| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,807.0 |
2,827.0 |
20.0 |
0.7% |
2,857.0 |
| High |
2,855.0 |
2,827.0 |
-28.0 |
-1.0% |
2,898.0 |
| Low |
2,798.0 |
2,771.0 |
-27.0 |
-1.0% |
2,759.0 |
| Close |
2,845.0 |
2,783.0 |
-62.0 |
-2.2% |
2,820.0 |
| Range |
57.0 |
56.0 |
-1.0 |
-1.8% |
139.0 |
| ATR |
48.8 |
50.6 |
1.8 |
3.7% |
0.0 |
| Volume |
29,876 |
391 |
-29,485 |
-98.7% |
351,513 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.7 |
2,928.3 |
2,813.8 |
|
| R3 |
2,905.7 |
2,872.3 |
2,798.4 |
|
| R2 |
2,849.7 |
2,849.7 |
2,793.3 |
|
| R1 |
2,816.3 |
2,816.3 |
2,788.1 |
2,805.0 |
| PP |
2,793.7 |
2,793.7 |
2,793.7 |
2,788.0 |
| S1 |
2,760.3 |
2,760.3 |
2,777.9 |
2,749.0 |
| S2 |
2,737.7 |
2,737.7 |
2,772.7 |
|
| S3 |
2,681.7 |
2,704.3 |
2,767.6 |
|
| S4 |
2,625.7 |
2,648.3 |
2,752.2 |
|
|
| 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 |
2,876.0 |
2,759.0 |
117.0 |
4.2% |
55.0 |
2.0% |
21% |
False |
False |
64,849 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
5.0% |
47.1 |
1.7% |
17% |
False |
False |
38,361 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.6% |
45.7 |
1.6% |
15% |
False |
False |
25,727 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.8% |
47.3 |
1.7% |
46% |
False |
False |
15,540 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
45.5 |
1.6% |
65% |
False |
False |
11,990 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.7% |
43.0 |
1.5% |
65% |
False |
False |
9,052 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.6% |
43.1 |
1.5% |
69% |
False |
False |
7,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.0 |
|
2.618 |
2,973.6 |
|
1.618 |
2,917.6 |
|
1.000 |
2,883.0 |
|
0.618 |
2,861.6 |
|
HIGH |
2,827.0 |
|
0.618 |
2,805.6 |
|
0.500 |
2,799.0 |
|
0.382 |
2,792.4 |
|
LOW |
2,771.0 |
|
0.618 |
2,736.4 |
|
1.000 |
2,715.0 |
|
1.618 |
2,680.4 |
|
2.618 |
2,624.4 |
|
4.250 |
2,533.0 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.0 |
2,807.0 |
| PP |
2,793.7 |
2,799.0 |
| S1 |
2,788.3 |
2,791.0 |
|