| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,435.22 |
11,439.54 |
4.32 |
0.0% |
11,120.30 |
| High |
11,451.53 |
11,439.61 |
-11.92 |
-0.1% |
11,451.53 |
| Low |
11,393.52 |
11,362.53 |
-30.99 |
-0.3% |
11,062.33 |
| Close |
11,444.08 |
11,406.84 |
-37.24 |
-0.3% |
11,444.08 |
| Range |
58.01 |
77.08 |
19.07 |
32.9% |
389.20 |
| ATR |
125.01 |
121.91 |
-3.10 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,634.23 |
11,597.62 |
11,449.23 |
|
| R3 |
11,557.15 |
11,520.54 |
11,428.04 |
|
| R2 |
11,480.07 |
11,480.07 |
11,420.97 |
|
| R1 |
11,443.46 |
11,443.46 |
11,413.91 |
11,423.23 |
| PP |
11,402.99 |
11,402.99 |
11,402.99 |
11,392.88 |
| S1 |
11,366.38 |
11,366.38 |
11,399.77 |
11,346.15 |
| S2 |
11,325.91 |
11,325.91 |
11,392.71 |
|
| S3 |
11,248.83 |
11,289.30 |
11,385.64 |
|
| S4 |
11,171.75 |
11,212.22 |
11,364.45 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,486.91 |
12,354.70 |
11,658.14 |
|
| R3 |
12,097.71 |
11,965.50 |
11,551.11 |
|
| R2 |
11,708.51 |
11,708.51 |
11,515.43 |
|
| R1 |
11,576.30 |
11,576.30 |
11,479.76 |
11,642.41 |
| PP |
11,319.31 |
11,319.31 |
11,319.31 |
11,352.37 |
| S1 |
11,187.10 |
11,187.10 |
11,408.40 |
11,253.21 |
| S2 |
10,930.11 |
10,930.11 |
11,372.73 |
|
| S3 |
10,540.91 |
10,797.90 |
11,337.05 |
|
| S4 |
10,151.71 |
10,408.70 |
11,230.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,451.53 |
11,097.37 |
354.16 |
3.1% |
116.48 |
1.0% |
87% |
False |
False |
|
| 10 |
11,451.53 |
11,020.82 |
430.71 |
3.8% |
119.17 |
1.0% |
90% |
False |
False |
|
| 20 |
11,451.53 |
10,913.84 |
537.69 |
4.7% |
125.20 |
1.1% |
92% |
False |
False |
|
| 40 |
11,451.53 |
10,480.78 |
970.75 |
8.5% |
120.45 |
1.1% |
95% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
127.12 |
1.1% |
97% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
130.57 |
1.1% |
97% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
137.25 |
1.2% |
98% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
149.87 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,767.20 |
|
2.618 |
11,641.41 |
|
1.618 |
11,564.33 |
|
1.000 |
11,516.69 |
|
0.618 |
11,487.25 |
|
HIGH |
11,439.61 |
|
0.618 |
11,410.17 |
|
0.500 |
11,401.07 |
|
0.382 |
11,391.97 |
|
LOW |
11,362.53 |
|
0.618 |
11,314.89 |
|
1.000 |
11,285.45 |
|
1.618 |
11,237.81 |
|
2.618 |
11,160.73 |
|
4.250 |
11,034.94 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,404.92 |
11,382.59 |
| PP |
11,402.99 |
11,358.34 |
| S1 |
11,401.07 |
11,334.09 |
|