| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,413.1 |
1,377.8 |
-35.3 |
-2.5% |
1,397.8 |
| High |
1,413.1 |
1,379.9 |
-33.2 |
-2.3% |
1,428.0 |
| Low |
1,365.5 |
1,359.5 |
-6.0 |
-0.4% |
1,365.5 |
| Close |
1,369.7 |
1,372.7 |
3.0 |
0.2% |
1,369.7 |
| Range |
47.6 |
20.4 |
-27.2 |
-57.1% |
62.5 |
| ATR |
24.5 |
24.2 |
-0.3 |
-1.2% |
0.0 |
| Volume |
2,119 |
4,070 |
1,951 |
92.1% |
14,292 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.9 |
1,422.7 |
1,383.9 |
|
| R3 |
1,411.5 |
1,402.3 |
1,378.3 |
|
| R2 |
1,391.1 |
1,391.1 |
1,376.4 |
|
| R1 |
1,381.9 |
1,381.9 |
1,374.6 |
1,376.3 |
| PP |
1,370.7 |
1,370.7 |
1,370.7 |
1,367.9 |
| S1 |
1,361.5 |
1,361.5 |
1,370.8 |
1,355.9 |
| S2 |
1,350.3 |
1,350.3 |
1,369.0 |
|
| S3 |
1,329.9 |
1,341.1 |
1,367.1 |
|
| S4 |
1,309.5 |
1,320.7 |
1,361.5 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.2 |
1,535.0 |
1,404.1 |
|
| R3 |
1,512.7 |
1,472.5 |
1,386.9 |
|
| R2 |
1,450.2 |
1,450.2 |
1,381.2 |
|
| R1 |
1,410.0 |
1,410.0 |
1,375.4 |
1,398.9 |
| PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,382.2 |
| S1 |
1,347.5 |
1,347.5 |
1,364.0 |
1,336.4 |
| S2 |
1,325.2 |
1,325.2 |
1,358.2 |
|
| S3 |
1,262.7 |
1,285.0 |
1,352.5 |
|
| S4 |
1,200.2 |
1,222.5 |
1,335.3 |
|
|
| 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 |
1,359.5 |
68.5 |
5.0% |
30.0 |
2.2% |
19% |
False |
True |
3,196 |
| 10 |
1,428.0 |
1,330.0 |
98.0 |
7.1% |
28.6 |
2.1% |
44% |
False |
False |
2,546 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
7.9% |
24.5 |
1.8% |
49% |
False |
False |
2,350 |
| 40 |
1,428.0 |
1,277.4 |
150.6 |
11.0% |
19.3 |
1.4% |
63% |
False |
False |
1,697 |
| 60 |
1,428.0 |
1,218.1 |
209.9 |
15.3% |
14.9 |
1.1% |
74% |
False |
False |
1,282 |
| 80 |
1,428.0 |
1,163.2 |
264.8 |
19.3% |
12.5 |
0.9% |
79% |
False |
False |
1,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.6 |
|
2.618 |
1,433.3 |
|
1.618 |
1,412.9 |
|
1.000 |
1,400.3 |
|
0.618 |
1,392.5 |
|
HIGH |
1,379.9 |
|
0.618 |
1,372.1 |
|
0.500 |
1,369.7 |
|
0.382 |
1,367.3 |
|
LOW |
1,359.5 |
|
0.618 |
1,346.9 |
|
1.000 |
1,339.1 |
|
1.618 |
1,326.5 |
|
2.618 |
1,306.1 |
|
4.250 |
1,272.8 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.7 |
1,389.8 |
| PP |
1,370.7 |
1,384.1 |
| S1 |
1,369.7 |
1,378.4 |
|