| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,852.0 |
-21.0 |
-0.7% |
2,860.0 |
| High |
2,879.0 |
2,859.0 |
-20.0 |
-0.7% |
2,887.0 |
| Low |
2,826.0 |
2,812.0 |
-14.0 |
-0.5% |
2,796.0 |
| Close |
2,842.0 |
2,828.0 |
-14.0 |
-0.5% |
2,861.0 |
| Range |
53.0 |
47.0 |
-6.0 |
-11.3% |
91.0 |
| ATR |
48.4 |
48.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,424,197 |
1,596,274 |
172,077 |
12.1% |
4,691,834 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.0 |
2,948.0 |
2,853.9 |
|
| R3 |
2,927.0 |
2,901.0 |
2,840.9 |
|
| R2 |
2,880.0 |
2,880.0 |
2,836.6 |
|
| R1 |
2,854.0 |
2,854.0 |
2,832.3 |
2,843.5 |
| PP |
2,833.0 |
2,833.0 |
2,833.0 |
2,827.8 |
| S1 |
2,807.0 |
2,807.0 |
2,823.7 |
2,796.5 |
| S2 |
2,786.0 |
2,786.0 |
2,819.4 |
|
| S3 |
2,739.0 |
2,760.0 |
2,815.1 |
|
| S4 |
2,692.0 |
2,713.0 |
2,802.2 |
|
|
| 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 |
2,812.0 |
86.0 |
3.0% |
43.8 |
1.5% |
19% |
False |
True |
1,111,997 |
| 10 |
2,898.0 |
2,796.0 |
102.0 |
3.6% |
47.0 |
1.7% |
31% |
False |
False |
1,005,865 |
| 20 |
2,898.0 |
2,796.0 |
102.0 |
3.6% |
44.2 |
1.6% |
31% |
False |
False |
912,180 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.1% |
50.4 |
1.8% |
69% |
False |
False |
978,070 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
49.1 |
1.7% |
81% |
False |
False |
723,633 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
49.3 |
1.7% |
81% |
False |
False |
543,138 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
51.9 |
1.8% |
83% |
False |
False |
434,921 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.8% |
53.3 |
1.9% |
84% |
False |
False |
363,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,058.8 |
|
2.618 |
2,982.0 |
|
1.618 |
2,935.0 |
|
1.000 |
2,906.0 |
|
0.618 |
2,888.0 |
|
HIGH |
2,859.0 |
|
0.618 |
2,841.0 |
|
0.500 |
2,835.5 |
|
0.382 |
2,830.0 |
|
LOW |
2,812.0 |
|
0.618 |
2,783.0 |
|
1.000 |
2,765.0 |
|
1.618 |
2,736.0 |
|
2.618 |
2,689.0 |
|
4.250 |
2,612.3 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.5 |
2,855.0 |
| PP |
2,833.0 |
2,846.0 |
| S1 |
2,830.5 |
2,837.0 |
|