| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,753.5 |
6,775.5 |
22.0 |
0.3% |
6,666.5 |
| High |
6,818.5 |
6,791.0 |
-27.5 |
-0.4% |
6,786.0 |
| Low |
6,740.5 |
6,690.0 |
-50.5 |
-0.7% |
6,565.5 |
| Close |
6,796.5 |
6,731.5 |
-65.0 |
-1.0% |
6,756.0 |
| Range |
78.0 |
101.0 |
23.0 |
29.5% |
220.5 |
| ATR |
85.5 |
87.0 |
1.5 |
1.8% |
0.0 |
| Volume |
122,803 |
159,465 |
36,662 |
29.9% |
524,323 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,040.5 |
6,987.0 |
6,787.1 |
|
| R3 |
6,939.5 |
6,886.0 |
6,759.3 |
|
| R2 |
6,838.5 |
6,838.5 |
6,750.0 |
|
| R1 |
6,785.0 |
6,785.0 |
6,740.8 |
6,761.3 |
| PP |
6,737.5 |
6,737.5 |
6,737.5 |
6,725.6 |
| S1 |
6,684.0 |
6,684.0 |
6,722.2 |
6,660.3 |
| S2 |
6,636.5 |
6,636.5 |
6,713.0 |
|
| S3 |
6,535.5 |
6,583.0 |
6,703.7 |
|
| S4 |
6,434.5 |
6,482.0 |
6,676.0 |
|
|
| 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 |
6,665.0 |
153.5 |
2.3% |
77.4 |
1.1% |
43% |
False |
False |
83,572 |
| 10 |
6,818.5 |
6,565.5 |
253.0 |
3.8% |
80.2 |
1.2% |
66% |
False |
False |
106,023 |
| 20 |
6,818.5 |
6,447.0 |
371.5 |
5.5% |
76.7 |
1.1% |
77% |
False |
False |
103,726 |
| 40 |
6,818.5 |
6,118.5 |
700.0 |
10.4% |
90.7 |
1.3% |
88% |
False |
False |
111,150 |
| 60 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
90.7 |
1.3% |
91% |
False |
False |
78,270 |
| 80 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
90.6 |
1.3% |
91% |
False |
False |
58,781 |
| 100 |
6,818.5 |
5,818.0 |
1,000.5 |
14.9% |
94.5 |
1.4% |
91% |
False |
False |
47,113 |
| 120 |
6,818.5 |
5,814.5 |
1,004.0 |
14.9% |
97.1 |
1.4% |
91% |
False |
False |
39,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,220.3 |
|
2.618 |
7,055.4 |
|
1.618 |
6,954.4 |
|
1.000 |
6,892.0 |
|
0.618 |
6,853.4 |
|
HIGH |
6,791.0 |
|
0.618 |
6,752.4 |
|
0.500 |
6,740.5 |
|
0.382 |
6,728.6 |
|
LOW |
6,690.0 |
|
0.618 |
6,627.6 |
|
1.000 |
6,589.0 |
|
1.618 |
6,526.6 |
|
2.618 |
6,425.6 |
|
4.250 |
6,260.8 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,740.5 |
6,754.3 |
| PP |
6,737.5 |
6,746.7 |
| S1 |
6,734.5 |
6,739.1 |
|