| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,345.2 |
1,343.7 |
-1.5 |
-0.1% |
1,400.4 |
| High |
1,349.9 |
1,363.2 |
13.3 |
1.0% |
1,430.0 |
| Low |
1,337.8 |
1,343.7 |
5.9 |
0.4% |
1,367.9 |
| Close |
1,342.9 |
1,359.0 |
16.1 |
1.2% |
1,371.7 |
| Range |
12.1 |
19.5 |
7.4 |
61.2% |
62.1 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.1% |
0.0 |
| Volume |
1,588 |
1,474 |
-114 |
-7.2% |
16,560 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.8 |
1,405.9 |
1,369.7 |
|
| R3 |
1,394.3 |
1,386.4 |
1,364.4 |
|
| R2 |
1,374.8 |
1,374.8 |
1,362.6 |
|
| R1 |
1,366.9 |
1,366.9 |
1,360.8 |
1,370.9 |
| PP |
1,355.3 |
1,355.3 |
1,355.3 |
1,357.3 |
| S1 |
1,347.4 |
1,347.4 |
1,357.2 |
1,351.4 |
| S2 |
1,335.8 |
1,335.8 |
1,355.4 |
|
| S3 |
1,316.3 |
1,327.9 |
1,353.6 |
|
| S4 |
1,296.8 |
1,308.4 |
1,348.3 |
|
|
| 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 |
1,415.8 |
1,334.9 |
80.9 |
6.0% |
26.2 |
1.9% |
30% |
False |
False |
2,465 |
| 10 |
1,430.0 |
1,334.9 |
95.1 |
7.0% |
26.0 |
1.9% |
25% |
False |
False |
2,899 |
| 20 |
1,430.0 |
1,323.1 |
106.9 |
7.9% |
23.6 |
1.7% |
34% |
False |
False |
2,428 |
| 40 |
1,430.0 |
1,288.6 |
141.4 |
10.4% |
20.4 |
1.5% |
50% |
False |
False |
1,842 |
| 60 |
1,430.0 |
1,242.0 |
188.0 |
13.8% |
15.0 |
1.1% |
62% |
False |
False |
1,360 |
| 80 |
1,430.0 |
1,167.0 |
263.0 |
19.4% |
12.1 |
0.9% |
73% |
False |
False |
1,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,446.1 |
|
2.618 |
1,414.3 |
|
1.618 |
1,394.8 |
|
1.000 |
1,382.7 |
|
0.618 |
1,375.3 |
|
HIGH |
1,363.2 |
|
0.618 |
1,355.8 |
|
0.500 |
1,353.5 |
|
0.382 |
1,351.1 |
|
LOW |
1,343.7 |
|
0.618 |
1,331.6 |
|
1.000 |
1,324.2 |
|
1.618 |
1,312.1 |
|
2.618 |
1,292.6 |
|
4.250 |
1,260.8 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,357.2 |
1,356.7 |
| PP |
1,355.3 |
1,354.5 |
| S1 |
1,353.5 |
1,352.2 |
|