| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,857.0 |
0.0 |
0.0% |
2,862.0 |
| High |
2,874.0 |
2,898.0 |
24.0 |
0.8% |
2,886.0 |
| Low |
2,848.0 |
2,857.0 |
9.0 |
0.3% |
2,796.0 |
| Close |
2,862.0 |
2,884.0 |
22.0 |
0.8% |
2,861.0 |
| Range |
26.0 |
41.0 |
15.0 |
57.7% |
90.0 |
| ATR |
46.3 |
45.9 |
-0.4 |
-0.8% |
0.0 |
| Volume |
1,096 |
56,439 |
55,343 |
5,049.5% |
2,230 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.7 |
2,984.3 |
2,906.6 |
|
| R3 |
2,961.7 |
2,943.3 |
2,895.3 |
|
| R2 |
2,920.7 |
2,920.7 |
2,891.5 |
|
| R1 |
2,902.3 |
2,902.3 |
2,887.8 |
2,911.5 |
| PP |
2,879.7 |
2,879.7 |
2,879.7 |
2,884.3 |
| S1 |
2,861.3 |
2,861.3 |
2,880.2 |
2,870.5 |
| S2 |
2,838.7 |
2,838.7 |
2,876.5 |
|
| S3 |
2,797.7 |
2,820.3 |
2,872.7 |
|
| S4 |
2,756.7 |
2,779.3 |
2,861.5 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,079.3 |
2,910.5 |
|
| R3 |
3,027.7 |
2,989.3 |
2,885.8 |
|
| R2 |
2,937.7 |
2,937.7 |
2,877.5 |
|
| R1 |
2,899.3 |
2,899.3 |
2,869.3 |
2,873.5 |
| PP |
2,847.7 |
2,847.7 |
2,847.7 |
2,834.8 |
| S1 |
2,809.3 |
2,809.3 |
2,852.8 |
2,783.5 |
| S2 |
2,757.7 |
2,757.7 |
2,844.5 |
|
| S3 |
2,667.7 |
2,719.3 |
2,836.3 |
|
| S4 |
2,577.7 |
2,629.3 |
2,811.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,898.0 |
2,810.0 |
88.0 |
3.1% |
39.2 |
1.4% |
84% |
True |
False |
11,873 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
46.9 |
1.6% |
73% |
False |
False |
18,897 |
| 20 |
2,916.0 |
2,775.0 |
141.0 |
4.9% |
42.7 |
1.5% |
77% |
False |
False |
14,046 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.5% |
45.7 |
1.6% |
87% |
False |
False |
8,751 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.2% |
44.4 |
1.5% |
92% |
False |
False |
6,593 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.2% |
42.6 |
1.5% |
92% |
False |
False |
5,029 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.1% |
42.1 |
1.5% |
93% |
False |
False |
4,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,072.3 |
|
2.618 |
3,005.3 |
|
1.618 |
2,964.3 |
|
1.000 |
2,939.0 |
|
0.618 |
2,923.3 |
|
HIGH |
2,898.0 |
|
0.618 |
2,882.3 |
|
0.500 |
2,877.5 |
|
0.382 |
2,872.7 |
|
LOW |
2,857.0 |
|
0.618 |
2,831.7 |
|
1.000 |
2,816.0 |
|
1.618 |
2,790.7 |
|
2.618 |
2,749.7 |
|
4.250 |
2,682.8 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,881.8 |
2,880.3 |
| PP |
2,879.7 |
2,876.7 |
| S1 |
2,877.5 |
2,873.0 |
|