| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,806.0 |
2,825.0 |
19.0 |
0.7% |
2,859.0 |
| High |
2,858.0 |
2,829.0 |
-29.0 |
-1.0% |
2,898.0 |
| Low |
2,794.0 |
2,770.0 |
-24.0 |
-0.9% |
2,763.0 |
| Close |
2,846.0 |
2,784.0 |
-62.0 |
-2.2% |
2,821.0 |
| Range |
64.0 |
59.0 |
-5.0 |
-7.8% |
135.0 |
| ATR |
51.2 |
53.0 |
1.8 |
3.5% |
0.0 |
| Volume |
1,145,849 |
0 |
-1,145,849 |
-100.0% |
4,203,905 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.3 |
2,936.7 |
2,816.5 |
|
| R3 |
2,912.3 |
2,877.7 |
2,800.2 |
|
| R2 |
2,853.3 |
2,853.3 |
2,794.8 |
|
| R1 |
2,818.7 |
2,818.7 |
2,789.4 |
2,806.5 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,788.3 |
| S1 |
2,759.7 |
2,759.7 |
2,778.6 |
2,747.5 |
| S2 |
2,735.3 |
2,735.3 |
2,773.2 |
|
| S3 |
2,676.3 |
2,700.7 |
2,767.8 |
|
| S4 |
2,617.3 |
2,641.7 |
2,751.6 |
|
|
| 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 |
2,879.0 |
2,763.0 |
116.0 |
4.2% |
59.8 |
2.1% |
18% |
False |
False |
833,264 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
51.7 |
1.9% |
16% |
False |
False |
792,937 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
47.3 |
1.7% |
16% |
False |
False |
929,534 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.2% |
50.9 |
1.8% |
50% |
False |
False |
902,802 |
| 60 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
50.0 |
1.8% |
68% |
False |
False |
742,689 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
13.0% |
50.2 |
1.8% |
68% |
False |
False |
557,396 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
15.0% |
52.1 |
1.9% |
73% |
False |
False |
446,330 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
16.1% |
53.6 |
1.9% |
75% |
False |
False |
373,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.8 |
|
2.618 |
2,983.5 |
|
1.618 |
2,924.5 |
|
1.000 |
2,888.0 |
|
0.618 |
2,865.5 |
|
HIGH |
2,829.0 |
|
0.618 |
2,806.5 |
|
0.500 |
2,799.5 |
|
0.382 |
2,792.5 |
|
LOW |
2,770.0 |
|
0.618 |
2,733.5 |
|
1.000 |
2,711.0 |
|
1.618 |
2,674.5 |
|
2.618 |
2,615.5 |
|
4.250 |
2,519.3 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.5 |
2,810.5 |
| PP |
2,794.3 |
2,801.7 |
| S1 |
2,789.2 |
2,792.8 |
|