| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,800.0 |
2,806.0 |
6.0 |
0.2% |
2,859.0 |
| High |
2,839.0 |
2,858.0 |
19.0 |
0.7% |
2,898.0 |
| Low |
2,763.0 |
2,794.0 |
31.0 |
1.1% |
2,763.0 |
| Close |
2,821.0 |
2,846.0 |
25.0 |
0.9% |
2,821.0 |
| Range |
76.0 |
64.0 |
-12.0 |
-15.8% |
135.0 |
| ATR |
50.2 |
51.2 |
1.0 |
2.0% |
0.0 |
| Volume |
0 |
1,145,849 |
1,145,849 |
|
4,203,905 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.7 |
2,999.3 |
2,881.2 |
|
| R3 |
2,960.7 |
2,935.3 |
2,863.6 |
|
| R2 |
2,896.7 |
2,896.7 |
2,857.7 |
|
| R1 |
2,871.3 |
2,871.3 |
2,851.9 |
2,884.0 |
| PP |
2,832.7 |
2,832.7 |
2,832.7 |
2,839.0 |
| S1 |
2,807.3 |
2,807.3 |
2,840.1 |
2,820.0 |
| S2 |
2,768.7 |
2,768.7 |
2,834.3 |
|
| S3 |
2,704.7 |
2,743.3 |
2,828.4 |
|
| S4 |
2,640.7 |
2,679.3 |
2,810.8 |
|
|
| 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 |
4.7% |
57.6 |
2.0% |
61% |
False |
False |
1,069,950 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.7% |
50.2 |
1.8% |
61% |
False |
False |
882,505 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.7% |
47.1 |
1.7% |
61% |
False |
False |
929,534 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.0% |
50.6 |
1.8% |
77% |
False |
False |
933,896 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.0 |
1.8% |
86% |
False |
False |
742,701 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
50.0 |
1.8% |
86% |
False |
False |
557,429 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
52.3 |
1.8% |
88% |
False |
False |
446,371 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.7% |
53.8 |
1.9% |
88% |
False |
False |
373,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,130.0 |
|
2.618 |
3,025.6 |
|
1.618 |
2,961.6 |
|
1.000 |
2,922.0 |
|
0.618 |
2,897.6 |
|
HIGH |
2,858.0 |
|
0.618 |
2,833.6 |
|
0.500 |
2,826.0 |
|
0.382 |
2,818.4 |
|
LOW |
2,794.0 |
|
0.618 |
2,754.4 |
|
1.000 |
2,730.0 |
|
1.618 |
2,690.4 |
|
2.618 |
2,626.4 |
|
4.250 |
2,522.0 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.3 |
2,834.3 |
| PP |
2,832.7 |
2,822.7 |
| S1 |
2,826.0 |
2,811.0 |
|