| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,191.00 |
1,213.00 |
22.00 |
1.8% |
1,177.00 |
| High |
1,213.50 |
1,219.00 |
5.50 |
0.5% |
1,219.00 |
| Low |
1,190.50 |
1,207.50 |
17.00 |
1.4% |
1,169.00 |
| Close |
1,213.25 |
1,216.75 |
3.50 |
0.3% |
1,216.75 |
| Range |
23.00 |
11.50 |
-11.50 |
-50.0% |
50.00 |
| ATR |
15.77 |
15.47 |
-0.31 |
-1.9% |
0.00 |
| Volume |
807 |
3,753 |
2,946 |
365.1% |
9,494 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,249.00 |
1,244.25 |
1,223.00 |
|
| R3 |
1,237.50 |
1,232.75 |
1,220.00 |
|
| R2 |
1,226.00 |
1,226.00 |
1,218.75 |
|
| R1 |
1,221.25 |
1,221.25 |
1,217.75 |
1,223.50 |
| PP |
1,214.50 |
1,214.50 |
1,214.50 |
1,215.50 |
| S1 |
1,209.75 |
1,209.75 |
1,215.75 |
1,212.00 |
| S2 |
1,203.00 |
1,203.00 |
1,214.75 |
|
| S3 |
1,191.50 |
1,198.25 |
1,213.50 |
|
| S4 |
1,180.00 |
1,186.75 |
1,210.50 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.50 |
1,334.25 |
1,244.25 |
|
| R3 |
1,301.50 |
1,284.25 |
1,230.50 |
|
| R2 |
1,251.50 |
1,251.50 |
1,226.00 |
|
| R1 |
1,234.25 |
1,234.25 |
1,221.25 |
1,243.00 |
| PP |
1,201.50 |
1,201.50 |
1,201.50 |
1,206.00 |
| S1 |
1,184.25 |
1,184.25 |
1,212.25 |
1,193.00 |
| S2 |
1,151.50 |
1,151.50 |
1,207.50 |
|
| S3 |
1,101.50 |
1,134.25 |
1,203.00 |
|
| S4 |
1,051.50 |
1,084.25 |
1,189.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.00 |
1,169.00 |
50.00 |
4.1% |
16.50 |
1.4% |
96% |
True |
False |
1,898 |
| 10 |
1,219.00 |
1,163.00 |
56.00 |
4.6% |
14.50 |
1.2% |
96% |
True |
False |
1,593 |
| 20 |
1,219.00 |
1,146.75 |
72.25 |
5.9% |
15.25 |
1.2% |
97% |
True |
False |
1,392 |
| 40 |
1,219.00 |
1,102.75 |
116.25 |
9.6% |
15.25 |
1.3% |
98% |
True |
False |
1,116 |
| 60 |
1,219.00 |
1,028.25 |
190.75 |
15.7% |
15.75 |
1.3% |
99% |
True |
False |
753 |
| 80 |
1,219.00 |
1,028.25 |
190.75 |
15.7% |
16.00 |
1.3% |
99% |
True |
False |
570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,268.00 |
|
2.618 |
1,249.00 |
|
1.618 |
1,237.50 |
|
1.000 |
1,230.50 |
|
0.618 |
1,226.00 |
|
HIGH |
1,219.00 |
|
0.618 |
1,214.50 |
|
0.500 |
1,213.25 |
|
0.382 |
1,212.00 |
|
LOW |
1,207.50 |
|
0.618 |
1,200.50 |
|
1.000 |
1,196.00 |
|
1.618 |
1,189.00 |
|
2.618 |
1,177.50 |
|
4.250 |
1,158.50 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,215.50 |
1,210.00 |
| PP |
1,214.50 |
1,203.50 |
| S1 |
1,213.25 |
1,197.00 |
|