| 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 |
11,309 |
11,243 |
-66 |
-0.6% |
11,370 |
| High |
11,309 |
11,251 |
-58 |
-0.5% |
11,400 |
| Low |
11,196 |
11,106 |
-90 |
-0.8% |
11,106 |
| Close |
11,242 |
11,152 |
-90 |
-0.8% |
11,152 |
| Range |
113 |
145 |
32 |
28.3% |
294 |
| ATR |
131 |
132 |
1 |
0.7% |
0 |
| Volume |
110,670 |
154,602 |
43,932 |
39.7% |
598,231 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,605 |
11,523 |
11,232 |
|
| R3 |
11,460 |
11,378 |
11,192 |
|
| R2 |
11,315 |
11,315 |
11,179 |
|
| R1 |
11,233 |
11,233 |
11,165 |
11,202 |
| PP |
11,170 |
11,170 |
11,170 |
11,154 |
| S1 |
11,088 |
11,088 |
11,139 |
11,057 |
| S2 |
11,025 |
11,025 |
11,126 |
|
| S3 |
10,880 |
10,943 |
11,112 |
|
| S4 |
10,735 |
10,798 |
11,072 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,101 |
11,921 |
11,314 |
|
| R3 |
11,807 |
11,627 |
11,233 |
|
| R2 |
11,513 |
11,513 |
11,206 |
|
| R1 |
11,333 |
11,333 |
11,179 |
11,276 |
| PP |
11,219 |
11,219 |
11,219 |
11,191 |
| S1 |
11,039 |
11,039 |
11,125 |
10,982 |
| S2 |
10,925 |
10,925 |
11,098 |
|
| S3 |
10,631 |
10,745 |
11,071 |
|
| S4 |
10,337 |
10,451 |
10,990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,400 |
11,106 |
294 |
2.6% |
114 |
1.0% |
16% |
False |
True |
119,646 |
| 10 |
11,431 |
11,009 |
422 |
3.8% |
131 |
1.2% |
34% |
False |
False |
121,389 |
| 20 |
11,431 |
10,861 |
570 |
5.1% |
135 |
1.2% |
51% |
False |
False |
123,352 |
| 40 |
11,431 |
10,513 |
918 |
8.2% |
138 |
1.2% |
70% |
False |
False |
128,049 |
| 60 |
11,431 |
9,844 |
1,587 |
14.2% |
139 |
1.2% |
82% |
False |
False |
99,148 |
| 80 |
11,431 |
9,844 |
1,587 |
14.2% |
141 |
1.3% |
82% |
False |
False |
74,382 |
| 100 |
11,431 |
9,452 |
1,979 |
17.7% |
152 |
1.4% |
86% |
False |
False |
59,523 |
| 120 |
11,431 |
9,452 |
1,979 |
17.7% |
140 |
1.3% |
86% |
False |
False |
49,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,867 |
|
2.618 |
11,631 |
|
1.618 |
11,486 |
|
1.000 |
11,396 |
|
0.618 |
11,341 |
|
HIGH |
11,251 |
|
0.618 |
11,196 |
|
0.500 |
11,179 |
|
0.382 |
11,162 |
|
LOW |
11,106 |
|
0.618 |
11,017 |
|
1.000 |
10,961 |
|
1.618 |
10,872 |
|
2.618 |
10,727 |
|
4.250 |
10,490 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,179 |
11,221 |
| PP |
11,170 |
11,198 |
| S1 |
11,161 |
11,175 |
|