| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,408.4 |
1,415.8 |
7.4 |
0.5% |
1,400.4 |
| High |
1,423.5 |
1,415.8 |
-7.7 |
-0.5% |
1,430.0 |
| Low |
1,404.8 |
1,367.9 |
-36.9 |
-2.6% |
1,367.9 |
| Close |
1,410.0 |
1,371.7 |
-38.3 |
-2.7% |
1,371.7 |
| Range |
18.7 |
47.9 |
29.2 |
156.1% |
62.1 |
| ATR |
22.8 |
24.5 |
1.8 |
7.9% |
0.0 |
| Volume |
4,118 |
2,909 |
-1,209 |
-29.4% |
16,560 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,528.8 |
1,498.2 |
1,398.0 |
|
| R3 |
1,480.9 |
1,450.3 |
1,384.9 |
|
| R2 |
1,433.0 |
1,433.0 |
1,380.5 |
|
| R1 |
1,402.4 |
1,402.4 |
1,376.1 |
1,393.8 |
| PP |
1,385.1 |
1,385.1 |
1,385.1 |
1,380.8 |
| S1 |
1,354.5 |
1,354.5 |
1,367.3 |
1,345.9 |
| S2 |
1,337.2 |
1,337.2 |
1,362.9 |
|
| S3 |
1,289.3 |
1,306.6 |
1,358.5 |
|
| S4 |
1,241.4 |
1,258.7 |
1,345.4 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,576.2 |
1,536.0 |
1,405.9 |
|
| R3 |
1,514.1 |
1,473.9 |
1,388.8 |
|
| R2 |
1,452.0 |
1,452.0 |
1,383.1 |
|
| R1 |
1,411.8 |
1,411.8 |
1,377.4 |
1,400.9 |
| PP |
1,389.9 |
1,389.9 |
1,389.9 |
1,384.4 |
| S1 |
1,349.7 |
1,349.7 |
1,366.0 |
1,338.8 |
| S2 |
1,327.8 |
1,327.8 |
1,360.3 |
|
| S3 |
1,265.7 |
1,287.6 |
1,354.6 |
|
| S4 |
1,203.6 |
1,225.5 |
1,337.5 |
|
|
| 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 |
1,367.9 |
62.1 |
4.5% |
30.6 |
2.2% |
6% |
False |
True |
3,312 |
| 10 |
1,430.0 |
1,332.8 |
97.2 |
7.1% |
28.3 |
2.1% |
40% |
False |
False |
2,911 |
| 20 |
1,430.0 |
1,323.0 |
107.0 |
7.8% |
24.6 |
1.8% |
46% |
False |
False |
2,210 |
| 40 |
1,430.0 |
1,278.2 |
151.8 |
11.1% |
19.2 |
1.4% |
62% |
False |
False |
1,695 |
| 60 |
1,430.0 |
1,216.2 |
213.8 |
15.6% |
14.0 |
1.0% |
73% |
False |
False |
1,231 |
| 80 |
1,430.0 |
1,166.2 |
263.8 |
19.2% |
11.6 |
0.8% |
78% |
False |
False |
1,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,619.4 |
|
2.618 |
1,541.2 |
|
1.618 |
1,493.3 |
|
1.000 |
1,463.7 |
|
0.618 |
1,445.4 |
|
HIGH |
1,415.8 |
|
0.618 |
1,397.5 |
|
0.500 |
1,391.9 |
|
0.382 |
1,386.2 |
|
LOW |
1,367.9 |
|
0.618 |
1,338.3 |
|
1.000 |
1,320.0 |
|
1.618 |
1,290.4 |
|
2.618 |
1,242.5 |
|
4.250 |
1,164.3 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,391.9 |
1,395.7 |
| PP |
1,385.1 |
1,387.7 |
| S1 |
1,378.4 |
1,379.7 |
|