| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,399.8 |
1,411.4 |
11.6 |
0.8% |
1,363.0 |
| High |
1,412.5 |
1,426.0 |
13.5 |
1.0% |
1,400.2 |
| Low |
1,389.4 |
1,384.7 |
-4.7 |
-0.3% |
1,327.8 |
| Close |
1,405.4 |
1,412.4 |
7.0 |
0.5% |
1,399.8 |
| Range |
23.1 |
41.3 |
18.2 |
78.8% |
72.4 |
| ATR |
23.3 |
24.6 |
1.3 |
5.5% |
0.0 |
| Volume |
27,305 |
17,952 |
-9,353 |
-34.3% |
58,224 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.6 |
1,513.3 |
1,435.1 |
|
| R3 |
1,490.3 |
1,472.0 |
1,423.8 |
|
| R2 |
1,449.0 |
1,449.0 |
1,420.0 |
|
| R1 |
1,430.7 |
1,430.7 |
1,416.2 |
1,439.9 |
| PP |
1,407.7 |
1,407.7 |
1,407.7 |
1,412.3 |
| S1 |
1,389.4 |
1,389.4 |
1,408.6 |
1,398.6 |
| S2 |
1,366.4 |
1,366.4 |
1,404.8 |
|
| S3 |
1,325.1 |
1,348.1 |
1,401.0 |
|
| S4 |
1,283.8 |
1,306.8 |
1,389.7 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.1 |
1,568.9 |
1,439.6 |
|
| R3 |
1,520.7 |
1,496.5 |
1,419.7 |
|
| R2 |
1,448.3 |
1,448.3 |
1,413.1 |
|
| R1 |
1,424.1 |
1,424.1 |
1,406.4 |
1,436.2 |
| PP |
1,375.9 |
1,375.9 |
1,375.9 |
1,382.0 |
| S1 |
1,351.7 |
1,351.7 |
1,393.2 |
1,363.8 |
| S2 |
1,303.5 |
1,303.5 |
1,386.5 |
|
| S3 |
1,231.1 |
1,279.3 |
1,379.9 |
|
| S4 |
1,158.7 |
1,206.9 |
1,360.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.0 |
1,327.8 |
98.2 |
7.0% |
35.1 |
2.5% |
86% |
True |
False |
17,675 |
| 10 |
1,426.0 |
1,321.1 |
104.9 |
7.4% |
27.2 |
1.9% |
87% |
True |
False |
11,894 |
| 20 |
1,426.0 |
1,317.4 |
108.6 |
7.7% |
24.6 |
1.7% |
87% |
True |
False |
8,804 |
| 40 |
1,426.0 |
1,266.4 |
159.6 |
11.3% |
19.6 |
1.4% |
91% |
True |
False |
5,609 |
| 60 |
1,426.0 |
1,216.3 |
209.7 |
14.8% |
16.8 |
1.2% |
94% |
True |
False |
4,108 |
| 80 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
15.5 |
1.1% |
95% |
True |
False |
3,436 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
14.5 |
1.0% |
95% |
True |
False |
2,850 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
13.9 |
1.0% |
95% |
True |
False |
2,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,601.5 |
|
2.618 |
1,534.1 |
|
1.618 |
1,492.8 |
|
1.000 |
1,467.3 |
|
0.618 |
1,451.5 |
|
HIGH |
1,426.0 |
|
0.618 |
1,410.2 |
|
0.500 |
1,405.4 |
|
0.382 |
1,400.5 |
|
LOW |
1,384.7 |
|
0.618 |
1,359.2 |
|
1.000 |
1,343.4 |
|
1.618 |
1,317.9 |
|
2.618 |
1,276.6 |
|
4.250 |
1,209.2 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,410.1 |
1,408.3 |
| PP |
1,407.7 |
1,404.1 |
| S1 |
1,405.4 |
1,400.0 |
|