| 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 |
11,194.02 |
11,194.70 |
0.68 |
0.0% |
11,439.54 |
| High |
11,280.90 |
11,194.70 |
-86.20 |
-0.8% |
11,439.61 |
| Low |
11,189.10 |
10,978.93 |
-210.17 |
-1.9% |
11,143.84 |
| Close |
11,201.97 |
11,023.50 |
-178.47 |
-1.6% |
11,192.58 |
| Range |
91.80 |
215.77 |
123.97 |
135.0% |
295.77 |
| ATR |
120.36 |
127.70 |
7.33 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,713.02 |
11,584.03 |
11,142.17 |
|
| R3 |
11,497.25 |
11,368.26 |
11,082.84 |
|
| R2 |
11,281.48 |
11,281.48 |
11,063.06 |
|
| R1 |
11,152.49 |
11,152.49 |
11,043.28 |
11,109.10 |
| PP |
11,065.71 |
11,065.71 |
11,065.71 |
11,044.02 |
| S1 |
10,936.72 |
10,936.72 |
11,003.72 |
10,893.33 |
| S2 |
10,849.94 |
10,849.94 |
10,983.94 |
|
| S3 |
10,634.17 |
10,720.95 |
10,964.16 |
|
| S4 |
10,418.40 |
10,505.18 |
10,904.83 |
|
|
| 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 |
11,366.16 |
10,978.93 |
387.23 |
3.5% |
130.82 |
1.2% |
12% |
False |
True |
|
| 10 |
11,451.53 |
10,978.93 |
472.60 |
4.3% |
126.02 |
1.1% |
9% |
False |
True |
|
| 20 |
11,451.53 |
10,970.89 |
480.64 |
4.4% |
122.91 |
1.1% |
11% |
False |
False |
|
| 40 |
11,451.53 |
10,640.92 |
810.61 |
7.4% |
123.72 |
1.1% |
47% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
124.95 |
1.1% |
72% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.7% |
127.09 |
1.2% |
72% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.7% |
135.97 |
1.2% |
77% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.7% |
142.93 |
1.3% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,111.72 |
|
2.618 |
11,759.59 |
|
1.618 |
11,543.82 |
|
1.000 |
11,410.47 |
|
0.618 |
11,328.05 |
|
HIGH |
11,194.70 |
|
0.618 |
11,112.28 |
|
0.500 |
11,086.82 |
|
0.382 |
11,061.35 |
|
LOW |
10,978.93 |
|
0.618 |
10,845.58 |
|
1.000 |
10,763.16 |
|
1.618 |
10,629.81 |
|
2.618 |
10,414.04 |
|
4.250 |
10,061.91 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,086.82 |
11,131.32 |
| PP |
11,065.71 |
11,095.38 |
| S1 |
11,044.61 |
11,059.44 |
|