| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,184.00 |
2,180.50 |
-3.50 |
-0.2% |
2,125.00 |
| High |
2,191.00 |
2,189.25 |
-1.75 |
-0.1% |
2,191.00 |
| Low |
2,176.50 |
2,173.50 |
-3.00 |
-0.1% |
2,115.00 |
| Close |
2,184.75 |
2,184.00 |
-0.75 |
0.0% |
2,184.75 |
| Range |
14.50 |
15.75 |
1.25 |
8.6% |
76.00 |
| ATR |
29.64 |
28.65 |
-0.99 |
-3.3% |
0.00 |
| Volume |
259,748 |
200,812 |
-58,936 |
-22.7% |
1,445,961 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.50 |
2,222.50 |
2,192.75 |
|
| R3 |
2,213.75 |
2,206.75 |
2,188.25 |
|
| R2 |
2,198.00 |
2,198.00 |
2,187.00 |
|
| R1 |
2,191.00 |
2,191.00 |
2,185.50 |
2,194.50 |
| PP |
2,182.25 |
2,182.25 |
2,182.25 |
2,184.00 |
| S1 |
2,175.25 |
2,175.25 |
2,182.50 |
2,178.75 |
| S2 |
2,166.50 |
2,166.50 |
2,181.00 |
|
| S3 |
2,150.75 |
2,159.50 |
2,179.75 |
|
| S4 |
2,135.00 |
2,143.75 |
2,175.25 |
|
|
| 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 |
2,126.25 |
64.75 |
3.0% |
24.50 |
1.1% |
89% |
False |
False |
272,058 |
| 10 |
2,191.00 |
2,092.50 |
98.50 |
4.5% |
25.25 |
1.2% |
93% |
False |
False |
270,853 |
| 20 |
2,191.00 |
2,004.25 |
186.75 |
8.6% |
29.25 |
1.3% |
96% |
False |
False |
290,480 |
| 40 |
2,191.00 |
1,909.75 |
281.25 |
12.9% |
31.00 |
1.4% |
98% |
False |
False |
306,031 |
| 60 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
31.75 |
1.5% |
98% |
False |
False |
217,175 |
| 80 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
32.25 |
1.5% |
98% |
False |
False |
162,911 |
| 100 |
2,191.00 |
1,696.25 |
494.75 |
22.7% |
33.75 |
1.5% |
99% |
False |
False |
130,353 |
| 120 |
2,191.00 |
1,696.25 |
494.75 |
22.7% |
34.00 |
1.6% |
99% |
False |
False |
108,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.25 |
|
2.618 |
2,230.50 |
|
1.618 |
2,214.75 |
|
1.000 |
2,205.00 |
|
0.618 |
2,199.00 |
|
HIGH |
2,189.25 |
|
0.618 |
2,183.25 |
|
0.500 |
2,181.50 |
|
0.382 |
2,179.50 |
|
LOW |
2,173.50 |
|
0.618 |
2,163.75 |
|
1.000 |
2,157.75 |
|
1.618 |
2,148.00 |
|
2.618 |
2,132.25 |
|
4.250 |
2,106.50 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.00 |
2,181.50 |
| PP |
2,182.25 |
2,179.00 |
| S1 |
2,181.50 |
2,176.50 |
|