| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,770.0 |
2,825.0 |
55.0 |
2.0% |
2,857.0 |
| High |
2,805.0 |
2,856.0 |
51.0 |
1.8% |
2,898.0 |
| Low |
2,770.0 |
2,823.0 |
53.0 |
1.9% |
2,759.0 |
| Close |
2,801.0 |
2,849.0 |
48.0 |
1.7% |
2,820.0 |
| Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
139.0 |
| ATR |
49.5 |
49.9 |
0.4 |
0.8% |
0.0 |
| Volume |
459 |
718 |
259 |
56.4% |
351,513 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.7 |
2,928.3 |
2,867.2 |
|
| R3 |
2,908.7 |
2,895.3 |
2,858.1 |
|
| R2 |
2,875.7 |
2,875.7 |
2,855.1 |
|
| R1 |
2,862.3 |
2,862.3 |
2,852.0 |
2,869.0 |
| PP |
2,842.7 |
2,842.7 |
2,842.7 |
2,846.0 |
| S1 |
2,829.3 |
2,829.3 |
2,846.0 |
2,836.0 |
| S2 |
2,809.7 |
2,809.7 |
2,843.0 |
|
| S3 |
2,776.7 |
2,796.3 |
2,839.9 |
|
| S4 |
2,743.7 |
2,763.3 |
2,830.9 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,242.7 |
3,170.3 |
2,896.5 |
|
| R3 |
3,103.7 |
3,031.3 |
2,858.2 |
|
| R2 |
2,964.7 |
2,964.7 |
2,845.5 |
|
| R1 |
2,892.3 |
2,892.3 |
2,832.7 |
2,859.0 |
| PP |
2,825.7 |
2,825.7 |
2,825.7 |
2,809.0 |
| S1 |
2,753.3 |
2,753.3 |
2,807.3 |
2,720.0 |
| S2 |
2,686.7 |
2,686.7 |
2,794.5 |
|
| S3 |
2,547.7 |
2,614.3 |
2,781.8 |
|
| S4 |
2,408.7 |
2,475.3 |
2,743.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,856.0 |
2,759.0 |
97.0 |
3.4% |
51.0 |
1.8% |
93% |
True |
False |
6,367 |
| 10 |
2,898.0 |
2,759.0 |
139.0 |
4.9% |
44.6 |
1.6% |
65% |
False |
False |
38,335 |
| 20 |
2,916.0 |
2,759.0 |
157.0 |
5.5% |
44.8 |
1.6% |
57% |
False |
False |
25,760 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
45.8 |
1.6% |
73% |
False |
False |
15,378 |
| 60 |
2,916.0 |
2,568.0 |
348.0 |
12.2% |
44.9 |
1.6% |
81% |
False |
False |
12,002 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.8 |
1.5% |
82% |
False |
False |
9,060 |
| 100 |
2,916.0 |
2,481.0 |
435.0 |
15.3% |
43.0 |
1.5% |
85% |
False |
False |
7,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.3 |
|
2.618 |
2,942.4 |
|
1.618 |
2,909.4 |
|
1.000 |
2,889.0 |
|
0.618 |
2,876.4 |
|
HIGH |
2,856.0 |
|
0.618 |
2,843.4 |
|
0.500 |
2,839.5 |
|
0.382 |
2,835.6 |
|
LOW |
2,823.0 |
|
0.618 |
2,802.6 |
|
1.000 |
2,790.0 |
|
1.618 |
2,769.6 |
|
2.618 |
2,736.6 |
|
4.250 |
2,682.8 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.8 |
2,837.0 |
| PP |
2,842.7 |
2,825.0 |
| S1 |
2,839.5 |
2,813.0 |
|