| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,675.0 |
6,760.5 |
85.5 |
1.3% |
6,753.5 |
| High |
6,714.0 |
6,845.0 |
131.0 |
2.0% |
6,818.5 |
| Low |
6,660.0 |
6,759.5 |
99.5 |
1.5% |
6,625.5 |
| Close |
6,706.0 |
6,829.5 |
123.5 |
1.8% |
6,739.5 |
| Range |
54.0 |
85.5 |
31.5 |
58.3% |
193.0 |
| ATR |
92.6 |
95.9 |
3.3 |
3.6% |
0.0 |
| Volume |
131,716 |
149,681 |
17,965 |
13.6% |
415,453 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,067.8 |
7,034.2 |
6,876.5 |
|
| R3 |
6,982.3 |
6,948.7 |
6,853.0 |
|
| R2 |
6,896.8 |
6,896.8 |
6,845.2 |
|
| R1 |
6,863.2 |
6,863.2 |
6,837.3 |
6,880.0 |
| PP |
6,811.3 |
6,811.3 |
6,811.3 |
6,819.8 |
| S1 |
6,777.7 |
6,777.7 |
6,821.7 |
6,794.5 |
| S2 |
6,725.8 |
6,725.8 |
6,813.8 |
|
| S3 |
6,640.3 |
6,692.2 |
6,806.0 |
|
| S4 |
6,554.8 |
6,606.7 |
6,782.5 |
|
|
| 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 |
6,845.0 |
6,625.5 |
219.5 |
3.2% |
107.8 |
1.6% |
93% |
True |
False |
85,529 |
| 10 |
6,845.0 |
6,625.5 |
219.5 |
3.2% |
88.5 |
1.3% |
93% |
True |
False |
97,869 |
| 20 |
6,845.0 |
6,562.5 |
282.5 |
4.1% |
81.6 |
1.2% |
95% |
True |
False |
104,646 |
| 40 |
6,845.0 |
6,118.5 |
726.5 |
10.6% |
90.2 |
1.3% |
98% |
True |
False |
103,427 |
| 60 |
6,845.0 |
5,830.0 |
1,015.0 |
14.9% |
90.5 |
1.3% |
98% |
True |
False |
87,564 |
| 80 |
6,845.0 |
5,830.0 |
1,015.0 |
14.9% |
90.8 |
1.3% |
98% |
True |
False |
65,754 |
| 100 |
6,845.0 |
5,818.0 |
1,027.0 |
15.0% |
93.8 |
1.4% |
98% |
True |
False |
52,705 |
| 120 |
6,845.0 |
5,814.5 |
1,030.5 |
15.1% |
96.6 |
1.4% |
98% |
True |
False |
44,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,208.4 |
|
2.618 |
7,068.8 |
|
1.618 |
6,983.3 |
|
1.000 |
6,930.5 |
|
0.618 |
6,897.8 |
|
HIGH |
6,845.0 |
|
0.618 |
6,812.3 |
|
0.500 |
6,802.3 |
|
0.382 |
6,792.2 |
|
LOW |
6,759.5 |
|
0.618 |
6,706.7 |
|
1.000 |
6,674.0 |
|
1.618 |
6,621.2 |
|
2.618 |
6,535.7 |
|
4.250 |
6,396.1 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,820.4 |
6,802.9 |
| PP |
6,811.3 |
6,776.3 |
| S1 |
6,802.3 |
6,749.8 |
|