| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,411.4 |
1,397.0 |
-14.4 |
-1.0% |
1,367.3 |
| High |
1,428.0 |
1,413.0 |
-15.0 |
-1.1% |
1,401.8 |
| Low |
1,388.0 |
1,388.2 |
0.2 |
0.0% |
1,330.0 |
| Close |
1,414.6 |
1,403.7 |
-10.9 |
-0.8% |
1,401.7 |
| Range |
40.0 |
24.8 |
-15.2 |
-38.0% |
71.8 |
| ATR |
22.9 |
23.2 |
0.2 |
1.1% |
0.0 |
| Volume |
3,912 |
2,824 |
-1,088 |
-27.8% |
8,235 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.0 |
1,464.7 |
1,417.3 |
|
| R3 |
1,451.2 |
1,439.9 |
1,410.5 |
|
| R2 |
1,426.4 |
1,426.4 |
1,408.2 |
|
| R1 |
1,415.1 |
1,415.1 |
1,406.0 |
1,420.8 |
| PP |
1,401.6 |
1,401.6 |
1,401.6 |
1,404.5 |
| S1 |
1,390.3 |
1,390.3 |
1,401.4 |
1,396.0 |
| S2 |
1,376.8 |
1,376.8 |
1,399.2 |
|
| S3 |
1,352.0 |
1,365.5 |
1,396.9 |
|
| S4 |
1,327.2 |
1,340.7 |
1,390.1 |
|
|
| 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 |
1,428.0 |
1,351.6 |
76.4 |
5.4% |
31.2 |
2.2% |
68% |
False |
False |
2,692 |
| 10 |
1,428.0 |
1,327.2 |
100.8 |
7.2% |
25.8 |
1.8% |
76% |
False |
False |
1,976 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
7.7% |
23.0 |
1.6% |
78% |
False |
False |
2,337 |
| 40 |
1,428.0 |
1,277.0 |
151.0 |
10.8% |
17.5 |
1.2% |
84% |
False |
False |
1,532 |
| 60 |
1,428.0 |
1,218.1 |
209.9 |
15.0% |
13.6 |
1.0% |
88% |
False |
False |
1,132 |
| 80 |
1,428.0 |
1,163.2 |
264.8 |
18.9% |
11.5 |
0.8% |
91% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,518.4 |
|
2.618 |
1,477.9 |
|
1.618 |
1,453.1 |
|
1.000 |
1,437.8 |
|
0.618 |
1,428.3 |
|
HIGH |
1,413.0 |
|
0.618 |
1,403.5 |
|
0.500 |
1,400.6 |
|
0.382 |
1,397.7 |
|
LOW |
1,388.2 |
|
0.618 |
1,372.9 |
|
1.000 |
1,363.4 |
|
1.618 |
1,348.1 |
|
2.618 |
1,323.3 |
|
4.250 |
1,282.8 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,402.7 |
1,408.0 |
| PP |
1,401.6 |
1,406.6 |
| S1 |
1,400.6 |
1,405.1 |
|