| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
1,363.1 |
1,341.2 |
-21.9 |
-1.6% |
1,397.8 |
| High |
1,367.2 |
1,348.4 |
-18.8 |
-1.4% |
1,428.0 |
| Low |
1,333.7 |
1,334.9 |
1.2 |
0.1% |
1,365.5 |
| Close |
1,342.4 |
1,340.9 |
-1.5 |
-0.1% |
1,369.7 |
| Range |
33.5 |
13.5 |
-20.0 |
-59.7% |
62.5 |
| ATR |
25.3 |
24.4 |
-0.8 |
-3.3% |
0.0 |
| Volume |
3,107 |
2,855 |
-252 |
-8.1% |
14,292 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.9 |
1,374.9 |
1,348.3 |
|
| R3 |
1,368.4 |
1,361.4 |
1,344.6 |
|
| R2 |
1,354.9 |
1,354.9 |
1,343.4 |
|
| R1 |
1,347.9 |
1,347.9 |
1,342.1 |
1,344.7 |
| PP |
1,341.4 |
1,341.4 |
1,341.4 |
1,339.8 |
| S1 |
1,334.4 |
1,334.4 |
1,339.7 |
1,331.2 |
| S2 |
1,327.9 |
1,327.9 |
1,338.4 |
|
| S3 |
1,314.4 |
1,320.9 |
1,337.2 |
|
| S4 |
1,300.9 |
1,307.4 |
1,333.5 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,575.2 |
1,535.0 |
1,404.1 |
|
| R3 |
1,512.7 |
1,472.5 |
1,386.9 |
|
| R2 |
1,450.2 |
1,450.2 |
1,381.2 |
|
| R1 |
1,410.0 |
1,410.0 |
1,375.4 |
1,398.9 |
| PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,382.2 |
| S1 |
1,347.5 |
1,347.5 |
1,364.0 |
1,336.4 |
| S2 |
1,325.2 |
1,325.2 |
1,358.2 |
|
| S3 |
1,262.7 |
1,285.0 |
1,352.5 |
|
| S4 |
1,200.2 |
1,222.5 |
1,335.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,420.0 |
1,333.7 |
86.3 |
6.4% |
26.5 |
2.0% |
8% |
False |
False |
3,042 |
| 10 |
1,428.0 |
1,333.7 |
94.3 |
7.0% |
28.8 |
2.2% |
8% |
False |
False |
2,867 |
| 20 |
1,428.0 |
1,319.3 |
108.7 |
8.1% |
24.2 |
1.8% |
20% |
False |
False |
2,502 |
| 40 |
1,428.0 |
1,282.5 |
145.5 |
10.9% |
20.1 |
1.5% |
40% |
False |
False |
1,830 |
| 60 |
1,428.0 |
1,240.0 |
188.0 |
14.0% |
15.4 |
1.1% |
54% |
False |
False |
1,379 |
| 80 |
1,428.0 |
1,163.2 |
264.8 |
19.7% |
12.6 |
0.9% |
67% |
False |
False |
1,115 |
| 100 |
1,428.0 |
1,163.2 |
264.8 |
19.7% |
11.7 |
0.9% |
67% |
False |
False |
987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.8 |
|
2.618 |
1,383.7 |
|
1.618 |
1,370.2 |
|
1.000 |
1,361.9 |
|
0.618 |
1,356.7 |
|
HIGH |
1,348.4 |
|
0.618 |
1,343.2 |
|
0.500 |
1,341.7 |
|
0.382 |
1,340.1 |
|
LOW |
1,334.9 |
|
0.618 |
1,326.6 |
|
1.000 |
1,321.4 |
|
1.618 |
1,313.1 |
|
2.618 |
1,299.6 |
|
4.250 |
1,277.5 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.7 |
1,356.8 |
| PP |
1,341.4 |
1,351.5 |
| S1 |
1,341.2 |
1,346.2 |
|