| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,860.0 |
2,873.0 |
13.0 |
0.5% |
2,860.0 |
| High |
2,898.0 |
2,879.0 |
-19.0 |
-0.7% |
2,887.0 |
| Low |
2,850.0 |
2,826.0 |
-24.0 |
-0.8% |
2,796.0 |
| Close |
2,884.0 |
2,842.0 |
-42.0 |
-1.5% |
2,861.0 |
| Range |
48.0 |
53.0 |
5.0 |
10.4% |
91.0 |
| ATR |
47.6 |
48.4 |
0.7 |
1.6% |
0.0 |
| Volume |
1,183,434 |
1,424,197 |
240,763 |
20.3% |
4,691,834 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.0 |
2,978.0 |
2,871.2 |
|
| R3 |
2,955.0 |
2,925.0 |
2,856.6 |
|
| R2 |
2,902.0 |
2,902.0 |
2,851.7 |
|
| R1 |
2,872.0 |
2,872.0 |
2,846.9 |
2,860.5 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,843.3 |
| S1 |
2,819.0 |
2,819.0 |
2,837.1 |
2,807.5 |
| S2 |
2,796.0 |
2,796.0 |
2,832.3 |
|
| S3 |
2,743.0 |
2,766.0 |
2,827.4 |
|
| S4 |
2,690.0 |
2,713.0 |
2,812.9 |
|
|
| 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 |
2,826.0 |
72.0 |
2.5% |
43.4 |
1.5% |
22% |
False |
True |
792,742 |
| 10 |
2,898.0 |
2,796.0 |
102.0 |
3.6% |
45.7 |
1.6% |
45% |
False |
False |
947,195 |
| 20 |
2,898.0 |
2,796.0 |
102.0 |
3.6% |
43.7 |
1.5% |
45% |
False |
False |
896,332 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.0% |
49.9 |
1.8% |
75% |
False |
False |
965,590 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
49.9 |
1.8% |
84% |
False |
False |
697,068 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.0 |
1.8% |
84% |
False |
False |
523,230 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
52.3 |
1.8% |
87% |
False |
False |
418,971 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.8% |
53.7 |
1.9% |
88% |
False |
False |
350,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,104.3 |
|
2.618 |
3,017.8 |
|
1.618 |
2,964.8 |
|
1.000 |
2,932.0 |
|
0.618 |
2,911.8 |
|
HIGH |
2,879.0 |
|
0.618 |
2,858.8 |
|
0.500 |
2,852.5 |
|
0.382 |
2,846.2 |
|
LOW |
2,826.0 |
|
0.618 |
2,793.2 |
|
1.000 |
2,773.0 |
|
1.618 |
2,740.2 |
|
2.618 |
2,687.2 |
|
4.250 |
2,600.8 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.5 |
2,862.0 |
| PP |
2,849.0 |
2,855.3 |
| S1 |
2,845.5 |
2,848.7 |
|