| 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 |
11,010.49 |
11,180.77 |
170.28 |
1.5% |
11,194.02 |
| High |
11,199.69 |
11,206.17 |
6.48 |
0.1% |
11,280.90 |
| Low |
11,010.34 |
11,119.24 |
108.90 |
1.0% |
10,978.93 |
| Close |
11,181.23 |
11,203.55 |
22.32 |
0.2% |
11,203.55 |
| Range |
189.35 |
86.93 |
-102.42 |
-54.1% |
301.97 |
| ATR |
127.21 |
124.33 |
-2.88 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,437.11 |
11,407.26 |
11,251.36 |
|
| R3 |
11,350.18 |
11,320.33 |
11,227.46 |
|
| R2 |
11,263.25 |
11,263.25 |
11,219.49 |
|
| R1 |
11,233.40 |
11,233.40 |
11,211.52 |
11,248.33 |
| PP |
11,176.32 |
11,176.32 |
11,176.32 |
11,183.78 |
| S1 |
11,146.47 |
11,146.47 |
11,195.58 |
11,161.40 |
| S2 |
11,089.39 |
11,089.39 |
11,187.61 |
|
| S3 |
11,002.46 |
11,059.54 |
11,179.64 |
|
| S4 |
10,915.53 |
10,972.61 |
11,155.74 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,060.37 |
11,933.93 |
11,369.63 |
|
| R3 |
11,758.40 |
11,631.96 |
11,286.59 |
|
| R2 |
11,456.43 |
11,456.43 |
11,258.91 |
|
| R1 |
11,329.99 |
11,329.99 |
11,231.23 |
11,393.21 |
| PP |
11,154.46 |
11,154.46 |
11,154.46 |
11,186.07 |
| S1 |
11,028.02 |
11,028.02 |
11,175.87 |
11,091.24 |
| S2 |
10,852.49 |
10,852.49 |
11,148.19 |
|
| S3 |
10,550.52 |
10,726.05 |
11,120.51 |
|
| S4 |
10,248.55 |
10,424.08 |
11,037.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,280.90 |
10,978.93 |
301.97 |
2.7% |
127.04 |
1.1% |
74% |
False |
False |
|
| 10 |
11,439.61 |
10,978.93 |
460.68 |
4.1% |
117.68 |
1.1% |
49% |
False |
False |
|
| 20 |
11,451.53 |
10,978.93 |
472.60 |
4.2% |
120.33 |
1.1% |
48% |
False |
False |
|
| 40 |
11,451.53 |
10,711.12 |
740.41 |
6.6% |
121.43 |
1.1% |
67% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
122.45 |
1.1% |
84% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
126.60 |
1.1% |
84% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
133.45 |
1.2% |
87% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
140.70 |
1.3% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,575.62 |
|
2.618 |
11,433.75 |
|
1.618 |
11,346.82 |
|
1.000 |
11,293.10 |
|
0.618 |
11,259.89 |
|
HIGH |
11,206.17 |
|
0.618 |
11,172.96 |
|
0.500 |
11,162.71 |
|
0.382 |
11,152.45 |
|
LOW |
11,119.24 |
|
0.618 |
11,065.52 |
|
1.000 |
11,032.31 |
|
1.618 |
10,978.59 |
|
2.618 |
10,891.66 |
|
4.250 |
10,749.79 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,189.94 |
11,168.53 |
| PP |
11,176.32 |
11,133.51 |
| S1 |
11,162.71 |
11,098.49 |
|