| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
6,689.5 |
6,792.0 |
102.5 |
1.5% |
6,770.0 |
| High |
6,727.0 |
6,856.0 |
129.0 |
1.9% |
6,834.0 |
| Low |
6,689.5 |
6,782.5 |
93.0 |
1.4% |
6,646.5 |
| Close |
6,722.0 |
6,846.5 |
124.5 |
1.9% |
6,756.0 |
| Range |
37.5 |
73.5 |
36.0 |
96.0% |
187.5 |
| ATR |
85.7 |
89.1 |
3.5 |
4.0% |
0.0 |
| Volume |
2,498 |
2,052 |
-446 |
-17.9% |
3,363 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.8 |
7,021.2 |
6,886.9 |
|
| R3 |
6,975.3 |
6,947.7 |
6,866.7 |
|
| R2 |
6,901.8 |
6,901.8 |
6,860.0 |
|
| R1 |
6,874.2 |
6,874.2 |
6,853.2 |
6,888.0 |
| PP |
6,828.3 |
6,828.3 |
6,828.3 |
6,835.3 |
| S1 |
6,800.7 |
6,800.7 |
6,839.8 |
6,814.5 |
| S2 |
6,754.8 |
6,754.8 |
6,833.0 |
|
| S3 |
6,681.3 |
6,727.2 |
6,826.3 |
|
| S4 |
6,607.8 |
6,653.7 |
6,806.1 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,308.0 |
7,219.5 |
6,859.1 |
|
| R3 |
7,120.5 |
7,032.0 |
6,807.6 |
|
| R2 |
6,933.0 |
6,933.0 |
6,790.4 |
|
| R1 |
6,844.5 |
6,844.5 |
6,773.2 |
6,795.0 |
| PP |
6,745.5 |
6,745.5 |
6,745.5 |
6,720.8 |
| S1 |
6,657.0 |
6,657.0 |
6,738.8 |
6,607.5 |
| S2 |
6,558.0 |
6,558.0 |
6,721.6 |
|
| S3 |
6,370.5 |
6,469.5 |
6,704.4 |
|
| S4 |
6,183.0 |
6,282.0 |
6,652.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,856.0 |
6,646.5 |
209.5 |
3.1% |
99.1 |
1.4% |
95% |
True |
False |
1,305 |
| 10 |
6,856.0 |
6,646.5 |
209.5 |
3.1% |
81.9 |
1.2% |
95% |
True |
False |
987 |
| 20 |
6,856.0 |
6,581.5 |
274.5 |
4.0% |
73.7 |
1.1% |
97% |
True |
False |
793 |
| 40 |
6,856.0 |
6,137.5 |
718.5 |
10.5% |
82.2 |
1.2% |
99% |
True |
False |
873 |
| 60 |
6,856.0 |
5,863.5 |
992.5 |
14.5% |
81.2 |
1.2% |
99% |
True |
False |
1,217 |
| 80 |
6,856.0 |
5,863.5 |
992.5 |
14.5% |
78.8 |
1.2% |
99% |
True |
False |
950 |
| 100 |
6,856.0 |
5,844.0 |
1,012.0 |
14.8% |
78.7 |
1.1% |
99% |
True |
False |
781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,168.4 |
|
2.618 |
7,048.4 |
|
1.618 |
6,974.9 |
|
1.000 |
6,929.5 |
|
0.618 |
6,901.4 |
|
HIGH |
6,856.0 |
|
0.618 |
6,827.9 |
|
0.500 |
6,819.3 |
|
0.382 |
6,810.6 |
|
LOW |
6,782.5 |
|
0.618 |
6,737.1 |
|
1.000 |
6,709.0 |
|
1.618 |
6,663.6 |
|
2.618 |
6,590.1 |
|
4.250 |
6,470.1 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,837.4 |
6,819.3 |
| PP |
6,828.3 |
6,792.2 |
| S1 |
6,819.3 |
6,765.0 |
|