| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,151 |
11,168 |
17 |
0.2% |
11,370 |
| High |
11,246 |
11,170 |
-76 |
-0.7% |
11,400 |
| Low |
11,123 |
10,947 |
-176 |
-1.6% |
11,106 |
| Close |
11,173 |
10,984 |
-189 |
-1.7% |
11,152 |
| Range |
123 |
223 |
100 |
81.3% |
294 |
| ATR |
132 |
139 |
7 |
5.1% |
0 |
| Volume |
113,384 |
169,486 |
56,102 |
49.5% |
598,231 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,703 |
11,566 |
11,107 |
|
| R3 |
11,480 |
11,343 |
11,045 |
|
| R2 |
11,257 |
11,257 |
11,025 |
|
| R1 |
11,120 |
11,120 |
11,005 |
11,077 |
| PP |
11,034 |
11,034 |
11,034 |
11,012 |
| S1 |
10,897 |
10,897 |
10,964 |
10,854 |
| S2 |
10,811 |
10,811 |
10,943 |
|
| S3 |
10,588 |
10,674 |
10,923 |
|
| S4 |
10,365 |
10,451 |
10,861 |
|
|
| 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 |
11,336 |
10,947 |
389 |
3.5% |
144 |
1.3% |
10% |
False |
True |
136,666 |
| 10 |
11,431 |
10,947 |
484 |
4.4% |
137 |
1.3% |
8% |
False |
True |
126,372 |
| 20 |
11,431 |
10,903 |
528 |
4.8% |
134 |
1.2% |
15% |
False |
False |
122,400 |
| 40 |
11,431 |
10,573 |
858 |
7.8% |
138 |
1.3% |
48% |
False |
False |
128,760 |
| 60 |
11,431 |
9,844 |
1,587 |
14.4% |
140 |
1.3% |
72% |
False |
False |
103,857 |
| 80 |
11,431 |
9,844 |
1,587 |
14.4% |
142 |
1.3% |
72% |
False |
False |
77,916 |
| 100 |
11,431 |
9,452 |
1,979 |
18.0% |
152 |
1.4% |
77% |
False |
False |
62,350 |
| 120 |
11,431 |
9,452 |
1,979 |
18.0% |
141 |
1.3% |
77% |
False |
False |
51,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,118 |
|
2.618 |
11,754 |
|
1.618 |
11,531 |
|
1.000 |
11,393 |
|
0.618 |
11,308 |
|
HIGH |
11,170 |
|
0.618 |
11,085 |
|
0.500 |
11,059 |
|
0.382 |
11,032 |
|
LOW |
10,947 |
|
0.618 |
10,809 |
|
1.000 |
10,724 |
|
1.618 |
10,586 |
|
2.618 |
10,363 |
|
4.250 |
9,999 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,059 |
11,099 |
| PP |
11,034 |
11,061 |
| S1 |
11,009 |
11,022 |
|