| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,093.00 |
2,097.50 |
4.50 |
0.2% |
2,180.50 |
| High |
2,109.25 |
2,146.75 |
37.50 |
1.8% |
2,198.00 |
| Low |
2,088.00 |
2,095.75 |
7.75 |
0.4% |
2,119.25 |
| Close |
2,097.00 |
2,134.25 |
37.25 |
1.8% |
2,133.75 |
| Range |
21.25 |
51.00 |
29.75 |
140.0% |
78.75 |
| ATR |
30.83 |
32.27 |
1.44 |
4.7% |
0.00 |
| Volume |
260,007 |
299,550 |
39,543 |
15.2% |
1,478,016 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.50 |
2,257.50 |
2,162.25 |
|
| R3 |
2,227.50 |
2,206.50 |
2,148.25 |
|
| R2 |
2,176.50 |
2,176.50 |
2,143.50 |
|
| R1 |
2,155.50 |
2,155.50 |
2,139.00 |
2,166.00 |
| PP |
2,125.50 |
2,125.50 |
2,125.50 |
2,131.00 |
| S1 |
2,104.50 |
2,104.50 |
2,129.50 |
2,115.00 |
| S2 |
2,074.50 |
2,074.50 |
2,125.00 |
|
| S3 |
2,023.50 |
2,053.50 |
2,120.25 |
|
| S4 |
1,972.50 |
2,002.50 |
2,106.25 |
|
|
| 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 |
2,174.25 |
2,083.50 |
90.75 |
4.3% |
39.00 |
1.8% |
56% |
False |
False |
324,221 |
| 10 |
2,198.00 |
2,083.50 |
114.50 |
5.4% |
32.00 |
1.5% |
44% |
False |
False |
296,529 |
| 20 |
2,198.00 |
2,077.00 |
121.00 |
5.7% |
29.75 |
1.4% |
47% |
False |
False |
283,101 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.1% |
32.25 |
1.5% |
73% |
False |
False |
302,405 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
32.00 |
1.5% |
86% |
False |
False |
258,870 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
32.25 |
1.5% |
86% |
False |
False |
194,213 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
33.50 |
1.6% |
87% |
False |
False |
155,393 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
33.75 |
1.6% |
87% |
False |
False |
129,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.50 |
|
2.618 |
2,280.25 |
|
1.618 |
2,229.25 |
|
1.000 |
2,197.75 |
|
0.618 |
2,178.25 |
|
HIGH |
2,146.75 |
|
0.618 |
2,127.25 |
|
0.500 |
2,121.25 |
|
0.382 |
2,115.25 |
|
LOW |
2,095.75 |
|
0.618 |
2,064.25 |
|
1.000 |
2,044.75 |
|
1.618 |
2,013.25 |
|
2.618 |
1,962.25 |
|
4.250 |
1,879.00 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.00 |
2,128.00 |
| PP |
2,125.50 |
2,121.50 |
| S1 |
2,121.25 |
2,115.00 |
|