| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,343.7 |
1,363.2 |
19.5 |
1.5% |
1,376.0 |
| High |
1,363.2 |
1,367.4 |
4.2 |
0.3% |
1,381.7 |
| Low |
1,343.7 |
1,348.0 |
4.3 |
0.3% |
1,334.9 |
| Close |
1,359.0 |
1,358.3 |
-0.7 |
-0.1% |
1,358.3 |
| Range |
19.5 |
19.4 |
-0.1 |
-0.5% |
46.8 |
| ATR |
23.9 |
23.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
1,474 |
2,879 |
1,405 |
95.3% |
12,296 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.1 |
1,406.6 |
1,369.0 |
|
| R3 |
1,396.7 |
1,387.2 |
1,363.6 |
|
| R2 |
1,377.3 |
1,377.3 |
1,361.9 |
|
| R1 |
1,367.8 |
1,367.8 |
1,360.1 |
1,362.9 |
| PP |
1,357.9 |
1,357.9 |
1,357.9 |
1,355.4 |
| S1 |
1,348.4 |
1,348.4 |
1,356.5 |
1,343.5 |
| S2 |
1,338.5 |
1,338.5 |
1,354.7 |
|
| S3 |
1,319.1 |
1,329.0 |
1,353.0 |
|
| S4 |
1,299.7 |
1,309.6 |
1,347.6 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,498.7 |
1,475.3 |
1,384.0 |
|
| R3 |
1,451.9 |
1,428.5 |
1,371.2 |
|
| R2 |
1,405.1 |
1,405.1 |
1,366.9 |
|
| R1 |
1,381.7 |
1,381.7 |
1,362.6 |
1,370.0 |
| PP |
1,358.3 |
1,358.3 |
1,358.3 |
1,352.5 |
| S1 |
1,334.9 |
1,334.9 |
1,354.0 |
1,323.2 |
| S2 |
1,311.5 |
1,311.5 |
1,349.7 |
|
| S3 |
1,264.7 |
1,288.1 |
1,345.4 |
|
| S4 |
1,217.9 |
1,241.3 |
1,332.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,381.7 |
1,334.9 |
46.8 |
3.4% |
20.5 |
1.5% |
50% |
False |
False |
2,459 |
| 10 |
1,430.0 |
1,334.9 |
95.1 |
7.0% |
25.5 |
1.9% |
25% |
False |
False |
2,885 |
| 20 |
1,430.0 |
1,327.1 |
102.9 |
7.6% |
24.1 |
1.8% |
30% |
False |
False |
2,535 |
| 40 |
1,430.0 |
1,288.6 |
141.4 |
10.4% |
20.7 |
1.5% |
49% |
False |
False |
1,903 |
| 60 |
1,430.0 |
1,242.2 |
187.8 |
13.8% |
15.3 |
1.1% |
62% |
False |
False |
1,407 |
| 80 |
1,430.0 |
1,188.1 |
241.9 |
17.8% |
12.2 |
0.9% |
70% |
False |
False |
1,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,449.9 |
|
2.618 |
1,418.2 |
|
1.618 |
1,398.8 |
|
1.000 |
1,386.8 |
|
0.618 |
1,379.4 |
|
HIGH |
1,367.4 |
|
0.618 |
1,360.0 |
|
0.500 |
1,357.7 |
|
0.382 |
1,355.4 |
|
LOW |
1,348.0 |
|
0.618 |
1,336.0 |
|
1.000 |
1,328.6 |
|
1.618 |
1,316.6 |
|
2.618 |
1,297.2 |
|
4.250 |
1,265.6 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,358.1 |
1,356.4 |
| PP |
1,357.9 |
1,354.5 |
| S1 |
1,357.7 |
1,352.6 |
|