| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,681.0 |
6,710.0 |
29.0 |
0.4% |
6,753.5 |
| High |
6,767.5 |
6,820.5 |
53.0 |
0.8% |
6,818.5 |
| Low |
6,625.5 |
6,685.0 |
59.5 |
0.9% |
6,625.5 |
| Close |
6,739.5 |
6,790.0 |
50.5 |
0.7% |
6,739.5 |
| Range |
142.0 |
135.5 |
-6.5 |
-4.6% |
193.0 |
| ATR |
89.2 |
92.5 |
3.3 |
3.7% |
0.0 |
| Volume |
0 |
146,251 |
146,251 |
|
415,453 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,171.7 |
7,116.3 |
6,864.5 |
|
| R3 |
7,036.2 |
6,980.8 |
6,827.3 |
|
| R2 |
6,900.7 |
6,900.7 |
6,814.8 |
|
| R1 |
6,845.3 |
6,845.3 |
6,802.4 |
6,873.0 |
| PP |
6,765.2 |
6,765.2 |
6,765.2 |
6,779.0 |
| S1 |
6,709.8 |
6,709.8 |
6,777.6 |
6,737.5 |
| S2 |
6,629.7 |
6,629.7 |
6,765.2 |
|
| S3 |
6,494.2 |
6,574.3 |
6,752.7 |
|
| S4 |
6,358.7 |
6,438.8 |
6,715.5 |
|
|
| 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 |
6,820.5 |
6,625.5 |
195.0 |
2.9% |
103.4 |
1.5% |
84% |
True |
False |
112,340 |
| 10 |
6,820.5 |
6,603.0 |
217.5 |
3.2% |
89.1 |
1.3% |
86% |
True |
False |
94,218 |
| 20 |
6,820.5 |
6,463.0 |
357.5 |
5.3% |
82.9 |
1.2% |
91% |
True |
False |
104,892 |
| 40 |
6,820.5 |
6,118.5 |
702.0 |
10.3% |
91.8 |
1.4% |
96% |
True |
False |
108,557 |
| 60 |
6,820.5 |
5,830.0 |
990.5 |
14.6% |
90.9 |
1.3% |
97% |
True |
False |
82,914 |
| 80 |
6,820.5 |
5,830.0 |
990.5 |
14.6% |
91.2 |
1.3% |
97% |
True |
False |
62,262 |
| 100 |
6,820.5 |
5,818.0 |
1,002.5 |
14.8% |
94.6 |
1.4% |
97% |
True |
False |
49,899 |
| 120 |
6,820.5 |
5,814.5 |
1,006.0 |
14.8% |
97.5 |
1.4% |
97% |
True |
False |
42,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,396.4 |
|
2.618 |
7,175.2 |
|
1.618 |
7,039.7 |
|
1.000 |
6,956.0 |
|
0.618 |
6,904.2 |
|
HIGH |
6,820.5 |
|
0.618 |
6,768.7 |
|
0.500 |
6,752.8 |
|
0.382 |
6,736.8 |
|
LOW |
6,685.0 |
|
0.618 |
6,601.3 |
|
1.000 |
6,549.5 |
|
1.618 |
6,465.8 |
|
2.618 |
6,330.3 |
|
4.250 |
6,109.1 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,777.6 |
6,767.7 |
| PP |
6,765.2 |
6,745.3 |
| S1 |
6,752.8 |
6,723.0 |
|