| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,194.70 |
11,017.83 |
-176.87 |
-1.6% |
11,439.54 |
| High |
11,194.70 |
11,042.16 |
-152.54 |
-1.4% |
11,439.61 |
| Low |
10,978.93 |
10,990.81 |
11.88 |
0.1% |
11,143.84 |
| Close |
11,023.50 |
11,007.88 |
-15.62 |
-0.1% |
11,192.58 |
| Range |
215.77 |
51.35 |
-164.42 |
-76.2% |
295.77 |
| ATR |
127.70 |
122.24 |
-5.45 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,167.67 |
11,139.12 |
11,036.12 |
|
| R3 |
11,116.32 |
11,087.77 |
11,022.00 |
|
| R2 |
11,064.97 |
11,064.97 |
11,017.29 |
|
| R1 |
11,036.42 |
11,036.42 |
11,012.59 |
11,025.02 |
| PP |
11,013.62 |
11,013.62 |
11,013.62 |
11,007.92 |
| S1 |
10,985.07 |
10,985.07 |
11,003.17 |
10,973.67 |
| S2 |
10,962.27 |
10,962.27 |
10,998.47 |
|
| S3 |
10,910.92 |
10,933.72 |
10,993.76 |
|
| S4 |
10,859.57 |
10,882.37 |
10,979.64 |
|
|
| 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 |
11,326.77 |
10,978.93 |
347.84 |
3.2% |
118.87 |
1.1% |
8% |
False |
False |
|
| 10 |
11,451.53 |
10,978.93 |
472.60 |
4.3% |
118.22 |
1.1% |
6% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.3% |
116.38 |
1.1% |
6% |
False |
False |
|
| 40 |
11,451.53 |
10,640.92 |
810.61 |
7.4% |
122.58 |
1.1% |
45% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.8% |
122.78 |
1.1% |
71% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.8% |
126.69 |
1.2% |
71% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.7% |
135.48 |
1.2% |
76% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.7% |
142.01 |
1.3% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,260.40 |
|
2.618 |
11,176.59 |
|
1.618 |
11,125.24 |
|
1.000 |
11,093.51 |
|
0.618 |
11,073.89 |
|
HIGH |
11,042.16 |
|
0.618 |
11,022.54 |
|
0.500 |
11,016.49 |
|
0.382 |
11,010.43 |
|
LOW |
10,990.81 |
|
0.618 |
10,959.08 |
|
1.000 |
10,939.46 |
|
1.618 |
10,907.73 |
|
2.618 |
10,856.38 |
|
4.250 |
10,772.57 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,016.49 |
11,129.92 |
| PP |
11,013.62 |
11,089.24 |
| S1 |
11,010.75 |
11,048.56 |
|