| 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 |
1,213.00 |
1,215.50 |
2.50 |
0.2% |
1,177.00 |
| High |
1,219.00 |
1,217.00 |
-2.00 |
-0.2% |
1,219.00 |
| Low |
1,207.50 |
1,209.75 |
2.25 |
0.2% |
1,169.00 |
| Close |
1,216.75 |
1,214.75 |
-2.00 |
-0.2% |
1,216.75 |
| Range |
11.50 |
7.25 |
-4.25 |
-37.0% |
50.00 |
| ATR |
15.47 |
14.88 |
-0.59 |
-3.8% |
0.00 |
| Volume |
3,753 |
3,753 |
0 |
0.0% |
9,494 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.50 |
1,232.50 |
1,218.75 |
|
| R3 |
1,228.25 |
1,225.25 |
1,216.75 |
|
| R2 |
1,221.00 |
1,221.00 |
1,216.00 |
|
| R1 |
1,218.00 |
1,218.00 |
1,215.50 |
1,216.00 |
| PP |
1,213.75 |
1,213.75 |
1,213.75 |
1,212.75 |
| S1 |
1,210.75 |
1,210.75 |
1,214.00 |
1,208.50 |
| S2 |
1,206.50 |
1,206.50 |
1,213.50 |
|
| S3 |
1,199.25 |
1,203.50 |
1,212.75 |
|
| S4 |
1,192.00 |
1,196.25 |
1,210.75 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.50 |
1,334.25 |
1,244.25 |
|
| R3 |
1,301.50 |
1,284.25 |
1,230.50 |
|
| R2 |
1,251.50 |
1,251.50 |
1,226.00 |
|
| R1 |
1,234.25 |
1,234.25 |
1,221.25 |
1,243.00 |
| PP |
1,201.50 |
1,201.50 |
1,201.50 |
1,206.00 |
| S1 |
1,184.25 |
1,184.25 |
1,212.25 |
1,193.00 |
| S2 |
1,151.50 |
1,151.50 |
1,207.50 |
|
| S3 |
1,101.50 |
1,134.25 |
1,203.00 |
|
| S4 |
1,051.50 |
1,084.25 |
1,189.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.00 |
1,174.75 |
44.25 |
3.6% |
14.25 |
1.2% |
90% |
False |
False |
2,574 |
| 10 |
1,219.00 |
1,163.00 |
56.00 |
4.6% |
14.00 |
1.2% |
92% |
False |
False |
1,844 |
| 20 |
1,219.00 |
1,146.75 |
72.25 |
5.9% |
15.25 |
1.3% |
94% |
False |
False |
1,538 |
| 40 |
1,219.00 |
1,104.50 |
114.50 |
9.4% |
15.25 |
1.2% |
96% |
False |
False |
1,206 |
| 60 |
1,219.00 |
1,028.25 |
190.75 |
15.7% |
15.75 |
1.3% |
98% |
False |
False |
816 |
| 80 |
1,219.00 |
1,028.25 |
190.75 |
15.7% |
15.75 |
1.3% |
98% |
False |
False |
617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.75 |
|
2.618 |
1,236.00 |
|
1.618 |
1,228.75 |
|
1.000 |
1,224.25 |
|
0.618 |
1,221.50 |
|
HIGH |
1,217.00 |
|
0.618 |
1,214.25 |
|
0.500 |
1,213.50 |
|
0.382 |
1,212.50 |
|
LOW |
1,209.75 |
|
0.618 |
1,205.25 |
|
1.000 |
1,202.50 |
|
1.618 |
1,198.00 |
|
2.618 |
1,190.75 |
|
4.250 |
1,179.00 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.25 |
1,211.50 |
| PP |
1,213.75 |
1,208.00 |
| S1 |
1,213.50 |
1,204.75 |
|