| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
9,715 |
9,930 |
215 |
2.2% |
9,710 |
| High |
9,865 |
10,165 |
300 |
3.0% |
9,910 |
| Low |
9,695 |
9,815 |
120 |
1.2% |
9,660 |
| Close |
9,835 |
10,120 |
285 |
2.9% |
9,740 |
| Range |
170 |
350 |
180 |
105.9% |
250 |
| ATR |
166 |
179 |
13 |
7.9% |
0 |
| Volume |
10,925 |
17,697 |
6,772 |
62.0% |
57,478 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,083 |
10,952 |
10,313 |
|
| R3 |
10,733 |
10,602 |
10,216 |
|
| R2 |
10,383 |
10,383 |
10,184 |
|
| R1 |
10,252 |
10,252 |
10,152 |
10,318 |
| PP |
10,033 |
10,033 |
10,033 |
10,066 |
| S1 |
9,902 |
9,902 |
10,088 |
9,968 |
| S2 |
9,683 |
9,683 |
10,056 |
|
| S3 |
9,333 |
9,552 |
10,024 |
|
| S4 |
8,983 |
9,202 |
9,928 |
|
|
| 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 |
10,165 |
9,660 |
505 |
5.0% |
227 |
2.2% |
91% |
True |
False |
12,368 |
| 10 |
10,165 |
9,510 |
655 |
6.5% |
182 |
1.8% |
93% |
True |
False |
12,549 |
| 20 |
10,165 |
9,075 |
1,090 |
10.8% |
165 |
1.6% |
96% |
True |
False |
10,188 |
| 40 |
10,165 |
9,075 |
1,090 |
10.8% |
172 |
1.7% |
96% |
True |
False |
9,888 |
| 60 |
10,165 |
8,775 |
1,390 |
13.7% |
175 |
1.7% |
97% |
True |
False |
8,615 |
| 80 |
10,165 |
8,775 |
1,390 |
13.7% |
140 |
1.4% |
97% |
True |
False |
6,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,653 |
|
2.618 |
11,081 |
|
1.618 |
10,731 |
|
1.000 |
10,515 |
|
0.618 |
10,381 |
|
HIGH |
10,165 |
|
0.618 |
10,031 |
|
0.500 |
9,990 |
|
0.382 |
9,949 |
|
LOW |
9,815 |
|
0.618 |
9,599 |
|
1.000 |
9,465 |
|
1.618 |
9,249 |
|
2.618 |
8,899 |
|
4.250 |
8,328 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,077 |
10,053 |
| PP |
10,033 |
9,987 |
| S1 |
9,990 |
9,920 |
|