| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,825.0 |
2,784.0 |
-41.0 |
-1.5% |
2,859.0 |
| High |
2,829.0 |
2,807.0 |
-22.0 |
-0.8% |
2,898.0 |
| Low |
2,770.0 |
2,772.0 |
2.0 |
0.1% |
2,763.0 |
| Close |
2,784.0 |
2,803.0 |
19.0 |
0.7% |
2,821.0 |
| Range |
59.0 |
35.0 |
-24.0 |
-40.7% |
135.0 |
| ATR |
53.0 |
51.7 |
-1.3 |
-2.4% |
0.0 |
| Volume |
0 |
1,126,663 |
1,126,663 |
|
4,203,905 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.0 |
2,886.0 |
2,822.3 |
|
| R3 |
2,864.0 |
2,851.0 |
2,812.6 |
|
| R2 |
2,829.0 |
2,829.0 |
2,809.4 |
|
| R1 |
2,816.0 |
2,816.0 |
2,806.2 |
2,822.5 |
| PP |
2,794.0 |
2,794.0 |
2,794.0 |
2,797.3 |
| S1 |
2,781.0 |
2,781.0 |
2,799.8 |
2,787.5 |
| S2 |
2,759.0 |
2,759.0 |
2,796.6 |
|
| S3 |
2,724.0 |
2,746.0 |
2,793.4 |
|
| S4 |
2,689.0 |
2,711.0 |
2,783.8 |
|
|
| 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 |
2,859.0 |
2,763.0 |
96.0 |
3.4% |
56.2 |
2.0% |
42% |
False |
False |
773,757 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
49.8 |
1.8% |
30% |
False |
False |
783,249 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
47.0 |
1.7% |
30% |
False |
False |
937,011 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.1% |
50.3 |
1.8% |
58% |
False |
False |
894,857 |
| 60 |
2,898.0 |
2,558.0 |
340.0 |
12.1% |
49.4 |
1.8% |
72% |
False |
False |
761,288 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.9% |
50.3 |
1.8% |
74% |
False |
False |
571,437 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.9% |
51.8 |
1.8% |
77% |
False |
False |
457,595 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
16.0% |
53.4 |
1.9% |
79% |
False |
False |
382,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.8 |
|
2.618 |
2,898.6 |
|
1.618 |
2,863.6 |
|
1.000 |
2,842.0 |
|
0.618 |
2,828.6 |
|
HIGH |
2,807.0 |
|
0.618 |
2,793.6 |
|
0.500 |
2,789.5 |
|
0.382 |
2,785.4 |
|
LOW |
2,772.0 |
|
0.618 |
2,750.4 |
|
1.000 |
2,737.0 |
|
1.618 |
2,715.4 |
|
2.618 |
2,680.4 |
|
4.250 |
2,623.3 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.5 |
2,814.0 |
| PP |
2,794.0 |
2,810.3 |
| S1 |
2,789.5 |
2,806.7 |
|