| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,310 |
11,309 |
-1 |
0.0% |
11,068 |
| High |
11,336 |
11,309 |
-27 |
-0.2% |
11,431 |
| Low |
11,221 |
11,196 |
-25 |
-0.2% |
11,009 |
| Close |
11,302 |
11,242 |
-60 |
-0.5% |
11,376 |
| Range |
115 |
113 |
-2 |
-1.7% |
422 |
| ATR |
133 |
131 |
-1 |
-1.1% |
0 |
| Volume |
135,188 |
110,670 |
-24,518 |
-18.1% |
615,668 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,588 |
11,528 |
11,304 |
|
| R3 |
11,475 |
11,415 |
11,273 |
|
| R2 |
11,362 |
11,362 |
11,263 |
|
| R1 |
11,302 |
11,302 |
11,252 |
11,276 |
| PP |
11,249 |
11,249 |
11,249 |
11,236 |
| S1 |
11,189 |
11,189 |
11,232 |
11,163 |
| S2 |
11,136 |
11,136 |
11,221 |
|
| S3 |
11,023 |
11,076 |
11,211 |
|
| S4 |
10,910 |
10,963 |
11,180 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,538 |
12,379 |
11,608 |
|
| R3 |
12,116 |
11,957 |
11,492 |
|
| R2 |
11,694 |
11,694 |
11,453 |
|
| R1 |
11,535 |
11,535 |
11,415 |
11,615 |
| PP |
11,272 |
11,272 |
11,272 |
11,312 |
| S1 |
11,113 |
11,113 |
11,337 |
11,193 |
| S2 |
10,850 |
10,850 |
11,299 |
|
| S3 |
10,428 |
10,691 |
11,260 |
|
| S4 |
10,006 |
10,269 |
11,144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,431 |
11,196 |
235 |
2.1% |
102 |
0.9% |
20% |
False |
True |
109,858 |
| 10 |
11,431 |
10,996 |
435 |
3.9% |
126 |
1.1% |
57% |
False |
False |
116,293 |
| 20 |
11,431 |
10,861 |
570 |
5.1% |
136 |
1.2% |
67% |
False |
False |
122,889 |
| 40 |
11,431 |
10,497 |
934 |
8.3% |
137 |
1.2% |
80% |
False |
False |
127,687 |
| 60 |
11,431 |
9,844 |
1,587 |
14.1% |
141 |
1.2% |
88% |
False |
False |
96,574 |
| 80 |
11,431 |
9,844 |
1,587 |
14.1% |
143 |
1.3% |
88% |
False |
False |
72,451 |
| 100 |
11,431 |
9,452 |
1,979 |
17.6% |
152 |
1.4% |
90% |
False |
False |
57,978 |
| 120 |
11,431 |
9,452 |
1,979 |
17.6% |
138 |
1.2% |
90% |
False |
False |
48,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,789 |
|
2.618 |
11,605 |
|
1.618 |
11,492 |
|
1.000 |
11,422 |
|
0.618 |
11,379 |
|
HIGH |
11,309 |
|
0.618 |
11,266 |
|
0.500 |
11,253 |
|
0.382 |
11,239 |
|
LOW |
11,196 |
|
0.618 |
11,126 |
|
1.000 |
11,083 |
|
1.618 |
11,013 |
|
2.618 |
10,900 |
|
4.250 |
10,716 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,253 |
11,298 |
| PP |
11,249 |
11,279 |
| S1 |
11,246 |
11,261 |
|