| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,377.8 |
1,363.1 |
-14.7 |
-1.1% |
1,397.8 |
| High |
1,379.9 |
1,367.2 |
-12.7 |
-0.9% |
1,428.0 |
| Low |
1,359.5 |
1,333.7 |
-25.8 |
-1.9% |
1,365.5 |
| Close |
1,372.7 |
1,342.4 |
-30.3 |
-2.2% |
1,369.7 |
| Range |
20.4 |
33.5 |
13.1 |
64.2% |
62.5 |
| ATR |
24.2 |
25.3 |
1.1 |
4.4% |
0.0 |
| Volume |
4,070 |
3,107 |
-963 |
-23.7% |
14,292 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.3 |
1,428.8 |
1,360.8 |
|
| R3 |
1,414.8 |
1,395.3 |
1,351.6 |
|
| R2 |
1,381.3 |
1,381.3 |
1,348.5 |
|
| R1 |
1,361.8 |
1,361.8 |
1,345.5 |
1,354.8 |
| PP |
1,347.8 |
1,347.8 |
1,347.8 |
1,344.3 |
| S1 |
1,328.3 |
1,328.3 |
1,339.3 |
1,321.3 |
| S2 |
1,314.3 |
1,314.3 |
1,336.3 |
|
| S3 |
1,280.8 |
1,294.8 |
1,333.2 |
|
| S4 |
1,247.3 |
1,261.3 |
1,324.0 |
|
|
| 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 |
1,420.0 |
1,333.7 |
86.3 |
6.4% |
28.7 |
2.1% |
10% |
False |
True |
3,035 |
| 10 |
1,428.0 |
1,330.0 |
98.0 |
7.3% |
31.2 |
2.3% |
13% |
False |
False |
2,767 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
8.1% |
24.2 |
1.8% |
21% |
False |
False |
2,394 |
| 40 |
1,428.0 |
1,282.5 |
145.5 |
10.8% |
19.7 |
1.5% |
41% |
False |
False |
1,765 |
| 60 |
1,428.0 |
1,218.1 |
209.9 |
15.6% |
15.5 |
1.2% |
59% |
False |
False |
1,333 |
| 80 |
1,428.0 |
1,163.2 |
264.8 |
19.7% |
12.8 |
1.0% |
68% |
False |
False |
1,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,509.6 |
|
2.618 |
1,454.9 |
|
1.618 |
1,421.4 |
|
1.000 |
1,400.7 |
|
0.618 |
1,387.9 |
|
HIGH |
1,367.2 |
|
0.618 |
1,354.4 |
|
0.500 |
1,350.5 |
|
0.382 |
1,346.5 |
|
LOW |
1,333.7 |
|
0.618 |
1,313.0 |
|
1.000 |
1,300.2 |
|
1.618 |
1,279.5 |
|
2.618 |
1,246.0 |
|
4.250 |
1,191.3 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.5 |
1,373.4 |
| PP |
1,347.8 |
1,363.1 |
| S1 |
1,345.1 |
1,352.7 |
|