| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,400.4 |
1,410.6 |
10.2 |
0.7% |
1,365.7 |
| High |
1,416.0 |
1,430.0 |
14.0 |
1.0% |
1,404.0 |
| Low |
1,394.7 |
1,390.5 |
-4.2 |
-0.3% |
1,332.8 |
| Close |
1,409.5 |
1,416.7 |
7.2 |
0.5% |
1,403.5 |
| Range |
21.3 |
39.5 |
18.2 |
85.4% |
71.2 |
| ATR |
21.5 |
22.8 |
1.3 |
6.0% |
0.0 |
| Volume |
3,018 |
3,020 |
2 |
0.1% |
12,559 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.9 |
1,513.3 |
1,438.4 |
|
| R3 |
1,491.4 |
1,473.8 |
1,427.6 |
|
| R2 |
1,451.9 |
1,451.9 |
1,423.9 |
|
| R1 |
1,434.3 |
1,434.3 |
1,420.3 |
1,443.1 |
| PP |
1,412.4 |
1,412.4 |
1,412.4 |
1,416.8 |
| S1 |
1,394.8 |
1,394.8 |
1,413.1 |
1,403.6 |
| S2 |
1,372.9 |
1,372.9 |
1,409.5 |
|
| S3 |
1,333.4 |
1,355.3 |
1,405.8 |
|
| S4 |
1,293.9 |
1,315.8 |
1,395.0 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.7 |
1,569.8 |
1,442.7 |
|
| R3 |
1,522.5 |
1,498.6 |
1,423.1 |
|
| R2 |
1,451.3 |
1,451.3 |
1,416.6 |
|
| R1 |
1,427.4 |
1,427.4 |
1,410.0 |
1,439.4 |
| PP |
1,380.1 |
1,380.1 |
1,380.1 |
1,386.1 |
| S1 |
1,356.2 |
1,356.2 |
1,397.0 |
1,368.2 |
| S2 |
1,308.9 |
1,308.9 |
1,390.4 |
|
| S3 |
1,237.7 |
1,285.0 |
1,383.9 |
|
| S4 |
1,166.5 |
1,213.8 |
1,364.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,430.0 |
1,332.8 |
97.2 |
6.9% |
33.6 |
2.4% |
86% |
True |
False |
3,143 |
| 10 |
1,430.0 |
1,327.1 |
102.9 |
7.3% |
25.5 |
1.8% |
87% |
True |
False |
2,368 |
| 20 |
1,430.0 |
1,323.0 |
107.0 |
7.6% |
22.5 |
1.6% |
88% |
True |
False |
2,251 |
| 40 |
1,430.0 |
1,271.5 |
158.5 |
11.2% |
17.2 |
1.2% |
92% |
True |
False |
1,454 |
| 60 |
1,430.0 |
1,216.2 |
213.8 |
15.1% |
12.5 |
0.9% |
94% |
True |
False |
1,060 |
| 80 |
1,430.0 |
1,166.2 |
263.8 |
18.6% |
10.9 |
0.8% |
95% |
True |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,597.9 |
|
2.618 |
1,533.4 |
|
1.618 |
1,493.9 |
|
1.000 |
1,469.5 |
|
0.618 |
1,454.4 |
|
HIGH |
1,430.0 |
|
0.618 |
1,414.9 |
|
0.500 |
1,410.3 |
|
0.382 |
1,405.6 |
|
LOW |
1,390.5 |
|
0.618 |
1,366.1 |
|
1.000 |
1,351.0 |
|
1.618 |
1,326.6 |
|
2.618 |
1,287.1 |
|
4.250 |
1,222.6 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.6 |
1,412.8 |
| PP |
1,412.4 |
1,408.9 |
| S1 |
1,410.3 |
1,405.0 |
|