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 |
1,392.9 |
1,403.0 |
10.1 |
0.7% |
1,359.7 |
High |
1,410.0 |
1,417.6 |
7.6 |
0.5% |
1,398.7 |
Low |
1,383.4 |
1,396.5 |
13.1 |
0.9% |
1,325.5 |
Close |
1,399.3 |
1,403.3 |
4.0 |
0.3% |
1,397.7 |
Range |
26.6 |
21.1 |
-5.5 |
-20.7% |
73.2 |
ATR |
25.5 |
25.2 |
-0.3 |
-1.2% |
0.0 |
Volume |
259,403 |
163,540 |
-95,863 |
-37.0% |
915,922 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.1 |
1,457.3 |
1,414.9 |
|
R3 |
1,448.0 |
1,436.2 |
1,409.1 |
|
R2 |
1,426.9 |
1,426.9 |
1,407.2 |
|
R1 |
1,415.1 |
1,415.1 |
1,405.2 |
1,421.0 |
PP |
1,405.8 |
1,405.8 |
1,405.8 |
1,408.8 |
S1 |
1,394.0 |
1,394.0 |
1,401.4 |
1,399.9 |
S2 |
1,384.7 |
1,384.7 |
1,399.4 |
|
S3 |
1,363.6 |
1,372.9 |
1,397.5 |
|
S4 |
1,342.5 |
1,351.8 |
1,391.7 |
|
|
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 |
1,371.9 |
52.4 |
3.7% |
28.1 |
2.0% |
60% |
False |
False |
220,571 |
10 |
1,424.3 |
1,325.5 |
98.8 |
7.0% |
27.8 |
2.0% |
79% |
False |
False |
195,464 |
20 |
1,424.3 |
1,315.6 |
108.7 |
7.7% |
25.7 |
1.8% |
81% |
False |
False |
178,549 |
40 |
1,424.3 |
1,272.0 |
152.3 |
10.9% |
21.4 |
1.5% |
86% |
False |
False |
153,374 |
60 |
1,424.3 |
1,211.7 |
212.6 |
15.2% |
18.8 |
1.3% |
90% |
False |
False |
132,438 |
80 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.0 |
1.3% |
92% |
False |
False |
121,712 |
100 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.4 |
1.3% |
92% |
False |
False |
100,204 |
120 |
1,424.3 |
1,159.3 |
265.0 |
18.9% |
18.4 |
1.3% |
92% |
False |
False |
84,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.3 |
2.618 |
1,472.8 |
1.618 |
1,451.7 |
1.000 |
1,438.7 |
0.618 |
1,430.6 |
HIGH |
1,417.6 |
0.618 |
1,409.5 |
0.500 |
1,407.1 |
0.382 |
1,404.6 |
LOW |
1,396.5 |
0.618 |
1,383.5 |
1.000 |
1,375.4 |
1.618 |
1,362.4 |
2.618 |
1,341.3 |
4.250 |
1,306.8 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,407.1 |
1,403.3 |
PP |
1,405.8 |
1,403.3 |
S1 |
1,404.6 |
1,403.3 |
|