| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,134.00 |
2,126.75 |
-7.25 |
-0.3% |
2,180.50 |
| High |
2,151.00 |
2,127.25 |
-23.75 |
-1.1% |
2,198.00 |
| Low |
2,126.50 |
2,083.50 |
-43.00 |
-2.0% |
2,119.25 |
| Close |
2,128.00 |
2,090.75 |
-37.25 |
-1.8% |
2,133.75 |
| Range |
24.50 |
43.75 |
19.25 |
78.6% |
78.75 |
| ATR |
30.57 |
31.57 |
0.99 |
3.3% |
0.00 |
| Volume |
259,982 |
407,991 |
148,009 |
56.9% |
1,478,016 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.75 |
2,205.00 |
2,114.75 |
|
| R3 |
2,188.00 |
2,161.25 |
2,102.75 |
|
| R2 |
2,144.25 |
2,144.25 |
2,098.75 |
|
| R1 |
2,117.50 |
2,117.50 |
2,094.75 |
2,109.00 |
| PP |
2,100.50 |
2,100.50 |
2,100.50 |
2,096.25 |
| S1 |
2,073.75 |
2,073.75 |
2,086.75 |
2,065.25 |
| S2 |
2,056.75 |
2,056.75 |
2,082.75 |
|
| S3 |
2,013.00 |
2,030.00 |
2,078.75 |
|
| S4 |
1,969.25 |
1,986.25 |
2,066.75 |
|
|
| 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 |
2,187.25 |
2,083.50 |
103.75 |
5.0% |
36.75 |
1.8% |
7% |
False |
True |
335,180 |
| 10 |
2,198.00 |
2,083.50 |
114.50 |
5.5% |
31.25 |
1.5% |
6% |
False |
True |
307,825 |
| 20 |
2,198.00 |
2,062.50 |
135.50 |
6.5% |
29.75 |
1.4% |
21% |
False |
False |
285,970 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.3% |
32.00 |
1.5% |
55% |
False |
False |
306,272 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.9% |
32.25 |
1.5% |
77% |
False |
False |
249,569 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.9% |
32.00 |
1.5% |
77% |
False |
False |
187,220 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
24.0% |
34.00 |
1.6% |
79% |
False |
False |
149,799 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
24.0% |
33.75 |
1.6% |
79% |
False |
False |
124,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.25 |
|
2.618 |
2,241.75 |
|
1.618 |
2,198.00 |
|
1.000 |
2,171.00 |
|
0.618 |
2,154.25 |
|
HIGH |
2,127.25 |
|
0.618 |
2,110.50 |
|
0.500 |
2,105.50 |
|
0.382 |
2,100.25 |
|
LOW |
2,083.50 |
|
0.618 |
2,056.50 |
|
1.000 |
2,039.75 |
|
1.618 |
2,012.75 |
|
2.618 |
1,969.00 |
|
4.250 |
1,897.50 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.50 |
2,129.00 |
| PP |
2,100.50 |
2,116.25 |
| S1 |
2,095.50 |
2,103.50 |
|