| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,097.50 |
2,135.25 |
37.75 |
1.8% |
2,134.00 |
| High |
2,146.75 |
2,138.75 |
-8.00 |
-0.4% |
2,151.00 |
| Low |
2,095.75 |
2,119.75 |
24.00 |
1.1% |
2,083.50 |
| Close |
2,134.25 |
2,133.50 |
-0.75 |
0.0% |
2,133.50 |
| Range |
51.00 |
19.00 |
-32.00 |
-62.7% |
67.50 |
| ATR |
32.27 |
31.32 |
-0.95 |
-2.9% |
0.00 |
| Volume |
299,550 |
216,792 |
-82,758 |
-27.6% |
1,444,322 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.75 |
2,179.50 |
2,144.00 |
|
| R3 |
2,168.75 |
2,160.50 |
2,138.75 |
|
| R2 |
2,149.75 |
2,149.75 |
2,137.00 |
|
| R1 |
2,141.50 |
2,141.50 |
2,135.25 |
2,136.00 |
| PP |
2,130.75 |
2,130.75 |
2,130.75 |
2,128.00 |
| S1 |
2,122.50 |
2,122.50 |
2,131.75 |
2,117.00 |
| S2 |
2,111.75 |
2,111.75 |
2,130.00 |
|
| S3 |
2,092.75 |
2,103.50 |
2,128.25 |
|
| S4 |
2,073.75 |
2,084.50 |
2,123.00 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,325.25 |
2,296.75 |
2,170.50 |
|
| R3 |
2,257.75 |
2,229.25 |
2,152.00 |
|
| R2 |
2,190.25 |
2,190.25 |
2,146.00 |
|
| R1 |
2,161.75 |
2,161.75 |
2,139.75 |
2,142.25 |
| PP |
2,122.75 |
2,122.75 |
2,122.75 |
2,113.00 |
| S1 |
2,094.25 |
2,094.25 |
2,127.25 |
2,074.75 |
| S2 |
2,055.25 |
2,055.25 |
2,121.00 |
|
| S3 |
1,987.75 |
2,026.75 |
2,115.00 |
|
| S4 |
1,920.25 |
1,959.25 |
2,096.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,151.00 |
2,083.50 |
67.50 |
3.2% |
32.00 |
1.5% |
74% |
False |
False |
288,864 |
| 10 |
2,198.00 |
2,083.50 |
114.50 |
5.4% |
32.50 |
1.5% |
44% |
False |
False |
292,233 |
| 20 |
2,198.00 |
2,083.50 |
114.50 |
5.4% |
29.25 |
1.4% |
44% |
False |
False |
283,591 |
| 40 |
2,198.00 |
1,961.00 |
237.00 |
11.1% |
31.75 |
1.5% |
73% |
False |
False |
300,214 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
31.75 |
1.5% |
86% |
False |
False |
262,474 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.4% |
32.00 |
1.5% |
86% |
False |
False |
196,923 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
33.25 |
1.6% |
87% |
False |
False |
157,558 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.5% |
33.50 |
1.6% |
87% |
False |
False |
131,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.50 |
|
2.618 |
2,188.50 |
|
1.618 |
2,169.50 |
|
1.000 |
2,157.75 |
|
0.618 |
2,150.50 |
|
HIGH |
2,138.75 |
|
0.618 |
2,131.50 |
|
0.500 |
2,129.25 |
|
0.382 |
2,127.00 |
|
LOW |
2,119.75 |
|
0.618 |
2,108.00 |
|
1.000 |
2,100.75 |
|
1.618 |
2,089.00 |
|
2.618 |
2,070.00 |
|
4.250 |
2,039.00 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.00 |
2,128.00 |
| PP |
2,130.75 |
2,122.75 |
| S1 |
2,129.25 |
2,117.50 |
|