| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,204.50 |
1,207.00 |
2.50 |
0.2% |
1,177.00 |
| High |
1,211.50 |
1,208.00 |
-3.50 |
-0.3% |
1,219.00 |
| Low |
1,197.00 |
1,197.00 |
0.00 |
0.0% |
1,169.00 |
| Close |
1,209.00 |
1,206.00 |
-3.00 |
-0.2% |
1,216.75 |
| Range |
14.50 |
11.00 |
-3.50 |
-24.1% |
50.00 |
| ATR |
15.04 |
14.83 |
-0.22 |
-1.4% |
0.00 |
| Volume |
1,175 |
3,402 |
2,227 |
189.5% |
9,494 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.75 |
1,232.25 |
1,212.00 |
|
| R3 |
1,225.75 |
1,221.25 |
1,209.00 |
|
| R2 |
1,214.75 |
1,214.75 |
1,208.00 |
|
| R1 |
1,210.25 |
1,210.25 |
1,207.00 |
1,207.00 |
| PP |
1,203.75 |
1,203.75 |
1,203.75 |
1,202.00 |
| S1 |
1,199.25 |
1,199.25 |
1,205.00 |
1,196.00 |
| S2 |
1,192.75 |
1,192.75 |
1,204.00 |
|
| S3 |
1,181.75 |
1,188.25 |
1,203.00 |
|
| S4 |
1,170.75 |
1,177.25 |
1,200.00 |
|
|
| 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 |
1,219.25 |
1,197.00 |
22.25 |
1.8% |
12.50 |
1.0% |
40% |
False |
True |
3,648 |
| 10 |
1,219.25 |
1,167.25 |
52.00 |
4.3% |
14.25 |
1.2% |
75% |
False |
False |
2,709 |
| 20 |
1,219.25 |
1,150.50 |
68.75 |
5.7% |
14.75 |
1.2% |
81% |
False |
False |
1,901 |
| 40 |
1,219.25 |
1,112.25 |
107.00 |
8.9% |
15.50 |
1.3% |
88% |
False |
False |
1,428 |
| 60 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
15.75 |
1.3% |
93% |
False |
False |
993 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
15.50 |
1.3% |
93% |
False |
False |
751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,254.75 |
|
2.618 |
1,236.75 |
|
1.618 |
1,225.75 |
|
1.000 |
1,219.00 |
|
0.618 |
1,214.75 |
|
HIGH |
1,208.00 |
|
0.618 |
1,203.75 |
|
0.500 |
1,202.50 |
|
0.382 |
1,201.25 |
|
LOW |
1,197.00 |
|
0.618 |
1,190.25 |
|
1.000 |
1,186.00 |
|
1.618 |
1,179.25 |
|
2.618 |
1,168.25 |
|
4.250 |
1,150.25 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,204.75 |
1,208.00 |
| PP |
1,203.75 |
1,207.50 |
| S1 |
1,202.50 |
1,206.75 |
|