| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,380 |
11,370 |
-10 |
-0.1% |
11,068 |
| High |
11,431 |
11,386 |
-45 |
-0.4% |
11,431 |
| Low |
11,346 |
11,321 |
-25 |
-0.2% |
11,009 |
| Close |
11,376 |
11,362 |
-14 |
-0.1% |
11,376 |
| Range |
85 |
65 |
-20 |
-23.5% |
422 |
| ATR |
140 |
134 |
-5 |
-3.8% |
0 |
| Volume |
105,661 |
78,360 |
-27,301 |
-25.8% |
615,668 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,551 |
11,522 |
11,398 |
|
| R3 |
11,486 |
11,457 |
11,380 |
|
| R2 |
11,421 |
11,421 |
11,374 |
|
| R1 |
11,392 |
11,392 |
11,368 |
11,374 |
| PP |
11,356 |
11,356 |
11,356 |
11,348 |
| S1 |
11,327 |
11,327 |
11,356 |
11,309 |
| S2 |
11,291 |
11,291 |
11,350 |
|
| S3 |
11,226 |
11,262 |
11,344 |
|
| S4 |
11,161 |
11,197 |
11,326 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,538 |
12,379 |
11,608 |
|
| R3 |
12,116 |
11,957 |
11,492 |
|
| R2 |
11,694 |
11,694 |
11,453 |
|
| R1 |
11,535 |
11,535 |
11,415 |
11,615 |
| PP |
11,272 |
11,272 |
11,272 |
11,312 |
| S1 |
11,113 |
11,113 |
11,337 |
11,193 |
| S2 |
10,850 |
10,850 |
11,299 |
|
| S3 |
10,428 |
10,691 |
11,260 |
|
| S4 |
10,006 |
10,269 |
11,144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,431 |
11,047 |
384 |
3.4% |
124 |
1.1% |
82% |
False |
False |
109,622 |
| 10 |
11,431 |
10,970 |
461 |
4.1% |
131 |
1.1% |
85% |
False |
False |
116,252 |
| 20 |
11,431 |
10,853 |
578 |
5.1% |
139 |
1.2% |
88% |
False |
False |
123,910 |
| 40 |
11,431 |
10,405 |
1,026 |
9.0% |
136 |
1.2% |
93% |
False |
False |
129,298 |
| 60 |
11,431 |
9,844 |
1,587 |
14.0% |
142 |
1.3% |
96% |
False |
False |
90,489 |
| 80 |
11,431 |
9,844 |
1,587 |
14.0% |
146 |
1.3% |
96% |
False |
False |
67,888 |
| 100 |
11,431 |
9,452 |
1,979 |
17.4% |
153 |
1.3% |
97% |
False |
False |
54,325 |
| 120 |
11,431 |
9,452 |
1,979 |
17.4% |
138 |
1.2% |
97% |
False |
False |
45,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,662 |
|
2.618 |
11,556 |
|
1.618 |
11,491 |
|
1.000 |
11,451 |
|
0.618 |
11,426 |
|
HIGH |
11,386 |
|
0.618 |
11,361 |
|
0.500 |
11,354 |
|
0.382 |
11,346 |
|
LOW |
11,321 |
|
0.618 |
11,281 |
|
1.000 |
11,256 |
|
1.618 |
11,216 |
|
2.618 |
11,151 |
|
4.250 |
11,045 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,359 |
11,341 |
| PP |
11,356 |
11,319 |
| S1 |
11,354 |
11,298 |
|