| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,784.0 |
2,824.0 |
40.0 |
1.4% |
2,859.0 |
| High |
2,807.0 |
2,860.0 |
53.0 |
1.9% |
2,898.0 |
| Low |
2,772.0 |
2,822.0 |
50.0 |
1.8% |
2,763.0 |
| Close |
2,803.0 |
2,851.0 |
48.0 |
1.7% |
2,821.0 |
| Range |
35.0 |
38.0 |
3.0 |
8.6% |
135.0 |
| ATR |
51.7 |
52.1 |
0.4 |
0.7% |
0.0 |
| Volume |
1,126,663 |
1,285,751 |
159,088 |
14.1% |
4,203,905 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.3 |
2,942.7 |
2,871.9 |
|
| R3 |
2,920.3 |
2,904.7 |
2,861.5 |
|
| R2 |
2,882.3 |
2,882.3 |
2,858.0 |
|
| R1 |
2,866.7 |
2,866.7 |
2,854.5 |
2,874.5 |
| PP |
2,844.3 |
2,844.3 |
2,844.3 |
2,848.3 |
| S1 |
2,828.7 |
2,828.7 |
2,847.5 |
2,836.5 |
| S2 |
2,806.3 |
2,806.3 |
2,844.0 |
|
| S3 |
2,768.3 |
2,790.7 |
2,840.6 |
|
| S4 |
2,730.3 |
2,752.7 |
2,830.1 |
|
|
| 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 |
2,860.0 |
2,763.0 |
97.0 |
3.4% |
54.4 |
1.9% |
91% |
True |
False |
711,652 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.7% |
49.1 |
1.7% |
65% |
False |
False |
911,824 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.7% |
46.1 |
1.6% |
65% |
False |
False |
930,256 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.0% |
49.4 |
1.7% |
79% |
False |
False |
888,182 |
| 60 |
2,898.0 |
2,558.0 |
340.0 |
11.9% |
49.4 |
1.7% |
86% |
False |
False |
782,428 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
49.7 |
1.7% |
87% |
False |
False |
587,476 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.6% |
51.7 |
1.8% |
89% |
False |
False |
470,442 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.7% |
53.3 |
1.9% |
90% |
False |
False |
393,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,021.5 |
|
2.618 |
2,959.5 |
|
1.618 |
2,921.5 |
|
1.000 |
2,898.0 |
|
0.618 |
2,883.5 |
|
HIGH |
2,860.0 |
|
0.618 |
2,845.5 |
|
0.500 |
2,841.0 |
|
0.382 |
2,836.5 |
|
LOW |
2,822.0 |
|
0.618 |
2,798.5 |
|
1.000 |
2,784.0 |
|
1.618 |
2,760.5 |
|
2.618 |
2,722.5 |
|
4.250 |
2,660.5 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,847.7 |
2,839.0 |
| PP |
2,844.3 |
2,827.0 |
| S1 |
2,841.0 |
2,815.0 |
|