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 |
1,410.0 |
1,392.9 |
-17.1 |
-1.2% |
1,359.7 |
High |
1,424.3 |
1,410.0 |
-14.3 |
-1.0% |
1,398.7 |
Low |
1,382.2 |
1,383.4 |
1.2 |
0.1% |
1,325.5 |
Close |
1,410.1 |
1,399.3 |
-10.8 |
-0.8% |
1,397.7 |
Range |
42.1 |
26.6 |
-15.5 |
-36.8% |
73.2 |
ATR |
25.4 |
25.5 |
0.1 |
0.4% |
0.0 |
Volume |
296,485 |
259,403 |
-37,082 |
-12.5% |
915,922 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.4 |
1,464.9 |
1,413.9 |
|
R3 |
1,450.8 |
1,438.3 |
1,406.6 |
|
R2 |
1,424.2 |
1,424.2 |
1,404.2 |
|
R1 |
1,411.7 |
1,411.7 |
1,401.7 |
1,418.0 |
PP |
1,397.6 |
1,397.6 |
1,397.6 |
1,400.7 |
S1 |
1,385.1 |
1,385.1 |
1,396.9 |
1,391.4 |
S2 |
1,371.0 |
1,371.0 |
1,394.4 |
|
S3 |
1,344.4 |
1,358.5 |
1,392.0 |
|
S4 |
1,317.8 |
1,331.9 |
1,384.7 |
|
|
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 |
1,346.7 |
77.6 |
5.5% |
33.2 |
2.4% |
68% |
False |
False |
232,604 |
10 |
1,424.3 |
1,322.9 |
101.4 |
7.2% |
28.0 |
2.0% |
75% |
False |
False |
193,069 |
20 |
1,424.3 |
1,315.6 |
108.7 |
7.8% |
25.5 |
1.8% |
77% |
False |
False |
178,809 |
40 |
1,424.3 |
1,266.1 |
158.2 |
11.3% |
21.2 |
1.5% |
84% |
False |
False |
151,591 |
60 |
1,424.3 |
1,211.7 |
212.6 |
15.2% |
18.7 |
1.3% |
88% |
False |
False |
131,293 |
80 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
17.9 |
1.3% |
91% |
False |
False |
120,128 |
100 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.3 |
1.3% |
91% |
False |
False |
98,676 |
120 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.4 |
1.3% |
91% |
False |
False |
83,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.1 |
2.618 |
1,479.6 |
1.618 |
1,453.0 |
1.000 |
1,436.6 |
0.618 |
1,426.4 |
HIGH |
1,410.0 |
0.618 |
1,399.8 |
0.500 |
1,396.7 |
0.382 |
1,393.6 |
LOW |
1,383.4 |
0.618 |
1,367.0 |
1.000 |
1,356.8 |
1.618 |
1,340.4 |
2.618 |
1,313.8 |
4.250 |
1,270.4 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,398.4 |
1,403.3 |
PP |
1,397.6 |
1,401.9 |
S1 |
1,396.7 |
1,400.6 |
|