| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,853.0 |
-20.0 |
-0.7% |
2,862.0 |
| High |
2,876.0 |
2,853.0 |
-23.0 |
-0.8% |
2,886.0 |
| Low |
2,828.0 |
2,813.0 |
-15.0 |
-0.5% |
2,796.0 |
| Close |
2,842.0 |
2,827.0 |
-15.0 |
-0.5% |
2,861.0 |
| Range |
48.0 |
40.0 |
-8.0 |
-16.7% |
90.0 |
| ATR |
46.6 |
46.1 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,151 |
292,433 |
291,282 |
25,306.9% |
2,230 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.0 |
2,929.0 |
2,849.0 |
|
| R3 |
2,911.0 |
2,889.0 |
2,838.0 |
|
| R2 |
2,871.0 |
2,871.0 |
2,834.3 |
|
| R1 |
2,849.0 |
2,849.0 |
2,830.7 |
2,840.0 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,826.5 |
| S1 |
2,809.0 |
2,809.0 |
2,823.3 |
2,800.0 |
| S2 |
2,791.0 |
2,791.0 |
2,819.7 |
|
| S3 |
2,751.0 |
2,769.0 |
2,816.0 |
|
| S4 |
2,711.0 |
2,729.0 |
2,805.0 |
|
|
| 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 |
2,813.0 |
85.0 |
3.0% |
38.2 |
1.4% |
16% |
False |
True |
70,302 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
49.1 |
1.7% |
26% |
False |
False |
38,420 |
| 20 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
42.5 |
1.5% |
26% |
False |
False |
28,713 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
46.7 |
1.7% |
64% |
False |
False |
15,052 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.7 |
1.5% |
77% |
False |
False |
11,482 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
41.7 |
1.5% |
77% |
False |
False |
8,688 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.4% |
42.1 |
1.5% |
80% |
False |
False |
7,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,023.0 |
|
2.618 |
2,957.7 |
|
1.618 |
2,917.7 |
|
1.000 |
2,893.0 |
|
0.618 |
2,877.7 |
|
HIGH |
2,853.0 |
|
0.618 |
2,837.7 |
|
0.500 |
2,833.0 |
|
0.382 |
2,828.3 |
|
LOW |
2,813.0 |
|
0.618 |
2,788.3 |
|
1.000 |
2,773.0 |
|
1.618 |
2,748.3 |
|
2.618 |
2,708.3 |
|
4.250 |
2,643.0 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.0 |
2,855.5 |
| PP |
2,831.0 |
2,846.0 |
| S1 |
2,829.0 |
2,836.5 |
|