| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,180.50 |
2,183.00 |
2.50 |
0.1% |
2,125.00 |
| High |
2,189.25 |
2,198.00 |
8.75 |
0.4% |
2,191.00 |
| Low |
2,173.50 |
2,164.25 |
-9.25 |
-0.4% |
2,115.00 |
| Close |
2,184.00 |
2,176.25 |
-7.75 |
-0.4% |
2,184.75 |
| Range |
15.75 |
33.75 |
18.00 |
114.3% |
76.00 |
| ATR |
28.65 |
29.01 |
0.36 |
1.3% |
0.00 |
| Volume |
200,812 |
269,273 |
68,461 |
34.1% |
1,445,961 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,280.75 |
2,262.25 |
2,194.75 |
|
| R3 |
2,247.00 |
2,228.50 |
2,185.50 |
|
| R2 |
2,213.25 |
2,213.25 |
2,182.50 |
|
| R1 |
2,194.75 |
2,194.75 |
2,179.25 |
2,187.00 |
| PP |
2,179.50 |
2,179.50 |
2,179.50 |
2,175.75 |
| S1 |
2,161.00 |
2,161.00 |
2,173.25 |
2,153.50 |
| S2 |
2,145.75 |
2,145.75 |
2,170.00 |
|
| S3 |
2,112.00 |
2,127.25 |
2,167.00 |
|
| S4 |
2,078.25 |
2,093.50 |
2,157.75 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.50 |
2,364.25 |
2,226.50 |
|
| R3 |
2,315.50 |
2,288.25 |
2,205.75 |
|
| R2 |
2,239.50 |
2,239.50 |
2,198.75 |
|
| R1 |
2,212.25 |
2,212.25 |
2,191.75 |
2,226.00 |
| PP |
2,163.50 |
2,163.50 |
2,163.50 |
2,170.50 |
| S1 |
2,136.25 |
2,136.25 |
2,177.75 |
2,150.00 |
| S2 |
2,087.50 |
2,087.50 |
2,170.75 |
|
| S3 |
2,011.50 |
2,060.25 |
2,163.75 |
|
| S4 |
1,935.50 |
1,984.25 |
2,143.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,198.00 |
2,130.00 |
68.00 |
3.1% |
25.75 |
1.2% |
68% |
True |
False |
280,469 |
| 10 |
2,198.00 |
2,102.25 |
95.75 |
4.4% |
25.50 |
1.2% |
77% |
True |
False |
272,234 |
| 20 |
2,198.00 |
2,035.75 |
162.25 |
7.5% |
28.75 |
1.3% |
87% |
True |
False |
287,952 |
| 40 |
2,198.00 |
1,914.25 |
283.75 |
13.0% |
31.00 |
1.4% |
92% |
True |
False |
303,457 |
| 60 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
32.00 |
1.5% |
95% |
True |
False |
221,658 |
| 80 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
32.50 |
1.5% |
95% |
True |
False |
166,276 |
| 100 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
34.00 |
1.6% |
96% |
True |
False |
133,045 |
| 120 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
33.75 |
1.6% |
96% |
True |
False |
110,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,341.50 |
|
2.618 |
2,286.25 |
|
1.618 |
2,252.50 |
|
1.000 |
2,231.75 |
|
0.618 |
2,218.75 |
|
HIGH |
2,198.00 |
|
0.618 |
2,185.00 |
|
0.500 |
2,181.00 |
|
0.382 |
2,177.25 |
|
LOW |
2,164.25 |
|
0.618 |
2,143.50 |
|
1.000 |
2,130.50 |
|
1.618 |
2,109.75 |
|
2.618 |
2,076.00 |
|
4.250 |
2,020.75 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,181.00 |
2,181.00 |
| PP |
2,179.50 |
2,179.50 |
| S1 |
2,178.00 |
2,178.00 |
|