| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,183.00 |
2,175.25 |
-7.75 |
-0.4% |
2,125.00 |
| High |
2,198.00 |
2,187.25 |
-10.75 |
-0.5% |
2,191.00 |
| Low |
2,164.25 |
2,160.00 |
-4.25 |
-0.2% |
2,115.00 |
| Close |
2,176.25 |
2,174.50 |
-1.75 |
-0.1% |
2,184.75 |
| Range |
33.75 |
27.25 |
-6.50 |
-19.3% |
76.00 |
| ATR |
29.01 |
28.89 |
-0.13 |
-0.4% |
0.00 |
| Volume |
269,273 |
297,588 |
28,315 |
10.5% |
1,445,961 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.75 |
2,242.25 |
2,189.50 |
|
| R3 |
2,228.50 |
2,215.00 |
2,182.00 |
|
| R2 |
2,201.25 |
2,201.25 |
2,179.50 |
|
| R1 |
2,187.75 |
2,187.75 |
2,177.00 |
2,181.00 |
| PP |
2,174.00 |
2,174.00 |
2,174.00 |
2,170.50 |
| S1 |
2,160.50 |
2,160.50 |
2,172.00 |
2,153.50 |
| S2 |
2,146.75 |
2,146.75 |
2,169.50 |
|
| S3 |
2,119.50 |
2,133.25 |
2,167.00 |
|
| S4 |
2,092.25 |
2,106.00 |
2,159.50 |
|
|
| 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 |
2,198.00 |
2,160.00 |
38.00 |
1.7% |
24.00 |
1.1% |
38% |
False |
True |
270,347 |
| 10 |
2,198.00 |
2,109.25 |
88.75 |
4.1% |
26.00 |
1.2% |
74% |
False |
False |
275,262 |
| 20 |
2,198.00 |
2,041.25 |
156.75 |
7.2% |
28.75 |
1.3% |
85% |
False |
False |
288,021 |
| 40 |
2,198.00 |
1,929.50 |
268.50 |
12.3% |
31.00 |
1.4% |
91% |
False |
False |
302,760 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
31.75 |
1.5% |
95% |
False |
False |
226,615 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
32.00 |
1.5% |
95% |
False |
False |
169,995 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
33.75 |
1.5% |
95% |
False |
False |
136,021 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
33.50 |
1.5% |
95% |
False |
False |
113,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,303.00 |
|
2.618 |
2,258.50 |
|
1.618 |
2,231.25 |
|
1.000 |
2,214.50 |
|
0.618 |
2,204.00 |
|
HIGH |
2,187.25 |
|
0.618 |
2,176.75 |
|
0.500 |
2,173.50 |
|
0.382 |
2,170.50 |
|
LOW |
2,160.00 |
|
0.618 |
2,143.25 |
|
1.000 |
2,132.75 |
|
1.618 |
2,116.00 |
|
2.618 |
2,088.75 |
|
4.250 |
2,044.25 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,174.25 |
2,179.00 |
| PP |
2,174.00 |
2,177.50 |
| S1 |
2,173.50 |
2,176.00 |
|