0 |
91.0 |
3.2% |
43.6 |
1.5% |
73% |
False |
False |
917,250 |
| 20 |
2,890.0 |
2,733.0 |
157.0 |
5.5% |
44.5 |
1.6% |
82% |
False |
False |
825,069 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
49.1 |
1.7% |
87% |
False |
False |
949,713 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
49.4 |
1.7% |
92% |
False |
False |
653,617 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
50.5 |
1.8% |
92% |
False |
False |
490,733 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.3% |
52.4 |
1.8% |
93% |
False |
False |
392,921 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.3% |
54.1 |
1.9% |
94% |
False |
False |
328,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,006.8 |
|
2.618 |
2,956.2 |
|
1.618 |
2,925.2 |
|
1.000 |
2,906.0 |
|
0.618 |
2,894.2 |
|
HIGH |
2,875.0 |
|
0.618 |
2,863.2 |
|
0.500 |
2,859.5 |
|
0.382 |
2,855.8 |
|
LOW |
2,844.0 |
|
0.618 |
2,824.8 |
|
1.000 |
2,813.0 |
|
1.618 |
2,793.8 |
|
2.618 |
2,762.8 |
|
4.250 |
2,712.3 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.2 |
2,864.5 |
| PP |
2,860.3 |
2,863.7 |
| S1 |
2,859.5 |
2,862.8 |
|