| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,756.5 |
6,681.0 |
-75.5 |
-1.1% |
6,753.5 |
| High |
6,768.5 |
6,767.5 |
-1.0 |
0.0% |
6,818.5 |
| Low |
6,708.0 |
6,625.5 |
-82.5 |
-1.2% |
6,625.5 |
| Close |
6,733.0 |
6,739.5 |
6.5 |
0.1% |
6,739.5 |
| Range |
60.5 |
142.0 |
81.5 |
134.7% |
193.0 |
| ATR |
85.1 |
89.2 |
4.1 |
4.8% |
0.0 |
| Volume |
133,185 |
0 |
-133,185 |
-100.0% |
415,453 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,136.8 |
7,080.2 |
6,817.6 |
|
| R3 |
6,994.8 |
6,938.2 |
6,778.6 |
|
| R2 |
6,852.8 |
6,852.8 |
6,765.5 |
|
| R1 |
6,796.2 |
6,796.2 |
6,752.5 |
6,824.5 |
| PP |
6,710.8 |
6,710.8 |
6,710.8 |
6,725.0 |
| S1 |
6,654.2 |
6,654.2 |
6,726.5 |
6,682.5 |
| S2 |
6,568.8 |
6,568.8 |
6,713.5 |
|
| S3 |
6,426.8 |
6,512.2 |
6,700.5 |
|
| S4 |
6,284.8 |
6,370.2 |
6,661.4 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,306.8 |
7,216.2 |
6,845.7 |
|
| R3 |
7,113.8 |
7,023.2 |
6,792.6 |
|
| R2 |
6,920.8 |
6,920.8 |
6,774.9 |
|
| R1 |
6,830.2 |
6,830.2 |
6,757.2 |
6,779.0 |
| PP |
6,727.8 |
6,727.8 |
6,727.8 |
6,702.3 |
| S1 |
6,637.2 |
6,637.2 |
6,721.8 |
6,586.0 |
| S2 |
6,534.8 |
6,534.8 |
6,704.1 |
|
| S3 |
6,341.8 |
6,444.2 |
6,686.4 |
|
| S4 |
6,148.8 |
6,251.2 |
6,633.4 |
|
|
| 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 |
6,625.5 |
193.0 |
2.9% |
84.4 |
1.3% |
59% |
False |
True |
83,090 |
| 10 |
6,818.5 |
6,565.5 |
253.0 |
3.8% |
87.0 |
1.3% |
69% |
False |
False |
93,977 |
| 20 |
6,818.5 |
6,463.0 |
355.5 |
5.3% |
80.8 |
1.2% |
78% |
False |
False |
103,544 |
| 40 |
6,818.5 |
6,118.5 |
700.0 |
10.4% |
90.9 |
1.3% |
89% |
False |
False |
108,104 |
| 60 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
89.5 |
1.3% |
92% |
False |
False |
80,481 |
| 80 |
6,818.5 |
5,830.0 |
988.5 |
14.7% |
90.1 |
1.3% |
92% |
False |
False |
60,435 |
| 100 |
6,818.5 |
5,818.0 |
1,000.5 |
14.8% |
94.3 |
1.4% |
92% |
False |
False |
48,438 |
| 120 |
6,818.5 |
5,814.5 |
1,004.0 |
14.9% |
96.9 |
1.4% |
92% |
False |
False |
40,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,371.0 |
|
2.618 |
7,139.3 |
|
1.618 |
6,997.3 |
|
1.000 |
6,909.5 |
|
0.618 |
6,855.3 |
|
HIGH |
6,767.5 |
|
0.618 |
6,713.3 |
|
0.500 |
6,696.5 |
|
0.382 |
6,679.7 |
|
LOW |
6,625.5 |
|
0.618 |
6,537.7 |
|
1.000 |
6,483.5 |
|
1.618 |
6,395.7 |
|
2.618 |
6,253.7 |
|
4.250 |
6,022.0 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,725.2 |
6,729.1 |
| PP |
6,710.8 |
6,718.7 |
| S1 |
6,696.5 |
6,708.3 |
|