| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,411.6 |
1,371.5 |
-40.1 |
-2.8% |
1,399.8 |
| High |
1,411.7 |
1,378.5 |
-33.2 |
-2.4% |
1,426.0 |
| Low |
1,361.4 |
1,357.0 |
-4.4 |
-0.3% |
1,361.4 |
| Close |
1,367.7 |
1,370.7 |
3.0 |
0.2% |
1,367.7 |
| Range |
50.3 |
21.5 |
-28.8 |
-57.3% |
64.6 |
| ATR |
26.3 |
25.9 |
-0.3 |
-1.3% |
0.0 |
| Volume |
17,536 |
28,309 |
10,773 |
61.4% |
128,697 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.2 |
1,423.5 |
1,382.5 |
|
| R3 |
1,411.7 |
1,402.0 |
1,376.6 |
|
| R2 |
1,390.2 |
1,390.2 |
1,374.6 |
|
| R1 |
1,380.5 |
1,380.5 |
1,372.7 |
1,374.6 |
| PP |
1,368.7 |
1,368.7 |
1,368.7 |
1,365.8 |
| S1 |
1,359.0 |
1,359.0 |
1,368.7 |
1,353.1 |
| S2 |
1,347.2 |
1,347.2 |
1,366.8 |
|
| S3 |
1,325.7 |
1,337.5 |
1,364.8 |
|
| S4 |
1,304.2 |
1,316.0 |
1,358.9 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,578.8 |
1,537.9 |
1,403.2 |
|
| R3 |
1,514.2 |
1,473.3 |
1,385.5 |
|
| R2 |
1,449.6 |
1,449.6 |
1,379.5 |
|
| R1 |
1,408.7 |
1,408.7 |
1,373.6 |
1,396.9 |
| PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,379.1 |
| S1 |
1,344.1 |
1,344.1 |
1,361.8 |
1,332.3 |
| S2 |
1,320.4 |
1,320.4 |
1,355.9 |
|
| S3 |
1,255.8 |
1,279.5 |
1,349.9 |
|
| S4 |
1,191.2 |
1,214.9 |
1,332.2 |
|
|
| 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 |
1,357.0 |
69.0 |
5.0% |
31.9 |
2.3% |
20% |
False |
True |
25,940 |
| 10 |
1,426.0 |
1,327.8 |
98.2 |
7.2% |
30.3 |
2.2% |
44% |
False |
False |
20,816 |
| 20 |
1,426.0 |
1,317.4 |
108.6 |
7.9% |
26.3 |
1.9% |
49% |
False |
False |
13,366 |
| 40 |
1,426.0 |
1,274.7 |
151.3 |
11.0% |
21.6 |
1.6% |
63% |
False |
False |
8,249 |
| 60 |
1,426.0 |
1,216.3 |
209.7 |
15.3% |
18.1 |
1.3% |
74% |
False |
False |
5,919 |
| 80 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
16.4 |
1.2% |
79% |
False |
False |
4,795 |
| 100 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
15.1 |
1.1% |
79% |
False |
False |
3,955 |
| 120 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
14.5 |
1.1% |
79% |
False |
False |
3,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,469.9 |
|
2.618 |
1,434.8 |
|
1.618 |
1,413.3 |
|
1.000 |
1,400.0 |
|
0.618 |
1,391.8 |
|
HIGH |
1,378.5 |
|
0.618 |
1,370.3 |
|
0.500 |
1,367.8 |
|
0.382 |
1,365.2 |
|
LOW |
1,357.0 |
|
0.618 |
1,343.7 |
|
1.000 |
1,335.5 |
|
1.618 |
1,322.2 |
|
2.618 |
1,300.7 |
|
4.250 |
1,265.6 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,369.7 |
1,388.2 |
| PP |
1,368.7 |
1,382.4 |
| S1 |
1,367.8 |
1,376.5 |
|