| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,171.75 |
2,134.00 |
-37.75 |
-1.7% |
2,180.50 |
| High |
2,174.25 |
2,151.00 |
-23.25 |
-1.1% |
2,198.00 |
| Low |
2,119.25 |
2,126.50 |
7.25 |
0.3% |
2,119.25 |
| Close |
2,133.75 |
2,128.00 |
-5.75 |
-0.3% |
2,133.75 |
| Range |
55.00 |
24.50 |
-30.50 |
-55.5% |
78.75 |
| ATR |
31.04 |
30.57 |
-0.47 |
-1.5% |
0.00 |
| Volume |
393,579 |
259,982 |
-133,597 |
-33.9% |
1,478,016 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.75 |
2,192.75 |
2,141.50 |
|
| R3 |
2,184.25 |
2,168.25 |
2,134.75 |
|
| R2 |
2,159.75 |
2,159.75 |
2,132.50 |
|
| R1 |
2,143.75 |
2,143.75 |
2,130.25 |
2,139.50 |
| PP |
2,135.25 |
2,135.25 |
2,135.25 |
2,133.00 |
| S1 |
2,119.25 |
2,119.25 |
2,125.75 |
2,115.00 |
| S2 |
2,110.75 |
2,110.75 |
2,123.50 |
|
| S3 |
2,086.25 |
2,094.75 |
2,121.25 |
|
| S4 |
2,061.75 |
2,070.25 |
2,114.50 |
|
|
| 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% |
34.75 |
1.6% |
11% |
False |
False |
307,437 |
| 10 |
2,198.00 |
2,119.25 |
78.75 |
3.7% |
29.50 |
1.4% |
11% |
False |
False |
289,747 |
| 20 |
2,198.00 |
2,051.50 |
146.50 |
6.9% |
30.00 |
1.4% |
52% |
False |
False |
289,278 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.1% |
31.50 |
1.5% |
70% |
False |
False |
304,070 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.5% |
32.00 |
1.5% |
85% |
False |
False |
242,775 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.5% |
31.75 |
1.5% |
85% |
False |
False |
182,122 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.6% |
33.75 |
1.6% |
86% |
False |
False |
145,720 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.6% |
33.50 |
1.6% |
86% |
False |
False |
121,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.00 |
|
2.618 |
2,215.25 |
|
1.618 |
2,190.75 |
|
1.000 |
2,175.50 |
|
0.618 |
2,166.25 |
|
HIGH |
2,151.00 |
|
0.618 |
2,141.75 |
|
0.500 |
2,138.75 |
|
0.382 |
2,135.75 |
|
LOW |
2,126.50 |
|
0.618 |
2,111.25 |
|
1.000 |
2,102.00 |
|
1.618 |
2,086.75 |
|
2.618 |
2,062.25 |
|
4.250 |
2,022.50 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,138.75 |
2,147.50 |
| PP |
2,135.25 |
2,141.00 |
| S1 |
2,131.50 |
2,134.50 |
|