| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,175.25 |
2,171.75 |
-3.50 |
-0.2% |
2,180.50 |
| High |
2,175.50 |
2,174.25 |
-1.25 |
-0.1% |
2,198.00 |
| Low |
2,142.25 |
2,119.25 |
-23.00 |
-1.1% |
2,119.25 |
| Close |
2,172.50 |
2,133.75 |
-38.75 |
-1.8% |
2,133.75 |
| Range |
33.25 |
55.00 |
21.75 |
65.4% |
78.75 |
| ATR |
29.20 |
31.04 |
1.84 |
6.3% |
0.00 |
| Volume |
316,764 |
393,579 |
76,815 |
24.2% |
1,478,016 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.50 |
2,275.50 |
2,164.00 |
|
| R3 |
2,252.50 |
2,220.50 |
2,149.00 |
|
| R2 |
2,197.50 |
2,197.50 |
2,143.75 |
|
| R1 |
2,165.50 |
2,165.50 |
2,138.75 |
2,154.00 |
| PP |
2,142.50 |
2,142.50 |
2,142.50 |
2,136.50 |
| S1 |
2,110.50 |
2,110.50 |
2,128.75 |
2,099.00 |
| S2 |
2,087.50 |
2,087.50 |
2,123.75 |
|
| S3 |
2,032.50 |
2,055.50 |
2,118.50 |
|
| S4 |
1,977.50 |
2,000.50 |
2,103.50 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.50 |
2,339.00 |
2,177.00 |
|
| R3 |
2,307.75 |
2,260.25 |
2,155.50 |
|
| R2 |
2,229.00 |
2,229.00 |
2,148.25 |
|
| R1 |
2,181.50 |
2,181.50 |
2,141.00 |
2,166.00 |
| PP |
2,150.25 |
2,150.25 |
2,150.25 |
2,142.50 |
| S1 |
2,102.75 |
2,102.75 |
2,126.50 |
2,087.00 |
| S2 |
2,071.50 |
2,071.50 |
2,119.25 |
|
| S3 |
1,992.75 |
2,024.00 |
2,112.00 |
|
| S4 |
1,914.00 |
1,945.25 |
2,090.50 |
|
|
| 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 |
2,119.25 |
78.75 |
3.7% |
33.00 |
1.5% |
18% |
False |
True |
295,603 |
| 10 |
2,198.00 |
2,115.00 |
83.00 |
3.9% |
30.25 |
1.4% |
23% |
False |
False |
292,397 |
| 20 |
2,198.00 |
2,051.50 |
146.50 |
6.9% |
30.00 |
1.4% |
56% |
False |
False |
288,993 |
| 40 |
2,198.00 |
1,947.25 |
250.75 |
11.8% |
32.00 |
1.5% |
74% |
False |
False |
304,673 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
32.00 |
1.5% |
86% |
False |
False |
238,449 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
31.75 |
1.5% |
86% |
False |
False |
178,873 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
34.00 |
1.6% |
87% |
False |
False |
143,122 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
33.50 |
1.6% |
87% |
False |
False |
119,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,408.00 |
|
2.618 |
2,318.25 |
|
1.618 |
2,263.25 |
|
1.000 |
2,229.25 |
|
0.618 |
2,208.25 |
|
HIGH |
2,174.25 |
|
0.618 |
2,153.25 |
|
0.500 |
2,146.75 |
|
0.382 |
2,140.25 |
|
LOW |
2,119.25 |
|
0.618 |
2,085.25 |
|
1.000 |
2,064.25 |
|
1.618 |
2,030.25 |
|
2.618 |
1,975.25 |
|
4.250 |
1,885.50 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.75 |
2,153.25 |
| PP |
2,142.50 |
2,146.75 |
| S1 |
2,138.00 |
2,140.25 |
|