| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,770.0 |
-57.0 |
-2.0% |
2,857.0 |
| High |
2,827.0 |
2,805.0 |
-22.0 |
-0.8% |
2,898.0 |
| Low |
2,771.0 |
2,770.0 |
-1.0 |
0.0% |
2,759.0 |
| Close |
2,783.0 |
2,801.0 |
18.0 |
0.6% |
2,820.0 |
| Range |
56.0 |
35.0 |
-21.0 |
-37.5% |
139.0 |
| ATR |
50.6 |
49.5 |
-1.1 |
-2.2% |
0.0 |
| Volume |
391 |
459 |
68 |
17.4% |
351,513 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.0 |
2,884.0 |
2,820.3 |
|
| R3 |
2,862.0 |
2,849.0 |
2,810.6 |
|
| R2 |
2,827.0 |
2,827.0 |
2,807.4 |
|
| R1 |
2,814.0 |
2,814.0 |
2,804.2 |
2,820.5 |
| PP |
2,792.0 |
2,792.0 |
2,792.0 |
2,795.3 |
| S1 |
2,779.0 |
2,779.0 |
2,797.8 |
2,785.5 |
| S2 |
2,757.0 |
2,757.0 |
2,794.6 |
|
| S3 |
2,722.0 |
2,744.0 |
2,791.4 |
|
| S4 |
2,687.0 |
2,709.0 |
2,781.8 |
|
|
| 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 |
2,855.0 |
2,759.0 |
96.0 |
3.4% |
52.4 |
1.9% |
44% |
False |
False |
64,710 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
5.0% |
45.4 |
1.6% |
30% |
False |
False |
38,300 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.6% |
45.6 |
1.6% |
27% |
False |
False |
25,741 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
46.7 |
1.7% |
53% |
False |
False |
15,506 |
| 60 |
2,916.0 |
2,565.0 |
351.0 |
12.5% |
45.0 |
1.6% |
67% |
False |
False |
11,990 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
43.2 |
1.5% |
70% |
False |
False |
9,053 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.5% |
43.2 |
1.5% |
74% |
False |
False |
7,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.8 |
|
2.618 |
2,896.6 |
|
1.618 |
2,861.6 |
|
1.000 |
2,840.0 |
|
0.618 |
2,826.6 |
|
HIGH |
2,805.0 |
|
0.618 |
2,791.6 |
|
0.500 |
2,787.5 |
|
0.382 |
2,783.4 |
|
LOW |
2,770.0 |
|
0.618 |
2,748.4 |
|
1.000 |
2,735.0 |
|
1.618 |
2,713.4 |
|
2.618 |
2,678.4 |
|
4.250 |
2,621.3 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,796.5 |
2,812.5 |
| PP |
2,792.0 |
2,808.7 |
| S1 |
2,787.5 |
2,804.8 |
|