| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,340.1 |
1,361.0 |
20.9 |
1.6% |
1,377.8 |
| High |
1,362.5 |
1,366.5 |
4.0 |
0.3% |
1,379.9 |
| Low |
1,340.1 |
1,345.0 |
4.9 |
0.4% |
1,333.7 |
| Close |
1,357.0 |
1,356.3 |
-0.7 |
-0.1% |
1,356.3 |
| Range |
22.4 |
21.5 |
-0.9 |
-4.0% |
46.2 |
| ATR |
24.3 |
24.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
2,773 |
8,809 |
6,036 |
217.7% |
21,614 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.4 |
1,409.9 |
1,368.1 |
|
| R3 |
1,398.9 |
1,388.4 |
1,362.2 |
|
| R2 |
1,377.4 |
1,377.4 |
1,360.2 |
|
| R1 |
1,366.9 |
1,366.9 |
1,358.3 |
1,361.4 |
| PP |
1,355.9 |
1,355.9 |
1,355.9 |
1,353.2 |
| S1 |
1,345.4 |
1,345.4 |
1,354.3 |
1,339.9 |
| S2 |
1,334.4 |
1,334.4 |
1,352.4 |
|
| S3 |
1,312.9 |
1,323.9 |
1,350.4 |
|
| S4 |
1,291.4 |
1,302.4 |
1,344.5 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,495.2 |
1,472.0 |
1,381.7 |
|
| R3 |
1,449.0 |
1,425.8 |
1,369.0 |
|
| R2 |
1,402.8 |
1,402.8 |
1,364.8 |
|
| R1 |
1,379.6 |
1,379.6 |
1,360.5 |
1,368.1 |
| PP |
1,356.6 |
1,356.6 |
1,356.6 |
1,350.9 |
| S1 |
1,333.4 |
1,333.4 |
1,352.1 |
1,321.9 |
| S2 |
1,310.4 |
1,310.4 |
1,347.8 |
|
| S3 |
1,264.2 |
1,287.2 |
1,343.6 |
|
| S4 |
1,218.0 |
1,241.0 |
1,330.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,379.9 |
1,333.7 |
46.2 |
3.4% |
22.3 |
1.6% |
49% |
False |
False |
4,322 |
| 10 |
1,428.0 |
1,333.7 |
94.3 |
7.0% |
26.4 |
1.9% |
24% |
False |
False |
3,590 |
| 20 |
1,428.0 |
1,323.1 |
104.9 |
7.7% |
24.3 |
1.8% |
32% |
False |
False |
2,998 |
| 40 |
1,428.0 |
1,282.5 |
145.5 |
10.7% |
20.8 |
1.5% |
51% |
False |
False |
2,108 |
| 60 |
1,428.0 |
1,240.0 |
188.0 |
13.9% |
16.0 |
1.2% |
62% |
False |
False |
1,564 |
| 80 |
1,428.0 |
1,177.9 |
250.1 |
18.4% |
13.1 |
1.0% |
71% |
False |
False |
1,257 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.5% |
12.0 |
0.9% |
73% |
False |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.9 |
|
2.618 |
1,422.8 |
|
1.618 |
1,401.3 |
|
1.000 |
1,388.0 |
|
0.618 |
1,379.8 |
|
HIGH |
1,366.5 |
|
0.618 |
1,358.3 |
|
0.500 |
1,355.8 |
|
0.382 |
1,353.2 |
|
LOW |
1,345.0 |
|
0.618 |
1,331.7 |
|
1.000 |
1,323.5 |
|
1.618 |
1,310.2 |
|
2.618 |
1,288.7 |
|
4.250 |
1,253.6 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,356.1 |
1,354.4 |
| PP |
1,355.9 |
1,352.6 |
| S1 |
1,355.8 |
1,350.7 |
|