| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,824.0 |
2,856.0 |
32.0 |
1.1% |
2,806.0 |
| High |
2,860.0 |
2,864.0 |
4.0 |
0.1% |
2,864.0 |
| Low |
2,822.0 |
2,818.0 |
-4.0 |
-0.1% |
2,770.0 |
| Close |
2,851.0 |
2,842.0 |
-9.0 |
-0.3% |
2,842.0 |
| Range |
38.0 |
46.0 |
8.0 |
21.1% |
94.0 |
| ATR |
52.1 |
51.7 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,285,751 |
0 |
-1,285,751 |
-100.0% |
3,558,263 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.3 |
2,956.7 |
2,867.3 |
|
| R3 |
2,933.3 |
2,910.7 |
2,854.7 |
|
| R2 |
2,887.3 |
2,887.3 |
2,850.4 |
|
| R1 |
2,864.7 |
2,864.7 |
2,846.2 |
2,853.0 |
| PP |
2,841.3 |
2,841.3 |
2,841.3 |
2,835.5 |
| S1 |
2,818.7 |
2,818.7 |
2,837.8 |
2,807.0 |
| S2 |
2,795.3 |
2,795.3 |
2,833.6 |
|
| S3 |
2,749.3 |
2,772.7 |
2,829.4 |
|
| S4 |
2,703.3 |
2,726.7 |
2,816.7 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.3 |
3,068.7 |
2,893.7 |
|
| R3 |
3,013.3 |
2,974.7 |
2,867.9 |
|
| R2 |
2,919.3 |
2,919.3 |
2,859.2 |
|
| R1 |
2,880.7 |
2,880.7 |
2,850.6 |
2,900.0 |
| PP |
2,825.3 |
2,825.3 |
2,825.3 |
2,835.0 |
| S1 |
2,786.7 |
2,786.7 |
2,833.4 |
2,806.0 |
| S2 |
2,731.3 |
2,731.3 |
2,824.8 |
|
| S3 |
2,637.3 |
2,692.7 |
2,816.2 |
|
| S4 |
2,543.3 |
2,598.7 |
2,790.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,864.0 |
2,770.0 |
94.0 |
3.3% |
48.4 |
1.7% |
77% |
True |
False |
711,652 |
| 10 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
49.7 |
1.7% |
59% |
False |
False |
776,216 |
| 20 |
2,898.0 |
2,763.0 |
135.0 |
4.8% |
47.2 |
1.7% |
59% |
False |
False |
889,165 |
| 40 |
2,898.0 |
2,670.0 |
228.0 |
8.0% |
48.5 |
1.7% |
75% |
False |
False |
856,309 |
| 60 |
2,898.0 |
2,558.0 |
340.0 |
12.0% |
49.1 |
1.7% |
84% |
False |
False |
782,324 |
| 80 |
2,898.0 |
2,537.0 |
361.0 |
12.7% |
49.6 |
1.7% |
84% |
False |
False |
587,469 |
| 100 |
2,898.0 |
2,481.0 |
417.0 |
14.7% |
51.5 |
1.8% |
87% |
False |
False |
470,440 |
| 120 |
2,898.0 |
2,450.0 |
448.0 |
15.8% |
52.9 |
1.9% |
88% |
False |
False |
393,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.5 |
|
2.618 |
2,984.4 |
|
1.618 |
2,938.4 |
|
1.000 |
2,910.0 |
|
0.618 |
2,892.4 |
|
HIGH |
2,864.0 |
|
0.618 |
2,846.4 |
|
0.500 |
2,841.0 |
|
0.382 |
2,835.6 |
|
LOW |
2,818.0 |
|
0.618 |
2,789.6 |
|
1.000 |
2,772.0 |
|
1.618 |
2,743.6 |
|
2.618 |
2,697.6 |
|
4.250 |
2,622.5 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,841.7 |
2,834.0 |
| PP |
2,841.3 |
2,826.0 |
| S1 |
2,841.0 |
2,818.0 |
|