| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,775.5 |
6,756.5 |
-19.0 |
-0.3% |
6,666.5 |
| High |
6,791.0 |
6,768.5 |
-22.5 |
-0.3% |
6,786.0 |
| Low |
6,690.0 |
6,708.0 |
18.0 |
0.3% |
6,565.5 |
| Close |
6,731.5 |
6,733.0 |
1.5 |
0.0% |
6,756.0 |
| Range |
101.0 |
60.5 |
-40.5 |
-40.1% |
220.5 |
| ATR |
87.0 |
85.1 |
-1.9 |
-2.2% |
0.0 |
| Volume |
159,465 |
133,185 |
-26,280 |
-16.5% |
524,323 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,918.0 |
6,886.0 |
6,766.3 |
|
| R3 |
6,857.5 |
6,825.5 |
6,749.6 |
|
| R2 |
6,797.0 |
6,797.0 |
6,744.1 |
|
| R1 |
6,765.0 |
6,765.0 |
6,738.5 |
6,750.8 |
| PP |
6,736.5 |
6,736.5 |
6,736.5 |
6,729.4 |
| S1 |
6,704.5 |
6,704.5 |
6,727.5 |
6,690.3 |
| S2 |
6,676.0 |
6,676.0 |
6,721.9 |
|
| S3 |
6,615.5 |
6,644.0 |
6,716.4 |
|
| S4 |
6,555.0 |
6,583.5 |
6,699.7 |
|
|
| 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 |
6,690.0 |
128.5 |
1.9% |
69.2 |
1.0% |
33% |
False |
False |
110,209 |
| 10 |
6,818.5 |
6,565.5 |
253.0 |
3.8% |
79.0 |
1.2% |
66% |
False |
False |
105,967 |
| 20 |
6,818.5 |
6,447.0 |
371.5 |
5.5% |
77.5 |
1.2% |
77% |
False |
False |
103,544 |
| 40 |
6,818.5 |
6,118.5 |
700.0 |
10.4% |
91.0 |
1.4% |
88% |
False |
False |
112,836 |
| 60 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
88.8 |
1.3% |
91% |
False |
False |
80,486 |
| 80 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
89.2 |
1.3% |
91% |
False |
False |
60,442 |
| 100 |
6,818.5 |
5,818.0 |
1,000.5 |
14.9% |
93.8 |
1.4% |
91% |
False |
False |
48,441 |
| 120 |
6,818.5 |
5,814.5 |
1,004.0 |
14.9% |
96.3 |
1.4% |
91% |
False |
False |
40,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,025.6 |
|
2.618 |
6,926.9 |
|
1.618 |
6,866.4 |
|
1.000 |
6,829.0 |
|
0.618 |
6,805.9 |
|
HIGH |
6,768.5 |
|
0.618 |
6,745.4 |
|
0.500 |
6,738.3 |
|
0.382 |
6,731.1 |
|
LOW |
6,708.0 |
|
0.618 |
6,670.6 |
|
1.000 |
6,647.5 |
|
1.618 |
6,610.1 |
|
2.618 |
6,549.6 |
|
4.250 |
6,450.9 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,738.3 |
6,754.3 |
| PP |
6,736.5 |
6,747.2 |
| S1 |
6,734.8 |
6,740.1 |
|