| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,376.0 |
1,362.1 |
-13.9 |
-1.0% |
1,400.4 |
| High |
1,381.7 |
1,369.5 |
-12.2 |
-0.9% |
1,430.0 |
| Low |
1,365.0 |
1,334.9 |
-30.1 |
-2.2% |
1,367.9 |
| Close |
1,374.7 |
1,344.4 |
-30.3 |
-2.2% |
1,371.7 |
| Range |
16.7 |
34.6 |
17.9 |
107.2% |
62.1 |
| ATR |
24.0 |
25.1 |
1.1 |
4.7% |
0.0 |
| Volume |
3,594 |
2,761 |
-833 |
-23.2% |
16,560 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,453.4 |
1,433.5 |
1,363.4 |
|
| R3 |
1,418.8 |
1,398.9 |
1,353.9 |
|
| R2 |
1,384.2 |
1,384.2 |
1,350.7 |
|
| R1 |
1,364.3 |
1,364.3 |
1,347.6 |
1,357.0 |
| PP |
1,349.6 |
1,349.6 |
1,349.6 |
1,345.9 |
| S1 |
1,329.7 |
1,329.7 |
1,341.2 |
1,322.4 |
| S2 |
1,315.0 |
1,315.0 |
1,338.1 |
|
| S3 |
1,280.4 |
1,295.1 |
1,334.9 |
|
| S4 |
1,245.8 |
1,260.5 |
1,325.4 |
|
|
| 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 |
1,423.5 |
1,334.9 |
88.6 |
6.6% |
28.7 |
2.1% |
11% |
False |
True |
3,375 |
| 10 |
1,430.0 |
1,332.8 |
97.2 |
7.2% |
31.2 |
2.3% |
12% |
False |
False |
3,259 |
| 20 |
1,430.0 |
1,323.0 |
107.0 |
8.0% |
24.2 |
1.8% |
20% |
False |
False |
2,384 |
| 40 |
1,430.0 |
1,288.6 |
141.4 |
10.5% |
19.9 |
1.5% |
39% |
False |
False |
1,795 |
| 60 |
1,430.0 |
1,216.2 |
213.8 |
15.9% |
14.8 |
1.1% |
60% |
False |
False |
1,318 |
| 80 |
1,430.0 |
1,166.2 |
263.8 |
19.6% |
12.1 |
0.9% |
68% |
False |
False |
1,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.6 |
|
2.618 |
1,460.1 |
|
1.618 |
1,425.5 |
|
1.000 |
1,404.1 |
|
0.618 |
1,390.9 |
|
HIGH |
1,369.5 |
|
0.618 |
1,356.3 |
|
0.500 |
1,352.2 |
|
0.382 |
1,348.1 |
|
LOW |
1,334.9 |
|
0.618 |
1,313.5 |
|
1.000 |
1,300.3 |
|
1.618 |
1,278.9 |
|
2.618 |
1,244.3 |
|
4.250 |
1,187.9 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,352.2 |
1,375.4 |
| PP |
1,349.6 |
1,365.0 |
| S1 |
1,347.0 |
1,354.7 |
|