| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,403.59 |
11,342.81 |
-60.78 |
-0.5% |
11,120.30 |
| High |
11,421.14 |
11,366.16 |
-54.98 |
-0.5% |
11,451.53 |
| Low |
11,303.19 |
11,255.02 |
-48.17 |
-0.4% |
11,062.33 |
| Close |
11,346.75 |
11,357.04 |
10.29 |
0.1% |
11,444.08 |
| Range |
117.95 |
111.14 |
-6.81 |
-5.8% |
389.20 |
| ATR |
121.62 |
120.87 |
-0.75 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,659.49 |
11,619.41 |
11,418.17 |
|
| R3 |
11,548.35 |
11,508.27 |
11,387.60 |
|
| R2 |
11,437.21 |
11,437.21 |
11,377.42 |
|
| R1 |
11,397.13 |
11,397.13 |
11,367.23 |
11,417.17 |
| PP |
11,326.07 |
11,326.07 |
11,326.07 |
11,336.10 |
| S1 |
11,285.99 |
11,285.99 |
11,346.85 |
11,306.03 |
| S2 |
11,214.93 |
11,214.93 |
11,336.66 |
|
| S3 |
11,103.79 |
11,174.85 |
11,326.48 |
|
| S4 |
10,992.65 |
11,063.71 |
11,295.91 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,486.91 |
12,354.70 |
11,658.14 |
|
| R3 |
12,097.71 |
11,965.50 |
11,551.11 |
|
| R2 |
11,708.51 |
11,708.51 |
11,515.43 |
|
| R1 |
11,576.30 |
11,576.30 |
11,479.76 |
11,642.41 |
| PP |
11,319.31 |
11,319.31 |
11,319.31 |
11,352.37 |
| S1 |
11,187.10 |
11,187.10 |
11,408.40 |
11,253.21 |
| S2 |
10,930.11 |
10,930.11 |
11,372.73 |
|
| S3 |
10,540.91 |
10,797.90 |
11,337.05 |
|
| S4 |
10,151.71 |
10,408.70 |
11,230.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,451.53 |
11,216.65 |
234.88 |
2.1% |
117.58 |
1.0% |
60% |
False |
False |
|
| 10 |
11,451.53 |
11,052.60 |
398.93 |
3.5% |
117.54 |
1.0% |
76% |
False |
False |
|
| 20 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
123.03 |
1.1% |
82% |
False |
False |
|
| 40 |
11,451.53 |
10,522.48 |
929.05 |
8.2% |
121.29 |
1.1% |
90% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
125.83 |
1.1% |
94% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.3% |
129.15 |
1.1% |
94% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
136.96 |
1.2% |
95% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
146.32 |
1.3% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,838.51 |
|
2.618 |
11,657.12 |
|
1.618 |
11,545.98 |
|
1.000 |
11,477.30 |
|
0.618 |
11,434.84 |
|
HIGH |
11,366.16 |
|
0.618 |
11,323.70 |
|
0.500 |
11,310.59 |
|
0.382 |
11,297.48 |
|
LOW |
11,255.02 |
|
0.618 |
11,186.34 |
|
1.000 |
11,143.88 |
|
1.618 |
11,075.20 |
|
2.618 |
10,964.06 |
|
4.250 |
10,782.68 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,341.56 |
11,353.80 |
| PP |
11,326.07 |
11,350.56 |
| S1 |
11,310.59 |
11,347.32 |
|