| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,710.0 |
6,761.0 |
51.0 |
0.8% |
6,753.5 |
| High |
6,820.5 |
6,776.5 |
-44.0 |
-0.6% |
6,818.5 |
| Low |
6,685.0 |
6,654.5 |
-30.5 |
-0.5% |
6,625.5 |
| Close |
6,790.0 |
6,677.5 |
-112.5 |
-1.7% |
6,739.5 |
| Range |
135.5 |
122.0 |
-13.5 |
-10.0% |
193.0 |
| ATR |
92.5 |
95.6 |
3.1 |
3.3% |
0.0 |
| Volume |
146,251 |
0 |
-146,251 |
-100.0% |
415,453 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,068.8 |
6,995.2 |
6,744.6 |
|
| R3 |
6,946.8 |
6,873.2 |
6,711.1 |
|
| R2 |
6,824.8 |
6,824.8 |
6,699.9 |
|
| R1 |
6,751.2 |
6,751.2 |
6,688.7 |
6,727.0 |
| PP |
6,702.8 |
6,702.8 |
6,702.8 |
6,690.8 |
| S1 |
6,629.2 |
6,629.2 |
6,666.3 |
6,605.0 |
| S2 |
6,580.8 |
6,580.8 |
6,655.1 |
|
| S3 |
6,458.8 |
6,507.2 |
6,644.0 |
|
| S4 |
6,336.8 |
6,385.2 |
6,610.4 |
|
|
| 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 |
6,820.5 |
6,625.5 |
195.0 |
2.9% |
112.2 |
1.7% |
27% |
False |
False |
87,780 |
| 10 |
6,820.5 |
6,608.5 |
212.0 |
3.2% |
93.2 |
1.4% |
33% |
False |
False |
83,160 |
| 20 |
6,820.5 |
6,471.0 |
349.5 |
5.2% |
84.3 |
1.3% |
59% |
False |
False |
104,892 |
| 40 |
6,820.5 |
6,118.5 |
702.0 |
10.5% |
93.0 |
1.4% |
80% |
False |
False |
104,949 |
| 60 |
6,820.5 |
5,830.0 |
990.5 |
14.8% |
91.2 |
1.4% |
86% |
False |
False |
82,886 |
| 80 |
6,820.5 |
5,830.0 |
990.5 |
14.8% |
92.0 |
1.4% |
86% |
False |
False |
62,241 |
| 100 |
6,820.5 |
5,818.0 |
1,002.5 |
15.0% |
94.5 |
1.4% |
86% |
False |
False |
49,897 |
| 120 |
6,820.5 |
5,814.5 |
1,006.0 |
15.1% |
97.2 |
1.5% |
86% |
False |
False |
42,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,295.0 |
|
2.618 |
7,095.9 |
|
1.618 |
6,973.9 |
|
1.000 |
6,898.5 |
|
0.618 |
6,851.9 |
|
HIGH |
6,776.5 |
|
0.618 |
6,729.9 |
|
0.500 |
6,715.5 |
|
0.382 |
6,701.1 |
|
LOW |
6,654.5 |
|
0.618 |
6,579.1 |
|
1.000 |
6,532.5 |
|
1.618 |
6,457.1 |
|
2.618 |
6,335.1 |
|
4.250 |
6,136.0 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,715.5 |
6,723.0 |
| PP |
6,702.8 |
6,707.8 |
| S1 |
6,690.2 |
6,692.7 |
|