Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,403.0 |
1,408.3 |
5.3 |
0.4% |
1,397.0 |
High |
1,417.6 |
1,410.0 |
-7.6 |
-0.5% |
1,424.3 |
Low |
1,396.5 |
1,359.3 |
-37.2 |
-2.7% |
1,359.3 |
Close |
1,403.3 |
1,365.5 |
-37.8 |
-2.7% |
1,365.5 |
Range |
21.1 |
50.7 |
29.6 |
140.3% |
65.0 |
ATR |
25.2 |
27.0 |
1.8 |
7.2% |
0.0 |
Volume |
163,540 |
280,856 |
117,316 |
71.7% |
1,165,576 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.4 |
1,498.6 |
1,393.4 |
|
R3 |
1,479.7 |
1,447.9 |
1,379.4 |
|
R2 |
1,429.0 |
1,429.0 |
1,374.8 |
|
R1 |
1,397.2 |
1,397.2 |
1,370.1 |
1,387.8 |
PP |
1,378.3 |
1,378.3 |
1,378.3 |
1,373.5 |
S1 |
1,346.5 |
1,346.5 |
1,360.9 |
1,337.1 |
S2 |
1,327.6 |
1,327.6 |
1,356.2 |
|
S3 |
1,276.9 |
1,295.8 |
1,351.6 |
|
S4 |
1,226.2 |
1,245.1 |
1,337.6 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.0 |
1,536.8 |
1,401.3 |
|
R3 |
1,513.0 |
1,471.8 |
1,383.4 |
|
R2 |
1,448.0 |
1,448.0 |
1,377.4 |
|
R1 |
1,406.8 |
1,406.8 |
1,371.5 |
1,394.9 |
PP |
1,383.0 |
1,383.0 |
1,383.0 |
1,377.1 |
S1 |
1,341.8 |
1,341.8 |
1,359.5 |
1,329.9 |
S2 |
1,318.0 |
1,318.0 |
1,353.6 |
|
S3 |
1,253.0 |
1,276.8 |
1,347.6 |
|
S4 |
1,188.0 |
1,211.8 |
1,329.8 |
|
|
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 |
1,359.3 |
65.0 |
4.8% |
32.9 |
2.4% |
10% |
False |
True |
233,115 |
10 |
1,424.3 |
1,325.5 |
98.8 |
7.2% |
30.4 |
2.2% |
40% |
False |
False |
208,149 |
20 |
1,424.3 |
1,315.6 |
108.7 |
8.0% |
27.0 |
2.0% |
46% |
False |
False |
183,371 |
40 |
1,424.3 |
1,272.0 |
152.3 |
11.2% |
22.4 |
1.6% |
61% |
False |
False |
158,173 |
60 |
1,424.3 |
1,211.7 |
212.6 |
15.6% |
19.5 |
1.4% |
72% |
False |
False |
135,771 |
80 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.3 |
1.3% |
78% |
False |
False |
124,608 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.7 |
1.4% |
78% |
False |
False |
102,889 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.7 |
1.4% |
78% |
False |
False |
86,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.5 |
2.618 |
1,542.7 |
1.618 |
1,492.0 |
1.000 |
1,460.7 |
0.618 |
1,441.3 |
HIGH |
1,410.0 |
0.618 |
1,390.6 |
0.500 |
1,384.7 |
0.382 |
1,378.7 |
LOW |
1,359.3 |
0.618 |
1,328.0 |
1.000 |
1,308.6 |
1.618 |
1,277.3 |
2.618 |
1,226.6 |
4.250 |
1,143.8 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,384.7 |
1,388.5 |
PP |
1,378.3 |
1,380.8 |
S1 |
1,371.9 |
1,373.2 |
|