| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,853.0 |
2,759.0 |
-94.0 |
-3.3% |
2,857.0 |
| High |
2,853.0 |
2,833.0 |
-20.0 |
-0.7% |
2,898.0 |
| Low |
2,813.0 |
2,759.0 |
-54.0 |
-1.9% |
2,759.0 |
| Close |
2,827.0 |
2,820.0 |
-7.0 |
-0.2% |
2,820.0 |
| Range |
40.0 |
74.0 |
34.0 |
85.0% |
139.0 |
| ATR |
46.1 |
48.1 |
2.0 |
4.3% |
0.0 |
| Volume |
292,433 |
394 |
-292,039 |
-99.9% |
351,513 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.0 |
2,997.0 |
2,860.7 |
|
| R3 |
2,952.0 |
2,923.0 |
2,840.4 |
|
| R2 |
2,878.0 |
2,878.0 |
2,833.6 |
|
| R1 |
2,849.0 |
2,849.0 |
2,826.8 |
2,863.5 |
| PP |
2,804.0 |
2,804.0 |
2,804.0 |
2,811.3 |
| S1 |
2,775.0 |
2,775.0 |
2,813.2 |
2,789.5 |
| S2 |
2,730.0 |
2,730.0 |
2,806.4 |
|
| S3 |
2,656.0 |
2,701.0 |
2,799.7 |
|
| S4 |
2,582.0 |
2,627.0 |
2,779.3 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.7 |
3,170.3 |
2,896.5 |
|
| R3 |
3,103.7 |
3,031.3 |
2,858.2 |
|
| R2 |
2,964.7 |
2,964.7 |
2,845.5 |
|
| R1 |
2,892.3 |
2,892.3 |
2,832.7 |
2,859.0 |
| PP |
2,825.7 |
2,825.7 |
2,825.7 |
2,809.0 |
| S1 |
2,753.3 |
2,753.3 |
2,807.3 |
2,720.0 |
| S2 |
2,686.7 |
2,686.7 |
2,794.5 |
|
| S3 |
2,547.7 |
2,614.3 |
2,781.8 |
|
| S4 |
2,408.7 |
2,475.3 |
2,743.6 |
|
|
| 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 |
2,759.0 |
139.0 |
4.9% |
45.8 |
1.6% |
44% |
False |
True |
70,302 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
4.9% |
46.5 |
1.6% |
44% |
False |
True |
35,374 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.6% |
44.6 |
1.6% |
39% |
False |
True |
24,336 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
46.8 |
1.7% |
61% |
False |
False |
14,814 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.7 |
1.6% |
75% |
False |
False |
11,488 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
42.2 |
1.5% |
75% |
False |
False |
8,693 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.4% |
42.5 |
1.5% |
78% |
False |
False |
7,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.5 |
|
2.618 |
3,026.7 |
|
1.618 |
2,952.7 |
|
1.000 |
2,907.0 |
|
0.618 |
2,878.7 |
|
HIGH |
2,833.0 |
|
0.618 |
2,804.7 |
|
0.500 |
2,796.0 |
|
0.382 |
2,787.3 |
|
LOW |
2,759.0 |
|
0.618 |
2,713.3 |
|
1.000 |
2,685.0 |
|
1.618 |
2,639.3 |
|
2.618 |
2,565.3 |
|
4.250 |
2,444.5 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.0 |
2,819.2 |
| PP |
2,804.0 |
2,818.3 |
| S1 |
2,796.0 |
2,817.5 |
|