| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,342.81 |
11,326.69 |
-16.12 |
-0.1% |
11,120.30 |
| High |
11,366.16 |
11,326.77 |
-39.39 |
-0.3% |
11,451.53 |
| Low |
11,255.02 |
11,231.22 |
-23.80 |
-0.2% |
11,062.33 |
| Close |
11,357.04 |
11,283.10 |
-73.94 |
-0.7% |
11,444.08 |
| Range |
111.14 |
95.55 |
-15.59 |
-14.0% |
389.20 |
| ATR |
120.87 |
121.23 |
0.35 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,567.01 |
11,520.61 |
11,335.65 |
|
| R3 |
11,471.46 |
11,425.06 |
11,309.38 |
|
| R2 |
11,375.91 |
11,375.91 |
11,300.62 |
|
| R1 |
11,329.51 |
11,329.51 |
11,291.86 |
11,304.94 |
| PP |
11,280.36 |
11,280.36 |
11,280.36 |
11,268.08 |
| S1 |
11,233.96 |
11,233.96 |
11,274.34 |
11,209.39 |
| S2 |
11,184.81 |
11,184.81 |
11,265.58 |
|
| S3 |
11,089.26 |
11,138.41 |
11,256.82 |
|
| S4 |
10,993.71 |
11,042.86 |
11,230.55 |
|
|
| 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 |
11,231.22 |
220.31 |
2.0% |
91.95 |
0.8% |
24% |
False |
True |
|
| 10 |
11,451.53 |
11,062.33 |
389.20 |
3.4% |
114.42 |
1.0% |
57% |
False |
False |
|
| 20 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
123.37 |
1.1% |
68% |
False |
False |
|
| 40 |
11,451.53 |
10,567.36 |
884.17 |
7.8% |
121.65 |
1.1% |
81% |
False |
False |
|
| 60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.4% |
125.05 |
1.1% |
89% |
False |
False |
|
| 80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.4% |
127.85 |
1.1% |
89% |
False |
False |
|
| 100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.3% |
135.82 |
1.2% |
91% |
False |
False |
|
| 120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.3% |
145.92 |
1.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,732.86 |
|
2.618 |
11,576.92 |
|
1.618 |
11,481.37 |
|
1.000 |
11,422.32 |
|
0.618 |
11,385.82 |
|
HIGH |
11,326.77 |
|
0.618 |
11,290.27 |
|
0.500 |
11,279.00 |
|
0.382 |
11,267.72 |
|
LOW |
11,231.22 |
|
0.618 |
11,172.17 |
|
1.000 |
11,135.67 |
|
1.618 |
11,076.62 |
|
2.618 |
10,981.07 |
|
4.250 |
10,825.13 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,281.73 |
11,326.18 |
| PP |
11,280.36 |
11,311.82 |
| S1 |
11,279.00 |
11,297.46 |
|