| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,410.6 |
1,400.1 |
-10.5 |
-0.7% |
1,365.7 |
| High |
1,430.0 |
1,416.1 |
-13.9 |
-1.0% |
1,404.0 |
| Low |
1,390.5 |
1,390.4 |
-0.1 |
0.0% |
1,332.8 |
| Close |
1,416.7 |
1,405.8 |
-10.9 |
-0.8% |
1,403.5 |
| Range |
39.5 |
25.7 |
-13.8 |
-34.9% |
71.2 |
| ATR |
22.8 |
23.1 |
0.2 |
1.1% |
0.0 |
| Volume |
3,020 |
3,495 |
475 |
15.7% |
12,559 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,481.2 |
1,469.2 |
1,419.9 |
|
| R3 |
1,455.5 |
1,443.5 |
1,412.9 |
|
| R2 |
1,429.8 |
1,429.8 |
1,410.5 |
|
| R1 |
1,417.8 |
1,417.8 |
1,408.2 |
1,423.8 |
| PP |
1,404.1 |
1,404.1 |
1,404.1 |
1,407.1 |
| S1 |
1,392.1 |
1,392.1 |
1,403.4 |
1,398.1 |
| S2 |
1,378.4 |
1,378.4 |
1,401.1 |
|
| S3 |
1,352.7 |
1,366.4 |
1,398.7 |
|
| S4 |
1,327.0 |
1,340.7 |
1,391.7 |
|
|
| 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 |
1,352.7 |
77.3 |
5.5% |
31.3 |
2.2% |
69% |
False |
False |
3,209 |
| 10 |
1,430.0 |
1,330.6 |
99.4 |
7.1% |
26.0 |
1.8% |
76% |
False |
False |
2,444 |
| 20 |
1,430.0 |
1,323.0 |
107.0 |
7.6% |
22.8 |
1.6% |
77% |
False |
False |
2,260 |
| 40 |
1,430.0 |
1,278.2 |
151.8 |
10.8% |
17.7 |
1.3% |
84% |
False |
False |
1,533 |
| 60 |
1,430.0 |
1,216.2 |
213.8 |
15.2% |
12.9 |
0.9% |
89% |
False |
False |
1,116 |
| 80 |
1,430.0 |
1,166.2 |
263.8 |
18.8% |
11.1 |
0.8% |
91% |
False |
False |
975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,525.3 |
|
2.618 |
1,483.4 |
|
1.618 |
1,457.7 |
|
1.000 |
1,441.8 |
|
0.618 |
1,432.0 |
|
HIGH |
1,416.1 |
|
0.618 |
1,406.3 |
|
0.500 |
1,403.3 |
|
0.382 |
1,400.2 |
|
LOW |
1,390.4 |
|
0.618 |
1,374.5 |
|
1.000 |
1,364.7 |
|
1.618 |
1,348.8 |
|
2.618 |
1,323.1 |
|
4.250 |
1,281.2 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,405.0 |
1,410.2 |
| PP |
1,404.1 |
1,408.7 |
| S1 |
1,403.3 |
1,407.3 |
|