| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,172.00 |
1,191.75 |
19.75 |
1.7% |
1,189.50 |
| High |
1,193.75 |
1,194.50 |
0.75 |
0.1% |
1,200.25 |
| Low |
1,172.00 |
1,182.75 |
10.75 |
0.9% |
1,165.75 |
| Close |
1,192.50 |
1,193.00 |
0.50 |
0.0% |
1,193.00 |
| Range |
21.75 |
11.75 |
-10.00 |
-46.0% |
34.50 |
| ATR |
15.63 |
15.35 |
-0.28 |
-1.8% |
0.00 |
| Volume |
4,438 |
8,802 |
4,364 |
98.3% |
21,406 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.25 |
1,221.00 |
1,199.50 |
|
| R3 |
1,213.50 |
1,209.25 |
1,196.25 |
|
| R2 |
1,201.75 |
1,201.75 |
1,195.25 |
|
| R1 |
1,197.50 |
1,197.50 |
1,194.00 |
1,199.50 |
| PP |
1,190.00 |
1,190.00 |
1,190.00 |
1,191.25 |
| S1 |
1,185.75 |
1,185.75 |
1,192.00 |
1,188.00 |
| S2 |
1,178.25 |
1,178.25 |
1,190.75 |
|
| S3 |
1,166.50 |
1,174.00 |
1,189.75 |
|
| S4 |
1,154.75 |
1,162.25 |
1,186.50 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,289.75 |
1,276.00 |
1,212.00 |
|
| R3 |
1,255.25 |
1,241.50 |
1,202.50 |
|
| R2 |
1,220.75 |
1,220.75 |
1,199.25 |
|
| R1 |
1,207.00 |
1,207.00 |
1,196.25 |
1,214.00 |
| PP |
1,186.25 |
1,186.25 |
1,186.25 |
1,189.75 |
| S1 |
1,172.50 |
1,172.50 |
1,189.75 |
1,179.50 |
| S2 |
1,151.75 |
1,151.75 |
1,186.75 |
|
| S3 |
1,117.25 |
1,138.00 |
1,183.50 |
|
| S4 |
1,082.75 |
1,103.50 |
1,174.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,200.25 |
1,165.75 |
34.50 |
2.9% |
15.50 |
1.3% |
79% |
False |
False |
4,281 |
| 10 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
14.75 |
1.2% |
51% |
False |
False |
3,915 |
| 20 |
1,219.25 |
1,163.00 |
56.25 |
4.7% |
14.75 |
1.2% |
53% |
False |
False |
2,754 |
| 40 |
1,219.25 |
1,121.75 |
97.50 |
8.2% |
15.25 |
1.3% |
73% |
False |
False |
1,932 |
| 60 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.75 |
1.3% |
86% |
False |
False |
1,403 |
| 80 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.50 |
1.3% |
86% |
False |
False |
1,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.50 |
|
2.618 |
1,225.25 |
|
1.618 |
1,213.50 |
|
1.000 |
1,206.25 |
|
0.618 |
1,201.75 |
|
HIGH |
1,194.50 |
|
0.618 |
1,190.00 |
|
0.500 |
1,188.50 |
|
0.382 |
1,187.25 |
|
LOW |
1,182.75 |
|
0.618 |
1,175.50 |
|
1.000 |
1,171.00 |
|
1.618 |
1,163.75 |
|
2.618 |
1,152.00 |
|
4.250 |
1,132.75 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,191.50 |
1,189.25 |
| PP |
1,190.00 |
1,185.25 |
| S1 |
1,188.50 |
1,181.50 |
|