| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,825.0 |
2,882.0 |
57.0 |
2.0% |
2,807.0 |
| High |
2,856.0 |
2,882.0 |
26.0 |
0.9% |
2,882.0 |
| Low |
2,823.0 |
2,819.0 |
-4.0 |
-0.1% |
2,770.0 |
| Close |
2,849.0 |
2,840.0 |
-9.0 |
-0.3% |
2,840.0 |
| Range |
33.0 |
63.0 |
30.0 |
90.9% |
112.0 |
| ATR |
49.9 |
50.8 |
0.9 |
1.9% |
0.0 |
| Volume |
718 |
10,217 |
9,499 |
1,323.0% |
41,661 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,001.0 |
2,874.7 |
|
| R3 |
2,973.0 |
2,938.0 |
2,857.3 |
|
| R2 |
2,910.0 |
2,910.0 |
2,851.6 |
|
| R1 |
2,875.0 |
2,875.0 |
2,845.8 |
2,861.0 |
| PP |
2,847.0 |
2,847.0 |
2,847.0 |
2,840.0 |
| S1 |
2,812.0 |
2,812.0 |
2,834.2 |
2,798.0 |
| S2 |
2,784.0 |
2,784.0 |
2,828.5 |
|
| S3 |
2,721.0 |
2,749.0 |
2,822.7 |
|
| S4 |
2,658.0 |
2,686.0 |
2,805.4 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,115.3 |
2,901.6 |
|
| R3 |
3,054.7 |
3,003.3 |
2,870.8 |
|
| R2 |
2,942.7 |
2,942.7 |
2,860.5 |
|
| R1 |
2,891.3 |
2,891.3 |
2,850.3 |
2,917.0 |
| PP |
2,830.7 |
2,830.7 |
2,830.7 |
2,843.5 |
| S1 |
2,779.3 |
2,779.3 |
2,829.7 |
2,805.0 |
| S2 |
2,718.7 |
2,718.7 |
2,819.5 |
|
| S3 |
2,606.7 |
2,667.3 |
2,809.2 |
|
| S4 |
2,494.7 |
2,555.3 |
2,778.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,882.0 |
2,770.0 |
112.0 |
3.9% |
48.8 |
1.7% |
63% |
True |
False |
8,332 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
4.9% |
47.3 |
1.7% |
58% |
False |
False |
39,317 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.5% |
47.0 |
1.7% |
52% |
False |
False |
26,256 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
45.5 |
1.6% |
69% |
False |
False |
15,592 |
| 60 |
2,916.0 |
2,568.0 |
348.0 |
12.3% |
45.0 |
1.6% |
78% |
False |
False |
12,162 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.9 |
1.5% |
80% |
False |
False |
9,188 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
43.2 |
1.5% |
83% |
False |
False |
7,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,149.8 |
|
2.618 |
3,046.9 |
|
1.618 |
2,983.9 |
|
1.000 |
2,945.0 |
|
0.618 |
2,920.9 |
|
HIGH |
2,882.0 |
|
0.618 |
2,857.9 |
|
0.500 |
2,850.5 |
|
0.382 |
2,843.1 |
|
LOW |
2,819.0 |
|
0.618 |
2,780.1 |
|
1.000 |
2,756.0 |
|
1.618 |
2,717.1 |
|
2.618 |
2,654.1 |
|
4.250 |
2,551.3 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,850.5 |
2,835.3 |
| PP |
2,847.0 |
2,830.7 |
| S1 |
2,843.5 |
2,826.0 |
|