Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,397.0 |
1,410.0 |
13.0 |
0.9% |
1,359.7 |
High |
1,410.4 |
1,424.3 |
13.9 |
1.0% |
1,398.7 |
Low |
1,386.6 |
1,382.2 |
-4.4 |
-0.3% |
1,325.5 |
Close |
1,403.2 |
1,410.1 |
6.9 |
0.5% |
1,397.7 |
Range |
23.8 |
42.1 |
18.3 |
76.9% |
73.2 |
ATR |
24.1 |
25.4 |
1.3 |
5.3% |
0.0 |
Volume |
165,292 |
296,485 |
131,193 |
79.4% |
915,922 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.8 |
1,513.1 |
1,433.3 |
|
R3 |
1,489.7 |
1,471.0 |
1,421.7 |
|
R2 |
1,447.6 |
1,447.6 |
1,417.8 |
|
R1 |
1,428.9 |
1,428.9 |
1,414.0 |
1,438.3 |
PP |
1,405.5 |
1,405.5 |
1,405.5 |
1,410.2 |
S1 |
1,386.8 |
1,386.8 |
1,406.2 |
1,396.2 |
S2 |
1,363.4 |
1,363.4 |
1,402.4 |
|
S3 |
1,321.3 |
1,344.7 |
1,398.5 |
|
S4 |
1,279.2 |
1,302.6 |
1,386.9 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.6 |
1,568.8 |
1,438.0 |
|
R3 |
1,520.4 |
1,495.6 |
1,417.8 |
|
R2 |
1,447.2 |
1,447.2 |
1,411.1 |
|
R1 |
1,422.4 |
1,422.4 |
1,404.4 |
1,434.8 |
PP |
1,374.0 |
1,374.0 |
1,374.0 |
1,380.2 |
S1 |
1,349.2 |
1,349.2 |
1,391.0 |
1,361.6 |
S2 |
1,300.8 |
1,300.8 |
1,384.3 |
|
S3 |
1,227.6 |
1,276.0 |
1,377.6 |
|
S4 |
1,154.4 |
1,202.8 |
1,357.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,424.3 |
1,325.5 |
98.8 |
7.0% |
35.7 |
2.5% |
86% |
True |
False |
229,344 |
10 |
1,424.3 |
1,318.6 |
105.7 |
7.5% |
27.9 |
2.0% |
87% |
True |
False |
182,614 |
20 |
1,424.3 |
1,315.6 |
108.7 |
7.7% |
25.4 |
1.8% |
87% |
True |
False |
174,308 |
40 |
1,424.3 |
1,264.5 |
159.8 |
11.3% |
20.8 |
1.5% |
91% |
True |
False |
147,515 |
60 |
1,424.3 |
1,211.7 |
212.6 |
15.1% |
18.4 |
1.3% |
93% |
True |
False |
127,882 |
80 |
1,424.3 |
1,159.3 |
265.0 |
18.8% |
17.8 |
1.3% |
95% |
True |
False |
117,078 |
100 |
1,424.3 |
1,159.3 |
265.0 |
18.8% |
18.3 |
1.3% |
95% |
True |
False |
96,122 |
120 |
1,424.3 |
1,159.3 |
265.0 |
18.8% |
18.3 |
1.3% |
95% |
True |
False |
81,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,603.2 |
2.618 |
1,534.5 |
1.618 |
1,492.4 |
1.000 |
1,466.4 |
0.618 |
1,450.3 |
HIGH |
1,424.3 |
0.618 |
1,408.2 |
0.500 |
1,403.3 |
0.382 |
1,398.3 |
LOW |
1,382.2 |
0.618 |
1,356.2 |
1.000 |
1,340.1 |
1.618 |
1,314.1 |
2.618 |
1,272.0 |
4.250 |
1,203.3 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,407.8 |
1,406.1 |
PP |
1,405.5 |
1,402.1 |
S1 |
1,403.3 |
1,398.1 |
|