| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,164.50 |
2,184.00 |
19.50 |
0.9% |
2,125.00 |
| High |
2,191.00 |
2,191.00 |
0.00 |
0.0% |
2,191.00 |
| Low |
2,162.25 |
2,176.50 |
14.25 |
0.7% |
2,115.00 |
| Close |
2,184.50 |
2,184.75 |
0.25 |
0.0% |
2,184.75 |
| Range |
28.75 |
14.50 |
-14.25 |
-49.6% |
76.00 |
| ATR |
30.80 |
29.64 |
-1.16 |
-3.8% |
0.00 |
| Volume |
324,318 |
259,748 |
-64,570 |
-19.9% |
1,445,961 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,220.75 |
2,192.75 |
|
| R3 |
2,213.00 |
2,206.25 |
2,188.75 |
|
| R2 |
2,198.50 |
2,198.50 |
2,187.50 |
|
| R1 |
2,191.75 |
2,191.75 |
2,186.00 |
2,195.00 |
| PP |
2,184.00 |
2,184.00 |
2,184.00 |
2,185.75 |
| S1 |
2,177.25 |
2,177.25 |
2,183.50 |
2,180.50 |
| S2 |
2,169.50 |
2,169.50 |
2,182.00 |
|
| S3 |
2,155.00 |
2,162.75 |
2,180.75 |
|
| S4 |
2,140.50 |
2,148.25 |
2,176.75 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.50 |
2,364.25 |
2,226.50 |
|
| R3 |
2,315.50 |
2,288.25 |
2,205.75 |
|
| R2 |
2,239.50 |
2,239.50 |
2,198.75 |
|
| R1 |
2,212.25 |
2,212.25 |
2,191.75 |
2,226.00 |
| PP |
2,163.50 |
2,163.50 |
2,163.50 |
2,170.50 |
| S1 |
2,136.25 |
2,136.25 |
2,177.75 |
2,150.00 |
| S2 |
2,087.50 |
2,087.50 |
2,170.75 |
|
| S3 |
2,011.50 |
2,060.25 |
2,163.75 |
|
| S4 |
1,935.50 |
1,984.25 |
2,143.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,191.00 |
2,115.00 |
76.00 |
3.5% |
27.50 |
1.3% |
92% |
True |
False |
289,192 |
| 10 |
2,191.00 |
2,092.50 |
98.50 |
4.5% |
26.00 |
1.2% |
94% |
True |
False |
274,949 |
| 20 |
2,191.00 |
2,004.25 |
186.75 |
8.5% |
29.25 |
1.3% |
97% |
True |
False |
289,231 |
| 40 |
2,191.00 |
1,895.25 |
295.75 |
13.5% |
31.25 |
1.4% |
98% |
True |
False |
309,015 |
| 60 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
32.00 |
1.5% |
99% |
True |
False |
213,833 |
| 80 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
32.75 |
1.5% |
99% |
True |
False |
160,402 |
| 100 |
2,191.00 |
1,696.25 |
494.75 |
22.6% |
33.75 |
1.5% |
99% |
True |
False |
128,345 |
| 120 |
2,191.00 |
1,696.25 |
494.75 |
22.6% |
34.00 |
1.6% |
99% |
True |
False |
106,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,229.00 |
|
1.618 |
2,214.50 |
|
1.000 |
2,205.50 |
|
0.618 |
2,200.00 |
|
HIGH |
2,191.00 |
|
0.618 |
2,185.50 |
|
0.500 |
2,183.75 |
|
0.382 |
2,182.00 |
|
LOW |
2,176.50 |
|
0.618 |
2,167.50 |
|
1.000 |
2,162.00 |
|
1.618 |
2,153.00 |
|
2.618 |
2,138.50 |
|
4.250 |
2,115.00 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.50 |
2,176.75 |
| PP |
2,184.00 |
2,168.50 |
| S1 |
2,183.75 |
2,160.50 |
|