| 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 |
1,337.8 |
1,358.7 |
20.9 |
1.6% |
1,371.5 |
| High |
1,361.1 |
1,364.9 |
3.8 |
0.3% |
1,378.5 |
| Low |
1,337.8 |
1,343.1 |
5.3 |
0.4% |
1,331.1 |
| Close |
1,355.1 |
1,354.4 |
-0.7 |
-0.1% |
1,354.4 |
| Range |
23.3 |
21.8 |
-1.5 |
-6.4% |
47.4 |
| ATR |
25.7 |
25.4 |
-0.3 |
-1.1% |
0.0 |
| Volume |
26,160 |
33,255 |
7,095 |
27.1% |
155,164 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.5 |
1,408.8 |
1,366.4 |
|
| R3 |
1,397.7 |
1,387.0 |
1,360.4 |
|
| R2 |
1,375.9 |
1,375.9 |
1,358.4 |
|
| R1 |
1,365.2 |
1,365.2 |
1,356.4 |
1,359.7 |
| PP |
1,354.1 |
1,354.1 |
1,354.1 |
1,351.4 |
| S1 |
1,343.4 |
1,343.4 |
1,352.4 |
1,337.9 |
| S2 |
1,332.3 |
1,332.3 |
1,350.4 |
|
| S3 |
1,310.5 |
1,321.6 |
1,348.4 |
|
| S4 |
1,288.7 |
1,299.8 |
1,342.4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,496.9 |
1,473.0 |
1,380.5 |
|
| R3 |
1,449.5 |
1,425.6 |
1,367.4 |
|
| R2 |
1,402.1 |
1,402.1 |
1,363.1 |
|
| R1 |
1,378.2 |
1,378.2 |
1,358.7 |
1,366.5 |
| PP |
1,354.7 |
1,354.7 |
1,354.7 |
1,348.8 |
| S1 |
1,330.8 |
1,330.8 |
1,350.1 |
1,319.1 |
| S2 |
1,307.3 |
1,307.3 |
1,345.7 |
|
| S3 |
1,259.9 |
1,283.4 |
1,341.4 |
|
| S4 |
1,212.5 |
1,236.0 |
1,328.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,378.5 |
1,331.1 |
47.4 |
3.5% |
22.9 |
1.7% |
49% |
False |
False |
31,032 |
| 10 |
1,426.0 |
1,331.1 |
94.9 |
7.0% |
27.6 |
2.0% |
25% |
False |
False |
28,386 |
| 20 |
1,426.0 |
1,321.1 |
104.9 |
7.7% |
25.9 |
1.9% |
32% |
False |
False |
18,532 |
| 40 |
1,426.0 |
1,284.5 |
141.5 |
10.4% |
22.9 |
1.7% |
49% |
False |
False |
11,292 |
| 60 |
1,426.0 |
1,236.7 |
189.3 |
14.0% |
18.9 |
1.4% |
62% |
False |
False |
7,983 |
| 80 |
1,426.0 |
1,170.2 |
255.8 |
18.9% |
16.9 |
1.2% |
72% |
False |
False |
6,303 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.5% |
15.7 |
1.2% |
73% |
False |
False |
5,185 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.5% |
15.1 |
1.1% |
73% |
False |
False |
4,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.6 |
|
2.618 |
1,422.0 |
|
1.618 |
1,400.2 |
|
1.000 |
1,386.7 |
|
0.618 |
1,378.4 |
|
HIGH |
1,364.9 |
|
0.618 |
1,356.6 |
|
0.500 |
1,354.0 |
|
0.382 |
1,351.4 |
|
LOW |
1,343.1 |
|
0.618 |
1,329.6 |
|
1.000 |
1,321.3 |
|
1.618 |
1,307.8 |
|
2.618 |
1,286.0 |
|
4.250 |
1,250.5 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,354.3 |
1,352.6 |
| PP |
1,354.1 |
1,350.8 |
| S1 |
1,354.0 |
1,349.0 |
|