| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,357 |
11,310 |
-47 |
-0.4% |
11,068 |
| High |
11,400 |
11,336 |
-64 |
-0.6% |
11,431 |
| Low |
11,267 |
11,221 |
-46 |
-0.4% |
11,009 |
| Close |
11,313 |
11,302 |
-11 |
-0.1% |
11,376 |
| Range |
133 |
115 |
-18 |
-13.5% |
422 |
| ATR |
134 |
133 |
-1 |
-1.0% |
0 |
| Volume |
119,411 |
135,188 |
15,777 |
13.2% |
615,668 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,631 |
11,582 |
11,365 |
|
| R3 |
11,516 |
11,467 |
11,334 |
|
| R2 |
11,401 |
11,401 |
11,323 |
|
| R1 |
11,352 |
11,352 |
11,313 |
11,319 |
| PP |
11,286 |
11,286 |
11,286 |
11,270 |
| S1 |
11,237 |
11,237 |
11,292 |
11,204 |
| S2 |
11,171 |
11,171 |
11,281 |
|
| S3 |
11,056 |
11,122 |
11,271 |
|
| S4 |
10,941 |
11,007 |
11,239 |
|
|
| 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 |
11,164 |
267 |
2.4% |
126 |
1.1% |
52% |
False |
False |
113,183 |
| 10 |
11,431 |
10,996 |
435 |
3.8% |
128 |
1.1% |
70% |
False |
False |
117,753 |
| 20 |
11,431 |
10,861 |
570 |
5.0% |
137 |
1.2% |
77% |
False |
False |
124,104 |
| 40 |
11,431 |
10,452 |
979 |
8.7% |
137 |
1.2% |
87% |
False |
False |
128,272 |
| 60 |
11,431 |
9,844 |
1,587 |
14.0% |
141 |
1.2% |
92% |
False |
False |
94,730 |
| 80 |
11,431 |
9,844 |
1,587 |
14.0% |
144 |
1.3% |
92% |
False |
False |
71,068 |
| 100 |
11,431 |
9,452 |
1,979 |
17.5% |
153 |
1.4% |
93% |
False |
False |
56,871 |
| 120 |
11,431 |
9,452 |
1,979 |
17.5% |
137 |
1.2% |
93% |
False |
False |
47,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,825 |
|
2.618 |
11,637 |
|
1.618 |
11,522 |
|
1.000 |
11,451 |
|
0.618 |
11,407 |
|
HIGH |
11,336 |
|
0.618 |
11,292 |
|
0.500 |
11,279 |
|
0.382 |
11,265 |
|
LOW |
11,221 |
|
0.618 |
11,150 |
|
1.000 |
11,106 |
|
1.618 |
11,035 |
|
2.618 |
10,920 |
|
4.250 |
10,732 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,294 |
11,311 |
| PP |
11,286 |
11,308 |
| S1 |
11,279 |
11,305 |
|