| 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 |
11,326.69 |
11,281.28 |
-45.41 |
-0.4% |
11,439.54 |
| High |
11,326.77 |
11,283.70 |
-43.07 |
-0.4% |
11,439.61 |
| Low |
11,231.22 |
11,143.84 |
-87.38 |
-0.8% |
11,143.84 |
| Close |
11,283.10 |
11,192.58 |
-90.52 |
-0.8% |
11,192.58 |
| Range |
95.55 |
139.86 |
44.31 |
46.4% |
295.77 |
| ATR |
121.23 |
122.56 |
1.33 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,626.29 |
11,549.29 |
11,269.50 |
|
| R3 |
11,486.43 |
11,409.43 |
11,231.04 |
|
| R2 |
11,346.57 |
11,346.57 |
11,218.22 |
|
| R1 |
11,269.57 |
11,269.57 |
11,205.40 |
11,238.14 |
| PP |
11,206.71 |
11,206.71 |
11,206.71 |
11,190.99 |
| S1 |
11,129.71 |
11,129.71 |
11,179.76 |
11,098.28 |
| S2 |
11,066.85 |
11,066.85 |
11,166.94 |
|
| S3 |
10,926.99 |
10,989.85 |
11,154.12 |
|
| S4 |
10,787.13 |
10,849.99 |
11,115.66 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,145.99 |
11,965.05 |
11,355.25 |
|
| R3 |
11,850.22 |
11,669.28 |
11,273.92 |
|
| R2 |
11,554.45 |
11,554.45 |
11,246.80 |
|
| R1 |
11,373.51 |
11,373.51 |
11,219.69 |
11,316.10 |
| PP |
11,258.68 |
11,258.68 |
11,258.68 |
11,229.97 |
| S1 |
11,077.74 |
11,077.74 |
11,165.47 |
11,020.33 |
| S2 |
10,962.91 |
10,962.91 |
11,138.36 |
|
| S3 |
10,667.14 |
10,781.97 |
11,111.24 |
|
| S4 |
10,371.37 |
10,486.20 |
11,029.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,439.61 |
11,143.84 |
295.77 |
2.6% |
108.32 |
1.0% |
16% |
False |
True |
|
| 10 |
11,451.53 |
11,062.33 |
389.20 |
3.5% |
122.88 |
1.1% |
33% |
False |
False |
|
| 20 |
11,451.53 |
10,917.62 |
533.91 |
4.8% |
123.84 |
1.1% |
51% |
False |
False |
|
| 40 |
11,451.53 |
10,608.08 |
843.45 |
7.5% |
123.08 |
1.1% |
69% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
124.13 |
1.1% |
83% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
126.58 |
1.1% |
83% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
135.81 |
1.2% |
86% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
144.69 |
1.3% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,878.11 |
|
2.618 |
11,649.85 |
|
1.618 |
11,509.99 |
|
1.000 |
11,423.56 |
|
0.618 |
11,370.13 |
|
HIGH |
11,283.70 |
|
0.618 |
11,230.27 |
|
0.500 |
11,213.77 |
|
0.382 |
11,197.27 |
|
LOW |
11,143.84 |
|
0.618 |
11,057.41 |
|
1.000 |
11,003.98 |
|
1.618 |
10,917.55 |
|
2.618 |
10,777.69 |
|
4.250 |
10,549.44 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,213.77 |
11,255.00 |
| PP |
11,206.71 |
11,234.19 |
| S1 |
11,199.64 |
11,213.39 |
|