| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,761.0 |
6,675.0 |
-86.0 |
-1.3% |
6,753.5 |
| High |
6,776.5 |
6,714.0 |
-62.5 |
-0.9% |
6,818.5 |
| Low |
6,654.5 |
6,660.0 |
5.5 |
0.1% |
6,625.5 |
| Close |
6,677.5 |
6,706.0 |
28.5 |
0.4% |
6,739.5 |
| Range |
122.0 |
54.0 |
-68.0 |
-55.7% |
193.0 |
| ATR |
95.6 |
92.6 |
-3.0 |
-3.1% |
0.0 |
| Volume |
0 |
131,716 |
131,716 |
|
415,453 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.3 |
6,834.7 |
6,735.7 |
|
| R3 |
6,801.3 |
6,780.7 |
6,720.9 |
|
| R2 |
6,747.3 |
6,747.3 |
6,715.9 |
|
| R1 |
6,726.7 |
6,726.7 |
6,711.0 |
6,737.0 |
| PP |
6,693.3 |
6,693.3 |
6,693.3 |
6,698.5 |
| S1 |
6,672.7 |
6,672.7 |
6,701.1 |
6,683.0 |
| S2 |
6,639.3 |
6,639.3 |
6,696.1 |
|
| S3 |
6,585.3 |
6,618.7 |
6,691.2 |
|
| S4 |
6,531.3 |
6,564.7 |
6,676.3 |
|
|
| 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% |
102.8 |
1.5% |
41% |
False |
False |
82,230 |
| 10 |
6,820.5 |
6,625.5 |
195.0 |
2.9% |
90.1 |
1.3% |
41% |
False |
False |
82,901 |
| 20 |
6,820.5 |
6,514.0 |
306.5 |
4.6% |
83.2 |
1.2% |
63% |
False |
False |
105,223 |
| 40 |
6,820.5 |
6,118.5 |
702.0 |
10.5% |
91.5 |
1.4% |
84% |
False |
False |
104,168 |
| 60 |
6,820.5 |
5,830.0 |
990.5 |
14.8% |
90.3 |
1.3% |
88% |
False |
False |
85,074 |
| 80 |
6,820.5 |
5,830.0 |
990.5 |
14.8% |
91.4 |
1.4% |
88% |
False |
False |
63,886 |
| 100 |
6,820.5 |
5,818.0 |
1,002.5 |
14.9% |
94.1 |
1.4% |
89% |
False |
False |
51,213 |
| 120 |
6,820.5 |
5,814.5 |
1,006.0 |
15.0% |
96.4 |
1.4% |
89% |
False |
False |
43,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,943.5 |
|
2.618 |
6,855.4 |
|
1.618 |
6,801.4 |
|
1.000 |
6,768.0 |
|
0.618 |
6,747.4 |
|
HIGH |
6,714.0 |
|
0.618 |
6,693.4 |
|
0.500 |
6,687.0 |
|
0.382 |
6,680.6 |
|
LOW |
6,660.0 |
|
0.618 |
6,626.6 |
|
1.000 |
6,606.0 |
|
1.618 |
6,572.6 |
|
2.618 |
6,518.6 |
|
4.250 |
6,430.5 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,699.7 |
6,737.5 |
| PP |
6,693.3 |
6,727.0 |
| S1 |
6,687.0 |
6,716.5 |
|