| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,397.8 |
1,411.4 |
13.6 |
1.0% |
1,367.3 |
| High |
1,414.1 |
1,428.0 |
13.9 |
1.0% |
1,401.8 |
| Low |
1,391.5 |
1,388.0 |
-3.5 |
-0.3% |
1,330.0 |
| Close |
1,407.5 |
1,414.6 |
7.1 |
0.5% |
1,401.7 |
| Range |
22.6 |
40.0 |
17.4 |
77.0% |
71.8 |
| ATR |
21.6 |
22.9 |
1.3 |
6.1% |
0.0 |
| Volume |
2,378 |
3,912 |
1,534 |
64.5% |
8,235 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.2 |
1,512.4 |
1,436.6 |
|
| R3 |
1,490.2 |
1,472.4 |
1,425.6 |
|
| R2 |
1,450.2 |
1,450.2 |
1,421.9 |
|
| R1 |
1,432.4 |
1,432.4 |
1,418.3 |
1,441.3 |
| PP |
1,410.2 |
1,410.2 |
1,410.2 |
1,414.7 |
| S1 |
1,392.4 |
1,392.4 |
1,410.9 |
1,401.3 |
| S2 |
1,370.2 |
1,370.2 |
1,407.3 |
|
| S3 |
1,330.2 |
1,352.4 |
1,403.6 |
|
| S4 |
1,290.2 |
1,312.4 |
1,392.6 |
|
|
| 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 |
1,428.0 |
1,330.0 |
98.0 |
6.9% |
33.7 |
2.4% |
86% |
True |
False |
2,499 |
| 10 |
1,428.0 |
1,323.1 |
104.9 |
7.4% |
25.7 |
1.8% |
87% |
True |
False |
1,842 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
7.7% |
22.8 |
1.6% |
88% |
True |
False |
2,273 |
| 40 |
1,428.0 |
1,271.8 |
156.2 |
11.0% |
17.0 |
1.2% |
91% |
True |
False |
1,485 |
| 60 |
1,428.0 |
1,218.1 |
209.9 |
14.8% |
13.2 |
0.9% |
94% |
True |
False |
1,086 |
| 80 |
1,428.0 |
1,163.2 |
264.8 |
18.7% |
11.3 |
0.8% |
95% |
True |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,598.0 |
|
2.618 |
1,532.7 |
|
1.618 |
1,492.7 |
|
1.000 |
1,468.0 |
|
0.618 |
1,452.7 |
|
HIGH |
1,428.0 |
|
0.618 |
1,412.7 |
|
0.500 |
1,408.0 |
|
0.382 |
1,403.3 |
|
LOW |
1,388.0 |
|
0.618 |
1,363.3 |
|
1.000 |
1,348.0 |
|
1.618 |
1,323.3 |
|
2.618 |
1,283.3 |
|
4.250 |
1,218.0 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.4 |
1,410.9 |
| PP |
1,410.2 |
1,407.1 |
| S1 |
1,408.0 |
1,403.4 |
|