| 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 |
1,342.8 |
1,337.8 |
-5.0 |
-0.4% |
1,399.8 |
| High |
1,345.7 |
1,361.1 |
15.4 |
1.1% |
1,426.0 |
| Low |
1,333.0 |
1,337.8 |
4.8 |
0.4% |
1,361.4 |
| Close |
1,339.0 |
1,355.1 |
16.1 |
1.2% |
1,367.7 |
| Range |
12.7 |
23.3 |
10.6 |
83.5% |
64.6 |
| ATR |
25.9 |
25.7 |
-0.2 |
-0.7% |
0.0 |
| Volume |
41,190 |
26,160 |
-15,030 |
-36.5% |
128,697 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.2 |
1,411.5 |
1,367.9 |
|
| R3 |
1,397.9 |
1,388.2 |
1,361.5 |
|
| R2 |
1,374.6 |
1,374.6 |
1,359.4 |
|
| R1 |
1,364.9 |
1,364.9 |
1,357.2 |
1,369.8 |
| PP |
1,351.3 |
1,351.3 |
1,351.3 |
1,353.8 |
| S1 |
1,341.6 |
1,341.6 |
1,353.0 |
1,346.5 |
| S2 |
1,328.0 |
1,328.0 |
1,350.8 |
|
| S3 |
1,304.7 |
1,318.3 |
1,348.7 |
|
| S4 |
1,281.4 |
1,295.0 |
1,342.3 |
|
|
| 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 |
1,411.7 |
1,331.1 |
80.6 |
5.9% |
28.6 |
2.1% |
30% |
False |
False |
27,889 |
| 10 |
1,426.0 |
1,331.1 |
94.9 |
7.0% |
28.0 |
2.1% |
25% |
False |
False |
27,791 |
| 20 |
1,426.0 |
1,317.4 |
108.6 |
8.0% |
25.5 |
1.9% |
35% |
False |
False |
17,168 |
| 40 |
1,426.0 |
1,284.5 |
141.5 |
10.4% |
22.5 |
1.7% |
50% |
False |
False |
10,484 |
| 60 |
1,426.0 |
1,236.7 |
189.3 |
14.0% |
18.6 |
1.4% |
63% |
False |
False |
7,466 |
| 80 |
1,426.0 |
1,164.0 |
262.0 |
19.3% |
16.7 |
1.2% |
73% |
False |
False |
5,905 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.4% |
15.5 |
1.1% |
73% |
False |
False |
4,856 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.4% |
14.9 |
1.1% |
73% |
False |
False |
4,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,460.1 |
|
2.618 |
1,422.1 |
|
1.618 |
1,398.8 |
|
1.000 |
1,384.4 |
|
0.618 |
1,375.5 |
|
HIGH |
1,361.1 |
|
0.618 |
1,352.2 |
|
0.500 |
1,349.5 |
|
0.382 |
1,346.7 |
|
LOW |
1,337.8 |
|
0.618 |
1,323.4 |
|
1.000 |
1,314.5 |
|
1.618 |
1,300.1 |
|
2.618 |
1,276.8 |
|
4.250 |
1,238.8 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,353.2 |
1,353.0 |
| PP |
1,351.3 |
1,350.8 |
| S1 |
1,349.5 |
1,348.7 |
|