| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,753.5 |
6,753.5 |
0.0 |
0.0% |
6,666.5 |
| High |
6,776.0 |
6,818.5 |
42.5 |
0.6% |
6,786.0 |
| Low |
6,735.5 |
6,740.5 |
5.0 |
0.1% |
6,565.5 |
| Close |
6,760.5 |
6,796.5 |
36.0 |
0.5% |
6,756.0 |
| Range |
40.5 |
78.0 |
37.5 |
92.6% |
220.5 |
| ATR |
86.1 |
85.5 |
-0.6 |
-0.7% |
0.0 |
| Volume |
0 |
122,803 |
122,803 |
|
524,323 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,019.2 |
6,985.8 |
6,839.4 |
|
| R3 |
6,941.2 |
6,907.8 |
6,818.0 |
|
| R2 |
6,863.2 |
6,863.2 |
6,810.8 |
|
| R1 |
6,829.8 |
6,829.8 |
6,803.7 |
6,846.5 |
| PP |
6,785.2 |
6,785.2 |
6,785.2 |
6,793.5 |
| S1 |
6,751.8 |
6,751.8 |
6,789.4 |
6,768.5 |
| S2 |
6,707.2 |
6,707.2 |
6,782.2 |
|
| S3 |
6,629.2 |
6,673.8 |
6,775.1 |
|
| S4 |
6,551.2 |
6,595.8 |
6,753.6 |
|
|
| 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 |
6,818.5 |
6,608.5 |
210.0 |
3.1% |
74.2 |
1.1% |
90% |
True |
False |
78,540 |
| 10 |
6,818.5 |
6,562.5 |
256.0 |
3.8% |
77.8 |
1.1% |
91% |
True |
False |
104,584 |
| 20 |
6,818.5 |
6,329.5 |
489.0 |
7.2% |
78.5 |
1.2% |
96% |
True |
False |
95,753 |
| 40 |
6,818.5 |
6,118.5 |
700.0 |
10.3% |
89.7 |
1.3% |
97% |
True |
False |
109,814 |
| 60 |
6,818.5 |
5,830.0 |
988.5 |
14.5% |
89.9 |
1.3% |
98% |
True |
False |
75,619 |
| 80 |
6,818.5 |
5,830.0 |
988.5 |
14.5% |
90.8 |
1.3% |
98% |
True |
False |
56,790 |
| 100 |
6,818.5 |
5,818.0 |
1,000.5 |
14.7% |
94.3 |
1.4% |
98% |
True |
False |
45,521 |
| 120 |
6,818.5 |
5,717.0 |
1,101.5 |
16.2% |
97.2 |
1.4% |
98% |
True |
False |
38,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,150.0 |
|
2.618 |
7,022.7 |
|
1.618 |
6,944.7 |
|
1.000 |
6,896.5 |
|
0.618 |
6,866.7 |
|
HIGH |
6,818.5 |
|
0.618 |
6,788.7 |
|
0.500 |
6,779.5 |
|
0.382 |
6,770.3 |
|
LOW |
6,740.5 |
|
0.618 |
6,692.3 |
|
1.000 |
6,662.5 |
|
1.618 |
6,614.3 |
|
2.618 |
6,536.3 |
|
4.250 |
6,409.0 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,790.8 |
6,787.4 |
| PP |
6,785.2 |
6,778.3 |
| S1 |
6,779.5 |
6,769.3 |
|