| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,857.0 |
-26.0 |
-0.9% |
2,862.0 |
| High |
2,885.0 |
2,874.0 |
-11.0 |
-0.4% |
2,886.0 |
| Low |
2,849.0 |
2,848.0 |
-1.0 |
0.0% |
2,796.0 |
| Close |
2,861.0 |
2,862.0 |
1.0 |
0.0% |
2,861.0 |
| Range |
36.0 |
26.0 |
-10.0 |
-27.8% |
90.0 |
| ATR |
47.8 |
46.3 |
-1.6 |
-3.3% |
0.0 |
| Volume |
394 |
1,096 |
702 |
178.2% |
2,230 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,939.3 |
2,926.7 |
2,876.3 |
|
| R3 |
2,913.3 |
2,900.7 |
2,869.2 |
|
| R2 |
2,887.3 |
2,887.3 |
2,866.8 |
|
| R1 |
2,874.7 |
2,874.7 |
2,864.4 |
2,881.0 |
| PP |
2,861.3 |
2,861.3 |
2,861.3 |
2,864.5 |
| S1 |
2,848.7 |
2,848.7 |
2,859.6 |
2,855.0 |
| S2 |
2,835.3 |
2,835.3 |
2,857.2 |
|
| S3 |
2,809.3 |
2,822.7 |
2,854.9 |
|
| S4 |
2,783.3 |
2,796.7 |
2,847.7 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,117.7 |
3,079.3 |
2,910.5 |
|
| R3 |
3,027.7 |
2,989.3 |
2,885.8 |
|
| R2 |
2,937.7 |
2,937.7 |
2,877.5 |
|
| R1 |
2,899.3 |
2,899.3 |
2,869.3 |
2,873.5 |
| PP |
2,847.7 |
2,847.7 |
2,847.7 |
2,834.8 |
| S1 |
2,809.3 |
2,809.3 |
2,852.8 |
2,783.5 |
| S2 |
2,757.7 |
2,757.7 |
2,844.5 |
|
| S3 |
2,667.7 |
2,719.3 |
2,836.3 |
|
| S4 |
2,577.7 |
2,629.3 |
2,811.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,886.0 |
2,810.0 |
76.0 |
2.7% |
38.6 |
1.3% |
68% |
False |
False |
633 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
45.5 |
1.6% |
55% |
False |
False |
13,289 |
| 20 |
2,916.0 |
2,732.0 |
184.0 |
6.4% |
42.8 |
1.5% |
71% |
False |
False |
11,229 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
45.4 |
1.6% |
78% |
False |
False |
7,706 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.2 |
1.5% |
86% |
False |
False |
5,688 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
42.3 |
1.5% |
86% |
False |
False |
4,324 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.2% |
42.1 |
1.5% |
88% |
False |
False |
3,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.5 |
|
2.618 |
2,942.1 |
|
1.618 |
2,916.1 |
|
1.000 |
2,900.0 |
|
0.618 |
2,890.1 |
|
HIGH |
2,874.0 |
|
0.618 |
2,864.1 |
|
0.500 |
2,861.0 |
|
0.382 |
2,857.9 |
|
LOW |
2,848.0 |
|
0.618 |
2,831.9 |
|
1.000 |
2,822.0 |
|
1.618 |
2,805.9 |
|
2.618 |
2,779.9 |
|
4.250 |
2,737.5 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,861.7 |
2,865.5 |
| PP |
2,861.3 |
2,864.3 |
| S1 |
2,861.0 |
2,863.2 |
|