| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,807.0 |
48.0 |
1.7% |
2,857.0 |
| High |
2,833.0 |
2,855.0 |
22.0 |
0.8% |
2,898.0 |
| Low |
2,759.0 |
2,798.0 |
39.0 |
1.4% |
2,759.0 |
| Close |
2,820.0 |
2,845.0 |
25.0 |
0.9% |
2,820.0 |
| Range |
74.0 |
57.0 |
-17.0 |
-23.0% |
139.0 |
| ATR |
48.1 |
48.8 |
0.6 |
1.3% |
0.0 |
| Volume |
394 |
29,876 |
29,482 |
7,482.7% |
351,513 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.7 |
2,981.3 |
2,876.4 |
|
| R3 |
2,946.7 |
2,924.3 |
2,860.7 |
|
| R2 |
2,889.7 |
2,889.7 |
2,855.5 |
|
| R1 |
2,867.3 |
2,867.3 |
2,850.2 |
2,878.5 |
| PP |
2,832.7 |
2,832.7 |
2,832.7 |
2,838.3 |
| S1 |
2,810.3 |
2,810.3 |
2,839.8 |
2,821.5 |
| S2 |
2,775.7 |
2,775.7 |
2,834.6 |
|
| S3 |
2,718.7 |
2,753.3 |
2,829.3 |
|
| S4 |
2,661.7 |
2,696.3 |
2,813.7 |
|
|
| 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% |
52.0 |
1.8% |
62% |
False |
False |
76,058 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
4.9% |
45.3 |
1.6% |
62% |
False |
False |
38,345 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.5% |
45.4 |
1.6% |
55% |
False |
False |
25,790 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
46.9 |
1.6% |
71% |
False |
False |
15,560 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
45.2 |
1.6% |
81% |
False |
False |
11,983 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.6 |
1.5% |
81% |
False |
False |
9,062 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
43.1 |
1.5% |
84% |
False |
False |
7,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,097.3 |
|
2.618 |
3,004.2 |
|
1.618 |
2,947.2 |
|
1.000 |
2,912.0 |
|
0.618 |
2,890.2 |
|
HIGH |
2,855.0 |
|
0.618 |
2,833.2 |
|
0.500 |
2,826.5 |
|
0.382 |
2,819.8 |
|
LOW |
2,798.0 |
|
0.618 |
2,762.8 |
|
1.000 |
2,741.0 |
|
1.618 |
2,705.8 |
|
2.618 |
2,648.8 |
|
4.250 |
2,555.8 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.8 |
2,832.3 |
| PP |
2,832.7 |
2,819.7 |
| S1 |
2,826.5 |
2,807.0 |
|