| 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 |
1,360.4 |
1,342.8 |
-17.6 |
-1.3% |
1,399.8 |
| High |
1,366.2 |
1,345.7 |
-20.5 |
-1.5% |
1,426.0 |
| Low |
1,331.1 |
1,333.0 |
1.9 |
0.1% |
1,361.4 |
| Close |
1,340.5 |
1,339.0 |
-1.5 |
-0.1% |
1,367.7 |
| Range |
35.1 |
12.7 |
-22.4 |
-63.8% |
64.6 |
| ATR |
26.9 |
25.9 |
-1.0 |
-3.8% |
0.0 |
| Volume |
26,250 |
41,190 |
14,940 |
56.9% |
128,697 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.3 |
1,370.9 |
1,346.0 |
|
| R3 |
1,364.6 |
1,358.2 |
1,342.5 |
|
| R2 |
1,351.9 |
1,351.9 |
1,341.3 |
|
| R1 |
1,345.5 |
1,345.5 |
1,340.2 |
1,342.4 |
| PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,337.7 |
| S1 |
1,332.8 |
1,332.8 |
1,337.8 |
1,329.7 |
| S2 |
1,326.5 |
1,326.5 |
1,336.7 |
|
| S3 |
1,313.8 |
1,320.1 |
1,335.5 |
|
| S4 |
1,301.1 |
1,307.4 |
1,332.0 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.8 |
1,537.9 |
1,403.2 |
|
| R3 |
1,514.2 |
1,473.3 |
1,385.5 |
|
| R2 |
1,449.6 |
1,449.6 |
1,379.5 |
|
| R1 |
1,408.7 |
1,408.7 |
1,373.6 |
1,396.9 |
| PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,379.1 |
| S1 |
1,344.1 |
1,344.1 |
1,361.8 |
1,332.3 |
| S2 |
1,320.4 |
1,320.4 |
1,355.9 |
|
| S3 |
1,255.8 |
1,279.5 |
1,349.9 |
|
| S4 |
1,191.2 |
1,214.9 |
1,332.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,419.4 |
1,331.1 |
88.3 |
6.6% |
28.0 |
2.1% |
9% |
False |
False |
28,092 |
| 10 |
1,426.0 |
1,331.1 |
94.9 |
7.1% |
30.3 |
2.3% |
8% |
False |
False |
25,922 |
| 20 |
1,426.0 |
1,317.4 |
108.6 |
8.1% |
25.9 |
1.9% |
20% |
False |
False |
16,249 |
| 40 |
1,426.0 |
1,284.5 |
141.5 |
10.6% |
22.1 |
1.7% |
39% |
False |
False |
9,886 |
| 60 |
1,426.0 |
1,234.0 |
192.0 |
14.3% |
18.4 |
1.4% |
55% |
False |
False |
7,038 |
| 80 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
16.5 |
1.2% |
67% |
False |
False |
5,605 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
15.2 |
1.1% |
67% |
False |
False |
4,603 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
14.7 |
1.1% |
67% |
False |
False |
3,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,399.7 |
|
2.618 |
1,378.9 |
|
1.618 |
1,366.2 |
|
1.000 |
1,358.4 |
|
0.618 |
1,353.5 |
|
HIGH |
1,345.7 |
|
0.618 |
1,340.8 |
|
0.500 |
1,339.4 |
|
0.382 |
1,337.9 |
|
LOW |
1,333.0 |
|
0.618 |
1,325.2 |
|
1.000 |
1,320.3 |
|
1.618 |
1,312.5 |
|
2.618 |
1,299.8 |
|
4.250 |
1,279.0 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.4 |
1,354.8 |
| PP |
1,339.2 |
1,349.5 |
| S1 |
1,339.1 |
1,344.3 |
|