| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,770.0 |
6,772.0 |
2.0 |
0.0% |
6,680.5 |
| High |
6,803.5 |
6,834.0 |
30.5 |
0.4% |
6,801.5 |
| Low |
6,756.0 |
6,757.0 |
1.0 |
0.0% |
6,597.0 |
| Close |
6,776.5 |
6,812.5 |
36.0 |
0.5% |
6,772.0 |
| Range |
47.5 |
77.0 |
29.5 |
62.1% |
204.5 |
| ATR |
79.5 |
79.3 |
-0.2 |
-0.2% |
0.0 |
| Volume |
345 |
1,158 |
813 |
235.7% |
1,349 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,032.2 |
6,999.3 |
6,854.9 |
|
| R3 |
6,955.2 |
6,922.3 |
6,833.7 |
|
| R2 |
6,878.2 |
6,878.2 |
6,826.6 |
|
| R1 |
6,845.3 |
6,845.3 |
6,819.6 |
6,861.8 |
| PP |
6,801.2 |
6,801.2 |
6,801.2 |
6,809.4 |
| S1 |
6,768.3 |
6,768.3 |
6,805.4 |
6,784.8 |
| S2 |
6,724.2 |
6,724.2 |
6,798.4 |
|
| S3 |
6,647.2 |
6,691.3 |
6,791.3 |
|
| S4 |
6,570.2 |
6,614.3 |
6,770.2 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,337.0 |
7,259.0 |
6,884.5 |
|
| R3 |
7,132.5 |
7,054.5 |
6,828.2 |
|
| R2 |
6,928.0 |
6,928.0 |
6,809.5 |
|
| R1 |
6,850.0 |
6,850.0 |
6,790.7 |
6,889.0 |
| PP |
6,723.5 |
6,723.5 |
6,723.5 |
6,743.0 |
| S1 |
6,645.5 |
6,645.5 |
6,753.3 |
6,684.5 |
| S2 |
6,519.0 |
6,519.0 |
6,734.5 |
|
| S3 |
6,314.5 |
6,441.0 |
6,715.8 |
|
| S4 |
6,110.0 |
6,236.5 |
6,659.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,834.0 |
6,630.0 |
204.0 |
3.0% |
70.2 |
1.0% |
89% |
True |
False |
496 |
| 10 |
6,834.0 |
6,581.5 |
252.5 |
3.7% |
70.4 |
1.0% |
91% |
True |
False |
660 |
| 20 |
6,834.0 |
6,355.0 |
479.0 |
7.0% |
71.3 |
1.0% |
96% |
True |
False |
686 |
| 40 |
6,834.0 |
6,137.5 |
696.5 |
10.2% |
82.4 |
1.2% |
97% |
True |
False |
1,289 |
| 60 |
6,834.0 |
5,863.5 |
970.5 |
14.2% |
79.7 |
1.2% |
98% |
True |
False |
1,111 |
| 80 |
6,834.0 |
5,863.5 |
970.5 |
14.2% |
78.0 |
1.1% |
98% |
True |
False |
856 |
| 100 |
6,834.0 |
5,844.0 |
990.0 |
14.5% |
76.6 |
1.1% |
98% |
True |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,161.3 |
|
2.618 |
7,035.6 |
|
1.618 |
6,958.6 |
|
1.000 |
6,911.0 |
|
0.618 |
6,881.6 |
|
HIGH |
6,834.0 |
|
0.618 |
6,804.6 |
|
0.500 |
6,795.5 |
|
0.382 |
6,786.4 |
|
LOW |
6,757.0 |
|
0.618 |
6,709.4 |
|
1.000 |
6,680.0 |
|
1.618 |
6,632.4 |
|
2.618 |
6,555.4 |
|
4.250 |
6,429.8 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,806.8 |
6,803.5 |
| PP |
6,801.2 |
6,794.5 |
| S1 |
6,795.5 |
6,785.5 |
|