| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,745.0 |
6,753.5 |
8.5 |
0.1% |
6,666.5 |
| High |
6,786.0 |
6,776.0 |
-10.0 |
-0.1% |
6,786.0 |
| Low |
6,720.0 |
6,735.5 |
15.5 |
0.2% |
6,565.5 |
| Close |
6,756.0 |
6,760.5 |
4.5 |
0.1% |
6,756.0 |
| Range |
66.0 |
40.5 |
-25.5 |
-38.6% |
220.5 |
| ATR |
89.6 |
86.1 |
-3.5 |
-3.9% |
0.0 |
| Volume |
135,592 |
0 |
-135,592 |
-100.0% |
524,323 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,878.8 |
6,860.2 |
6,782.8 |
|
| R3 |
6,838.3 |
6,819.7 |
6,771.6 |
|
| R2 |
6,797.8 |
6,797.8 |
6,767.9 |
|
| R1 |
6,779.2 |
6,779.2 |
6,764.2 |
6,788.5 |
| PP |
6,757.3 |
6,757.3 |
6,757.3 |
6,762.0 |
| S1 |
6,738.7 |
6,738.7 |
6,756.8 |
6,748.0 |
| S2 |
6,716.8 |
6,716.8 |
6,753.1 |
|
| S3 |
6,676.3 |
6,698.2 |
6,749.4 |
|
| S4 |
6,635.8 |
6,657.7 |
6,738.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,364.0 |
7,280.5 |
6,877.3 |
|
| R3 |
7,143.5 |
7,060.0 |
6,816.6 |
|
| R2 |
6,923.0 |
6,923.0 |
6,796.4 |
|
| R1 |
6,839.5 |
6,839.5 |
6,776.2 |
6,881.3 |
| PP |
6,702.5 |
6,702.5 |
6,702.5 |
6,723.4 |
| S1 |
6,619.0 |
6,619.0 |
6,735.8 |
6,660.8 |
| S2 |
6,482.0 |
6,482.0 |
6,715.6 |
|
| S3 |
6,261.5 |
6,398.5 |
6,695.4 |
|
| S4 |
6,041.0 |
6,178.0 |
6,634.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,786.0 |
6,603.0 |
183.0 |
2.7% |
74.8 |
1.1% |
86% |
False |
False |
76,095 |
| 10 |
6,786.0 |
6,562.5 |
223.5 |
3.3% |
76.8 |
1.1% |
89% |
False |
False |
104,939 |
| 20 |
6,786.0 |
6,230.0 |
556.0 |
8.2% |
80.2 |
1.2% |
95% |
False |
False |
96,888 |
| 40 |
6,786.0 |
6,118.5 |
667.5 |
9.9% |
89.2 |
1.3% |
96% |
False |
False |
108,225 |
| 60 |
6,786.0 |
5,830.0 |
956.0 |
14.1% |
90.1 |
1.3% |
97% |
False |
False |
73,576 |
| 80 |
6,786.0 |
5,830.0 |
956.0 |
14.1% |
91.5 |
1.4% |
97% |
False |
False |
55,259 |
| 100 |
6,786.0 |
5,818.0 |
968.0 |
14.3% |
94.4 |
1.4% |
97% |
False |
False |
44,298 |
| 120 |
6,786.0 |
5,625.0 |
1,161.0 |
17.2% |
97.7 |
1.4% |
98% |
False |
False |
37,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,948.1 |
|
2.618 |
6,882.0 |
|
1.618 |
6,841.5 |
|
1.000 |
6,816.5 |
|
0.618 |
6,801.0 |
|
HIGH |
6,776.0 |
|
0.618 |
6,760.5 |
|
0.500 |
6,755.8 |
|
0.382 |
6,751.0 |
|
LOW |
6,735.5 |
|
0.618 |
6,710.5 |
|
1.000 |
6,695.0 |
|
1.618 |
6,670.0 |
|
2.618 |
6,629.5 |
|
4.250 |
6,563.4 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,758.9 |
6,748.8 |
| PP |
6,757.3 |
6,737.2 |
| S1 |
6,755.8 |
6,725.5 |
|