| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,873.0 |
16.0 |
0.6% |
2,862.0 |
| High |
2,898.0 |
2,876.0 |
-22.0 |
-0.8% |
2,886.0 |
| Low |
2,857.0 |
2,828.0 |
-29.0 |
-1.0% |
2,796.0 |
| Close |
2,884.0 |
2,842.0 |
-42.0 |
-1.5% |
2,861.0 |
| Range |
41.0 |
48.0 |
7.0 |
17.1% |
90.0 |
| ATR |
45.9 |
46.6 |
0.7 |
1.6% |
0.0 |
| Volume |
56,439 |
1,151 |
-55,288 |
-98.0% |
2,230 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.7 |
2,965.3 |
2,868.4 |
|
| R3 |
2,944.7 |
2,917.3 |
2,855.2 |
|
| R2 |
2,896.7 |
2,896.7 |
2,850.8 |
|
| R1 |
2,869.3 |
2,869.3 |
2,846.4 |
2,859.0 |
| PP |
2,848.7 |
2,848.7 |
2,848.7 |
2,843.5 |
| S1 |
2,821.3 |
2,821.3 |
2,837.6 |
2,811.0 |
| S2 |
2,800.7 |
2,800.7 |
2,833.2 |
|
| S3 |
2,752.7 |
2,773.3 |
2,828.8 |
|
| S4 |
2,704.7 |
2,725.3 |
2,815.6 |
|
|
| 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 |
2,828.0 |
70.0 |
2.5% |
38.4 |
1.4% |
20% |
False |
True |
11,890 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
47.8 |
1.7% |
38% |
False |
False |
11,942 |
| 20 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
42.0 |
1.5% |
38% |
False |
False |
14,097 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
46.3 |
1.6% |
70% |
False |
False |
8,302 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.6 |
1.6% |
81% |
False |
False |
6,610 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.4 |
1.5% |
81% |
False |
False |
5,043 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
42.5 |
1.5% |
83% |
False |
False |
4,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,080.0 |
|
2.618 |
3,001.7 |
|
1.618 |
2,953.7 |
|
1.000 |
2,924.0 |
|
0.618 |
2,905.7 |
|
HIGH |
2,876.0 |
|
0.618 |
2,857.7 |
|
0.500 |
2,852.0 |
|
0.382 |
2,846.3 |
|
LOW |
2,828.0 |
|
0.618 |
2,798.3 |
|
1.000 |
2,780.0 |
|
1.618 |
2,750.3 |
|
2.618 |
2,702.3 |
|
4.250 |
2,624.0 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,852.0 |
2,863.0 |
| PP |
2,848.7 |
2,856.0 |
| S1 |
2,845.3 |
2,849.0 |
|