| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,852.0 |
2,800.0 |
-52.0 |
-1.8% |
2,859.0 |
| High |
2,859.0 |
2,839.0 |
-20.0 |
-0.7% |
2,898.0 |
| Low |
2,812.0 |
2,763.0 |
-49.0 |
-1.7% |
2,763.0 |
| Close |
2,828.0 |
2,821.0 |
-7.0 |
-0.2% |
2,821.0 |
| Range |
47.0 |
76.0 |
29.0 |
61.7% |
135.0 |
| ATR |
48.3 |
50.2 |
2.0 |
4.1% |
0.0 |
| Volume |
1,596,274 |
0 |
-1,596,274 |
-100.0% |
4,203,905 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.7 |
3,004.3 |
2,862.8 |
|
| R3 |
2,959.7 |
2,928.3 |
2,841.9 |
|
| R2 |
2,883.7 |
2,883.7 |
2,834.9 |
|
| R1 |
2,852.3 |
2,852.3 |
2,828.0 |
2,868.0 |
| PP |
2,807.7 |
2,807.7 |
2,807.7 |
2,815.5 |
| S1 |
2,776.3 |
2,776.3 |
2,814.0 |
2,792.0 |
| S2 |
2,731.7 |
2,731.7 |
2,807.1 |
|
| S3 |
2,655.7 |
2,700.3 |
2,800.1 |
|
| S4 |
2,579.7 |
2,624.3 |
2,779.2 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,232.3 |
3,161.7 |
2,895.3 |
|
| R3 |
3,097.3 |
3,026.7 |
2,858.1 |
|
| R2 |
2,962.3 |
2,962.3 |
2,845.8 |
|
| R1 |
2,891.7 |
2,891.7 |
2,833.4 |
2,859.5 |
| PP |
2,827.3 |
2,827.3 |
2,827.3 |
2,811.3 |
| S1 |
2,756.7 |
2,756.7 |
2,808.6 |
2,724.5 |
| S2 |
2,692.3 |
2,692.3 |
2,796.3 |
|
| S3 |
2,557.3 |
2,621.7 |
2,783.9 |
|
| S4 |
2,422.3 |
2,486.7 |
2,746.8 |
|
|
| 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 |
2,763.0 |
135.0 |
4.8% |
51.0 |
1.8% |
43% |
False |
True |
840,781 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
50.8 |
1.8% |
43% |
False |
True |
889,573 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
46.2 |
1.6% |
43% |
False |
True |
912,180 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.1% |
50.4 |
1.8% |
66% |
False |
False |
931,250 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
49.6 |
1.8% |
79% |
False |
False |
723,623 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.8% |
49.7 |
1.8% |
79% |
False |
False |
543,117 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.8% |
52.2 |
1.9% |
82% |
False |
False |
434,919 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.9% |
53.3 |
1.9% |
83% |
False |
False |
363,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.0 |
|
2.618 |
3,038.0 |
|
1.618 |
2,962.0 |
|
1.000 |
2,915.0 |
|
0.618 |
2,886.0 |
|
HIGH |
2,839.0 |
|
0.618 |
2,810.0 |
|
0.500 |
2,801.0 |
|
0.382 |
2,792.0 |
|
LOW |
2,763.0 |
|
0.618 |
2,716.0 |
|
1.000 |
2,687.0 |
|
1.618 |
2,640.0 |
|
2.618 |
2,564.0 |
|
4.250 |
2,440.0 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.3 |
2,821.0 |
| PP |
2,807.7 |
2,821.0 |
| S1 |
2,801.0 |
2,821.0 |
|