| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,341.2 |
1,340.1 |
-1.1 |
-0.1% |
1,397.8 |
| High |
1,348.4 |
1,362.5 |
14.1 |
1.0% |
1,428.0 |
| Low |
1,334.9 |
1,340.1 |
5.2 |
0.4% |
1,365.5 |
| Close |
1,340.9 |
1,357.0 |
16.1 |
1.2% |
1,369.7 |
| Range |
13.5 |
22.4 |
8.9 |
65.9% |
62.5 |
| ATR |
24.4 |
24.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
2,855 |
2,773 |
-82 |
-2.9% |
14,292 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.4 |
1,411.1 |
1,369.3 |
|
| R3 |
1,398.0 |
1,388.7 |
1,363.2 |
|
| R2 |
1,375.6 |
1,375.6 |
1,361.1 |
|
| R1 |
1,366.3 |
1,366.3 |
1,359.1 |
1,371.0 |
| PP |
1,353.2 |
1,353.2 |
1,353.2 |
1,355.5 |
| S1 |
1,343.9 |
1,343.9 |
1,354.9 |
1,348.6 |
| S2 |
1,330.8 |
1,330.8 |
1,352.9 |
|
| S3 |
1,308.4 |
1,321.5 |
1,350.8 |
|
| S4 |
1,286.0 |
1,299.1 |
1,344.7 |
|
|
| 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 |
1,413.1 |
1,333.7 |
79.4 |
5.9% |
27.5 |
2.0% |
29% |
False |
False |
2,984 |
| 10 |
1,428.0 |
1,333.7 |
94.3 |
6.9% |
26.5 |
2.0% |
25% |
False |
False |
2,947 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
8.0% |
23.8 |
1.8% |
35% |
False |
False |
2,593 |
| 40 |
1,428.0 |
1,282.5 |
145.5 |
10.7% |
20.4 |
1.5% |
51% |
False |
False |
1,889 |
| 60 |
1,428.0 |
1,240.0 |
188.0 |
13.9% |
15.7 |
1.2% |
62% |
False |
False |
1,423 |
| 80 |
1,428.0 |
1,174.1 |
253.9 |
18.7% |
12.8 |
0.9% |
72% |
False |
False |
1,148 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.5% |
11.8 |
0.9% |
73% |
False |
False |
1,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.7 |
|
2.618 |
1,421.1 |
|
1.618 |
1,398.7 |
|
1.000 |
1,384.9 |
|
0.618 |
1,376.3 |
|
HIGH |
1,362.5 |
|
0.618 |
1,353.9 |
|
0.500 |
1,351.3 |
|
0.382 |
1,348.7 |
|
LOW |
1,340.1 |
|
0.618 |
1,326.3 |
|
1.000 |
1,317.7 |
|
1.618 |
1,303.9 |
|
2.618 |
1,281.5 |
|
4.250 |
1,244.9 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,355.1 |
1,354.8 |
| PP |
1,353.2 |
1,352.6 |
| S1 |
1,351.3 |
1,350.5 |
|