| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
9,750 |
9,875 |
125 |
1.3% |
9,185 |
| High |
9,910 |
9,900 |
-10 |
-0.1% |
9,720 |
| Low |
9,740 |
9,800 |
60 |
0.6% |
9,075 |
| Close |
9,880 |
9,850 |
-30 |
-0.3% |
9,710 |
| Range |
170 |
100 |
-70 |
-41.2% |
645 |
| ATR |
160 |
155 |
-4 |
-2.7% |
0 |
| Volume |
20,302 |
7,970 |
-12,332 |
-60.7% |
50,798 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,150 |
10,100 |
9,905 |
|
| R3 |
10,050 |
10,000 |
9,878 |
|
| R2 |
9,950 |
9,950 |
9,868 |
|
| R1 |
9,900 |
9,900 |
9,859 |
9,875 |
| PP |
9,850 |
9,850 |
9,850 |
9,838 |
| S1 |
9,800 |
9,800 |
9,841 |
9,775 |
| S2 |
9,750 |
9,750 |
9,832 |
|
| S3 |
9,650 |
9,700 |
9,823 |
|
| S4 |
9,550 |
9,600 |
9,795 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,437 |
11,218 |
10,065 |
|
| R3 |
10,792 |
10,573 |
9,888 |
|
| R2 |
10,147 |
10,147 |
9,828 |
|
| R1 |
9,928 |
9,928 |
9,769 |
10,038 |
| PP |
9,502 |
9,502 |
9,502 |
9,556 |
| S1 |
9,283 |
9,283 |
9,651 |
9,393 |
| S2 |
8,857 |
8,857 |
9,592 |
|
| S3 |
8,212 |
8,638 |
9,533 |
|
| S4 |
7,567 |
7,993 |
9,355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,910 |
9,510 |
400 |
4.1% |
137 |
1.4% |
85% |
False |
False |
12,730 |
| 10 |
9,910 |
9,075 |
835 |
8.5% |
160 |
1.6% |
93% |
False |
False |
10,762 |
| 20 |
9,910 |
9,075 |
835 |
8.5% |
148 |
1.5% |
93% |
False |
False |
9,273 |
| 40 |
9,910 |
9,075 |
835 |
8.5% |
165 |
1.7% |
93% |
False |
False |
9,392 |
| 60 |
9,910 |
8,775 |
1,135 |
11.5% |
162 |
1.6% |
95% |
False |
False |
7,585 |
| 80 |
9,910 |
8,775 |
1,135 |
11.5% |
126 |
1.3% |
95% |
False |
False |
5,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,325 |
|
2.618 |
10,162 |
|
1.618 |
10,062 |
|
1.000 |
10,000 |
|
0.618 |
9,962 |
|
HIGH |
9,900 |
|
0.618 |
9,862 |
|
0.500 |
9,850 |
|
0.382 |
9,838 |
|
LOW |
9,800 |
|
0.618 |
9,738 |
|
1.000 |
9,700 |
|
1.618 |
9,638 |
|
2.618 |
9,538 |
|
4.250 |
9,375 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,850 |
9,830 |
| PP |
9,850 |
9,810 |
| S1 |
9,850 |
9,790 |
|