| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,126.75 |
2,093.00 |
-33.75 |
-1.6% |
2,180.50 |
| High |
2,127.25 |
2,109.25 |
-18.00 |
-0.8% |
2,198.00 |
| Low |
2,083.50 |
2,088.00 |
4.50 |
0.2% |
2,119.25 |
| Close |
2,090.75 |
2,097.00 |
6.25 |
0.3% |
2,133.75 |
| Range |
43.75 |
21.25 |
-22.50 |
-51.4% |
78.75 |
| ATR |
31.57 |
30.83 |
-0.74 |
-2.3% |
0.00 |
| Volume |
407,991 |
260,007 |
-147,984 |
-36.3% |
1,478,016 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.75 |
2,150.75 |
2,108.75 |
|
| R3 |
2,140.50 |
2,129.50 |
2,102.75 |
|
| R2 |
2,119.25 |
2,119.25 |
2,101.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,099.00 |
2,113.75 |
| PP |
2,098.00 |
2,098.00 |
2,098.00 |
2,101.00 |
| S1 |
2,087.00 |
2,087.00 |
2,095.00 |
2,092.50 |
| S2 |
2,076.75 |
2,076.75 |
2,093.00 |
|
| S3 |
2,055.50 |
2,065.75 |
2,091.25 |
|
| S4 |
2,034.25 |
2,044.50 |
2,085.25 |
|
|
| 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 |
2,175.50 |
2,083.50 |
92.00 |
4.4% |
35.50 |
1.7% |
15% |
False |
False |
327,664 |
| 10 |
2,198.00 |
2,083.50 |
114.50 |
5.5% |
29.75 |
1.4% |
12% |
False |
False |
299,006 |
| 20 |
2,198.00 |
2,066.75 |
131.25 |
6.3% |
29.00 |
1.4% |
23% |
False |
False |
284,522 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.3% |
32.00 |
1.5% |
57% |
False |
False |
304,368 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.8% |
31.75 |
1.5% |
78% |
False |
False |
253,893 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.8% |
32.00 |
1.5% |
78% |
False |
False |
190,470 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.9% |
33.75 |
1.6% |
80% |
False |
False |
152,398 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.9% |
33.75 |
1.6% |
80% |
False |
False |
127,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.50 |
|
2.618 |
2,165.00 |
|
1.618 |
2,143.75 |
|
1.000 |
2,130.50 |
|
0.618 |
2,122.50 |
|
HIGH |
2,109.25 |
|
0.618 |
2,101.25 |
|
0.500 |
2,098.50 |
|
0.382 |
2,096.00 |
|
LOW |
2,088.00 |
|
0.618 |
2,074.75 |
|
1.000 |
2,066.75 |
|
1.618 |
2,053.50 |
|
2.618 |
2,032.25 |
|
4.250 |
1,997.75 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,098.50 |
2,117.25 |
| PP |
2,098.00 |
2,110.50 |
| S1 |
2,097.50 |
2,103.75 |
|