| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,207.00 |
1,205.00 |
-2.00 |
-0.2% |
1,215.50 |
| High |
1,208.00 |
1,206.25 |
-1.75 |
-0.1% |
1,219.25 |
| Low |
1,197.00 |
1,186.75 |
-10.25 |
-0.9% |
1,186.75 |
| Close |
1,206.00 |
1,190.25 |
-15.75 |
-1.3% |
1,190.25 |
| Range |
11.00 |
19.50 |
8.50 |
77.3% |
32.50 |
| ATR |
14.83 |
15.16 |
0.33 |
2.3% |
0.00 |
| Volume |
3,402 |
3,266 |
-136 |
-4.0% |
17,753 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.00 |
1,241.00 |
1,201.00 |
|
| R3 |
1,233.50 |
1,221.50 |
1,195.50 |
|
| R2 |
1,214.00 |
1,214.00 |
1,193.75 |
|
| R1 |
1,202.00 |
1,202.00 |
1,192.00 |
1,198.25 |
| PP |
1,194.50 |
1,194.50 |
1,194.50 |
1,192.50 |
| S1 |
1,182.50 |
1,182.50 |
1,188.50 |
1,178.75 |
| S2 |
1,175.00 |
1,175.00 |
1,186.75 |
|
| S3 |
1,155.50 |
1,163.00 |
1,185.00 |
|
| S4 |
1,136.00 |
1,143.50 |
1,179.50 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.25 |
1,275.75 |
1,208.00 |
|
| R3 |
1,263.75 |
1,243.25 |
1,199.25 |
|
| R2 |
1,231.25 |
1,231.25 |
1,196.25 |
|
| R1 |
1,210.75 |
1,210.75 |
1,193.25 |
1,204.75 |
| PP |
1,198.75 |
1,198.75 |
1,198.75 |
1,195.75 |
| S1 |
1,178.25 |
1,178.25 |
1,187.25 |
1,172.25 |
| S2 |
1,166.25 |
1,166.25 |
1,184.25 |
|
| S3 |
1,133.75 |
1,145.75 |
1,181.25 |
|
| S4 |
1,101.25 |
1,113.25 |
1,172.50 |
|
|
| 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 |
1,186.75 |
32.50 |
2.7% |
14.00 |
1.2% |
11% |
False |
True |
3,550 |
| 10 |
1,219.25 |
1,169.00 |
50.25 |
4.2% |
15.25 |
1.3% |
42% |
False |
False |
2,724 |
| 20 |
1,219.25 |
1,150.50 |
68.75 |
5.8% |
15.00 |
1.3% |
58% |
False |
False |
1,942 |
| 40 |
1,219.25 |
1,112.25 |
107.00 |
9.0% |
15.50 |
1.3% |
73% |
False |
False |
1,504 |
| 60 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.50 |
1.3% |
85% |
False |
False |
1,048 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.50 |
1.3% |
85% |
False |
False |
792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.00 |
|
2.618 |
1,257.25 |
|
1.618 |
1,237.75 |
|
1.000 |
1,225.75 |
|
0.618 |
1,218.25 |
|
HIGH |
1,206.25 |
|
0.618 |
1,198.75 |
|
0.500 |
1,196.50 |
|
0.382 |
1,194.25 |
|
LOW |
1,186.75 |
|
0.618 |
1,174.75 |
|
1.000 |
1,167.25 |
|
1.618 |
1,155.25 |
|
2.618 |
1,135.75 |
|
4.250 |
1,104.00 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,196.50 |
1,199.00 |
| PP |
1,194.50 |
1,196.25 |
| S1 |
1,192.25 |
1,193.25 |
|