Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,408.3 |
1,371.0 |
-37.3 |
-2.6% |
1,397.0 |
High |
1,410.0 |
1,376.6 |
-33.4 |
-2.4% |
1,424.3 |
Low |
1,359.3 |
1,354.8 |
-4.5 |
-0.3% |
1,359.3 |
Close |
1,365.5 |
1,368.5 |
3.0 |
0.2% |
1,365.5 |
Range |
50.7 |
21.8 |
-28.9 |
-57.0% |
65.0 |
ATR |
27.0 |
26.7 |
-0.4 |
-1.4% |
0.0 |
Volume |
280,856 |
185,141 |
-95,715 |
-34.1% |
1,165,576 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.0 |
1,422.1 |
1,380.5 |
|
R3 |
1,410.2 |
1,400.3 |
1,374.5 |
|
R2 |
1,388.4 |
1,388.4 |
1,372.5 |
|
R1 |
1,378.5 |
1,378.5 |
1,370.5 |
1,372.6 |
PP |
1,366.6 |
1,366.6 |
1,366.6 |
1,363.7 |
S1 |
1,356.7 |
1,356.7 |
1,366.5 |
1,350.8 |
S2 |
1,344.8 |
1,344.8 |
1,364.5 |
|
S3 |
1,323.0 |
1,334.9 |
1,362.5 |
|
S4 |
1,301.2 |
1,313.1 |
1,356.5 |
|
|
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 |
1,354.8 |
69.5 |
5.1% |
32.5 |
2.4% |
20% |
False |
True |
237,085 |
10 |
1,424.3 |
1,325.5 |
98.8 |
7.2% |
30.9 |
2.3% |
44% |
False |
False |
214,520 |
20 |
1,424.3 |
1,315.6 |
108.7 |
7.9% |
27.0 |
2.0% |
49% |
False |
False |
186,204 |
40 |
1,424.3 |
1,272.0 |
152.3 |
11.1% |
22.7 |
1.7% |
63% |
False |
False |
160,942 |
60 |
1,424.3 |
1,211.7 |
212.6 |
15.5% |
19.7 |
1.4% |
74% |
False |
False |
137,693 |
80 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.4 |
1.3% |
79% |
False |
False |
126,363 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.7 |
1.4% |
79% |
False |
False |
104,666 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.7 |
1.4% |
79% |
False |
False |
88,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.3 |
2.618 |
1,433.7 |
1.618 |
1,411.9 |
1.000 |
1,398.4 |
0.618 |
1,390.1 |
HIGH |
1,376.6 |
0.618 |
1,368.3 |
0.500 |
1,365.7 |
0.382 |
1,363.1 |
LOW |
1,354.8 |
0.618 |
1,341.3 |
1.000 |
1,333.0 |
1.618 |
1,319.5 |
2.618 |
1,297.7 |
4.250 |
1,262.2 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,367.6 |
1,386.2 |
PP |
1,366.6 |
1,380.3 |
S1 |
1,365.7 |
1,374.4 |
|