| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,395.1 |
1,397.8 |
2.7 |
0.2% |
1,367.3 |
| High |
1,401.8 |
1,414.1 |
12.3 |
0.9% |
1,401.8 |
| Low |
1,378.7 |
1,391.5 |
12.8 |
0.9% |
1,330.0 |
| Close |
1,401.7 |
1,407.5 |
5.8 |
0.4% |
1,401.7 |
| Range |
23.1 |
22.6 |
-0.5 |
-2.2% |
71.8 |
| ATR |
21.5 |
21.6 |
0.1 |
0.4% |
0.0 |
| Volume |
2,378 |
2,378 |
0 |
0.0% |
8,235 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,472.2 |
1,462.4 |
1,419.9 |
|
| R3 |
1,449.6 |
1,439.8 |
1,413.7 |
|
| R2 |
1,427.0 |
1,427.0 |
1,411.6 |
|
| R1 |
1,417.2 |
1,417.2 |
1,409.6 |
1,422.1 |
| PP |
1,404.4 |
1,404.4 |
1,404.4 |
1,406.8 |
| S1 |
1,394.6 |
1,394.6 |
1,405.4 |
1,399.5 |
| S2 |
1,381.8 |
1,381.8 |
1,403.4 |
|
| S3 |
1,359.2 |
1,372.0 |
1,401.3 |
|
| S4 |
1,336.6 |
1,349.4 |
1,395.1 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.2 |
1,569.3 |
1,441.2 |
|
| R3 |
1,521.4 |
1,497.5 |
1,421.4 |
|
| R2 |
1,449.6 |
1,449.6 |
1,414.9 |
|
| R1 |
1,425.7 |
1,425.7 |
1,408.3 |
1,437.7 |
| PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,383.8 |
| S1 |
1,353.9 |
1,353.9 |
1,395.1 |
1,365.9 |
| S2 |
1,306.0 |
1,306.0 |
1,388.5 |
|
| S3 |
1,234.2 |
1,282.1 |
1,382.0 |
|
| S4 |
1,162.4 |
1,210.3 |
1,362.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,414.1 |
1,330.0 |
84.1 |
6.0% |
27.2 |
1.9% |
92% |
True |
False |
1,895 |
| 10 |
1,414.1 |
1,323.1 |
91.0 |
6.5% |
23.0 |
1.6% |
93% |
True |
False |
2,570 |
| 20 |
1,414.1 |
1,319.3 |
94.8 |
6.7% |
21.4 |
1.5% |
93% |
True |
False |
2,136 |
| 40 |
1,414.1 |
1,253.8 |
160.3 |
11.4% |
16.6 |
1.2% |
96% |
True |
False |
1,390 |
| 60 |
1,414.1 |
1,218.1 |
196.0 |
13.9% |
12.6 |
0.9% |
97% |
True |
False |
1,021 |
| 80 |
1,414.1 |
1,163.2 |
250.9 |
17.8% |
10.9 |
0.8% |
97% |
True |
False |
878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,510.2 |
|
2.618 |
1,473.3 |
|
1.618 |
1,450.7 |
|
1.000 |
1,436.7 |
|
0.618 |
1,428.1 |
|
HIGH |
1,414.1 |
|
0.618 |
1,405.5 |
|
0.500 |
1,402.8 |
|
0.382 |
1,400.1 |
|
LOW |
1,391.5 |
|
0.618 |
1,377.5 |
|
1.000 |
1,368.9 |
|
1.618 |
1,354.9 |
|
2.618 |
1,332.3 |
|
4.250 |
1,295.5 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,405.9 |
1,399.3 |
| PP |
1,404.4 |
1,391.1 |
| S1 |
1,402.8 |
1,382.9 |
|