| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,860.0 |
1.0 |
0.0% |
2,860.0 |
| High |
2,875.0 |
2,898.0 |
23.0 |
0.8% |
2,887.0 |
| Low |
2,844.0 |
2,850.0 |
6.0 |
0.2% |
2,796.0 |
| Close |
2,862.0 |
2,884.0 |
22.0 |
0.8% |
2,861.0 |
| Range |
31.0 |
48.0 |
17.0 |
54.8% |
91.0 |
| ATR |
47.6 |
47.6 |
0.0 |
0.1% |
0.0 |
| Volume |
0 |
1,183,434 |
1,183,434 |
|
4,691,834 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.3 |
3,000.7 |
2,910.4 |
|
| R3 |
2,973.3 |
2,952.7 |
2,897.2 |
|
| R2 |
2,925.3 |
2,925.3 |
2,892.8 |
|
| R1 |
2,904.7 |
2,904.7 |
2,888.4 |
2,915.0 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,882.5 |
| S1 |
2,856.7 |
2,856.7 |
2,879.6 |
2,867.0 |
| S2 |
2,829.3 |
2,829.3 |
2,875.2 |
|
| S3 |
2,781.3 |
2,808.7 |
2,870.8 |
|
| S4 |
2,733.3 |
2,760.7 |
2,857.6 |
|
|
| 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 |
2,898.0 |
2,808.0 |
90.0 |
3.1% |
43.6 |
1.5% |
84% |
True |
False |
752,611 |
| 10 |
2,898.0 |
2,796.0 |
102.0 |
3.5% |
44.9 |
1.6% |
86% |
True |
False |
929,712 |
| 20 |
2,898.0 |
2,770.0 |
128.0 |
4.4% |
44.6 |
1.5% |
89% |
True |
False |
825,122 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
7.9% |
49.5 |
1.7% |
94% |
True |
False |
954,820 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
12.5% |
49.6 |
1.7% |
96% |
True |
False |
673,336 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.5% |
50.2 |
1.7% |
96% |
True |
False |
505,523 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.5% |
52.2 |
1.8% |
97% |
True |
False |
404,736 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.5% |
53.9 |
1.9% |
97% |
True |
False |
338,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.0 |
|
2.618 |
3,023.7 |
|
1.618 |
2,975.7 |
|
1.000 |
2,946.0 |
|
0.618 |
2,927.7 |
|
HIGH |
2,898.0 |
|
0.618 |
2,879.7 |
|
0.500 |
2,874.0 |
|
0.382 |
2,868.3 |
|
LOW |
2,850.0 |
|
0.618 |
2,820.3 |
|
1.000 |
2,802.0 |
|
1.618 |
2,772.3 |
|
2.618 |
2,724.3 |
|
4.250 |
2,646.0 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.7 |
2,879.7 |
| PP |
2,877.3 |
2,875.3 |
| S1 |
2,874.0 |
2,871.0 |
|