| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
9,875 |
9,815 |
-60 |
-0.6% |
9,710 |
| High |
9,900 |
9,865 |
-35 |
-0.4% |
9,910 |
| Low |
9,800 |
9,660 |
-140 |
-1.4% |
9,660 |
| Close |
9,850 |
9,740 |
-110 |
-1.1% |
9,740 |
| Range |
100 |
205 |
105 |
105.0% |
250 |
| ATR |
155 |
159 |
4 |
2.3% |
0 |
| Volume |
7,970 |
9,226 |
1,256 |
15.8% |
57,478 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,370 |
10,260 |
9,853 |
|
| R3 |
10,165 |
10,055 |
9,797 |
|
| R2 |
9,960 |
9,960 |
9,778 |
|
| R1 |
9,850 |
9,850 |
9,759 |
9,803 |
| PP |
9,755 |
9,755 |
9,755 |
9,731 |
| S1 |
9,645 |
9,645 |
9,721 |
9,598 |
| S2 |
9,550 |
9,550 |
9,703 |
|
| S3 |
9,345 |
9,440 |
9,684 |
|
| S4 |
9,140 |
9,235 |
9,627 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,520 |
10,380 |
9,878 |
|
| R3 |
10,270 |
10,130 |
9,809 |
|
| R2 |
10,020 |
10,020 |
9,786 |
|
| R1 |
9,880 |
9,880 |
9,763 |
9,950 |
| PP |
9,770 |
9,770 |
9,770 |
9,805 |
| S1 |
9,630 |
9,630 |
9,717 |
9,700 |
| S2 |
9,520 |
9,520 |
9,694 |
|
| S3 |
9,270 |
9,380 |
9,671 |
|
| S4 |
9,020 |
9,130 |
9,603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,910 |
9,660 |
250 |
2.6% |
136 |
1.4% |
32% |
False |
True |
11,495 |
| 10 |
9,910 |
9,075 |
835 |
8.6% |
161 |
1.7% |
80% |
False |
False |
10,827 |
| 20 |
9,910 |
9,075 |
835 |
8.6% |
153 |
1.6% |
80% |
False |
False |
9,332 |
| 40 |
9,910 |
9,075 |
835 |
8.6% |
167 |
1.7% |
80% |
False |
False |
9,410 |
| 60 |
9,910 |
8,775 |
1,135 |
11.7% |
165 |
1.7% |
85% |
False |
False |
7,739 |
| 80 |
9,910 |
8,775 |
1,135 |
11.7% |
129 |
1.3% |
85% |
False |
False |
5,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,736 |
|
2.618 |
10,402 |
|
1.618 |
10,197 |
|
1.000 |
10,070 |
|
0.618 |
9,992 |
|
HIGH |
9,865 |
|
0.618 |
9,787 |
|
0.500 |
9,763 |
|
0.382 |
9,738 |
|
LOW |
9,660 |
|
0.618 |
9,533 |
|
1.000 |
9,455 |
|
1.618 |
9,328 |
|
2.618 |
9,123 |
|
4.250 |
8,789 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,763 |
9,785 |
| PP |
9,755 |
9,770 |
| S1 |
9,748 |
9,755 |
|