| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,396.0 |
1,399.8 |
3.8 |
0.3% |
1,363.0 |
| High |
1,400.2 |
1,412.5 |
12.3 |
0.9% |
1,400.2 |
| Low |
1,373.9 |
1,389.4 |
15.5 |
1.1% |
1,327.8 |
| Close |
1,399.8 |
1,405.4 |
5.6 |
0.4% |
1,399.8 |
| Range |
26.3 |
23.1 |
-3.2 |
-12.2% |
72.4 |
| ATR |
23.3 |
23.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
27,305 |
27,305 |
0 |
0.0% |
58,224 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.7 |
1,461.7 |
1,418.1 |
|
| R3 |
1,448.6 |
1,438.6 |
1,411.8 |
|
| R2 |
1,425.5 |
1,425.5 |
1,409.6 |
|
| R1 |
1,415.5 |
1,415.5 |
1,407.5 |
1,420.5 |
| PP |
1,402.4 |
1,402.4 |
1,402.4 |
1,405.0 |
| S1 |
1,392.4 |
1,392.4 |
1,403.3 |
1,397.4 |
| S2 |
1,379.3 |
1,379.3 |
1,401.2 |
|
| S3 |
1,356.2 |
1,369.3 |
1,399.0 |
|
| S4 |
1,333.1 |
1,346.2 |
1,392.7 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.1 |
1,568.9 |
1,439.6 |
|
| R3 |
1,520.7 |
1,496.5 |
1,419.7 |
|
| R2 |
1,448.3 |
1,448.3 |
1,413.1 |
|
| R1 |
1,424.1 |
1,424.1 |
1,406.4 |
1,436.2 |
| PP |
1,375.9 |
1,375.9 |
1,375.9 |
1,382.0 |
| S1 |
1,351.7 |
1,351.7 |
1,393.2 |
1,363.8 |
| S2 |
1,303.5 |
1,303.5 |
1,386.5 |
|
| S3 |
1,231.1 |
1,279.3 |
1,379.9 |
|
| S4 |
1,158.7 |
1,206.9 |
1,360.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,412.5 |
1,327.8 |
84.7 |
6.0% |
28.6 |
2.0% |
92% |
True |
False |
15,692 |
| 10 |
1,412.5 |
1,321.1 |
91.4 |
6.5% |
24.6 |
1.7% |
92% |
True |
False |
11,015 |
| 20 |
1,412.5 |
1,317.4 |
95.1 |
6.8% |
23.3 |
1.7% |
93% |
True |
False |
8,076 |
| 40 |
1,412.5 |
1,252.0 |
160.5 |
11.4% |
19.2 |
1.4% |
96% |
True |
False |
5,182 |
| 60 |
1,412.5 |
1,216.3 |
196.2 |
14.0% |
16.3 |
1.2% |
96% |
True |
False |
3,825 |
| 80 |
1,412.5 |
1,162.5 |
250.0 |
17.8% |
15.0 |
1.1% |
97% |
True |
False |
3,214 |
| 100 |
1,412.5 |
1,162.5 |
250.0 |
17.8% |
14.3 |
1.0% |
97% |
True |
False |
2,711 |
| 120 |
1,412.5 |
1,162.5 |
250.0 |
17.8% |
13.7 |
1.0% |
97% |
True |
False |
2,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.7 |
|
2.618 |
1,473.0 |
|
1.618 |
1,449.9 |
|
1.000 |
1,435.6 |
|
0.618 |
1,426.8 |
|
HIGH |
1,412.5 |
|
0.618 |
1,403.7 |
|
0.500 |
1,401.0 |
|
0.382 |
1,398.2 |
|
LOW |
1,389.4 |
|
0.618 |
1,375.1 |
|
1.000 |
1,366.3 |
|
1.618 |
1,352.0 |
|
2.618 |
1,328.9 |
|
4.250 |
1,291.2 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,403.9 |
1,397.2 |
| PP |
1,402.4 |
1,389.0 |
| S1 |
1,401.0 |
1,380.9 |
|