Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,336.0 |
1,353.8 |
17.8 |
1.3% |
1,371.0 |
High |
1,359.0 |
1,362.9 |
3.9 |
0.3% |
1,376.6 |
Low |
1,334.0 |
1,341.0 |
7.0 |
0.5% |
1,329.0 |
Close |
1,353.0 |
1,352.3 |
-0.7 |
-0.1% |
1,352.3 |
Range |
25.0 |
21.9 |
-3.1 |
-12.4% |
47.6 |
ATR |
26.5 |
26.2 |
-0.3 |
-1.2% |
0.0 |
Volume |
178,394 |
157,446 |
-20,948 |
-11.7% |
958,270 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.8 |
1,406.9 |
1,364.3 |
|
R3 |
1,395.9 |
1,385.0 |
1,358.3 |
|
R2 |
1,374.0 |
1,374.0 |
1,356.3 |
|
R1 |
1,363.1 |
1,363.1 |
1,354.3 |
1,357.6 |
PP |
1,352.1 |
1,352.1 |
1,352.1 |
1,349.3 |
S1 |
1,341.2 |
1,341.2 |
1,350.3 |
1,335.7 |
S2 |
1,330.2 |
1,330.2 |
1,348.3 |
|
S3 |
1,308.3 |
1,319.3 |
1,346.3 |
|
S4 |
1,286.4 |
1,297.4 |
1,340.3 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.4 |
1,471.5 |
1,378.5 |
|
R3 |
1,447.8 |
1,423.9 |
1,365.4 |
|
R2 |
1,400.2 |
1,400.2 |
1,361.0 |
|
R1 |
1,376.3 |
1,376.3 |
1,356.7 |
1,364.5 |
PP |
1,352.6 |
1,352.6 |
1,352.6 |
1,346.7 |
S1 |
1,328.7 |
1,328.7 |
1,347.9 |
1,316.9 |
S2 |
1,305.0 |
1,305.0 |
1,343.6 |
|
S3 |
1,257.4 |
1,281.1 |
1,339.2 |
|
S4 |
1,209.8 |
1,233.5 |
1,326.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,376.6 |
1,329.0 |
47.6 |
3.5% |
23.7 |
1.8% |
49% |
False |
False |
191,654 |
10 |
1,424.3 |
1,329.0 |
95.3 |
7.0% |
28.3 |
2.1% |
24% |
False |
False |
212,384 |
20 |
1,424.3 |
1,318.6 |
105.7 |
7.8% |
26.6 |
2.0% |
32% |
False |
False |
188,524 |
40 |
1,424.3 |
1,276.2 |
148.1 |
11.0% |
23.8 |
1.8% |
51% |
False |
False |
168,919 |
60 |
1,424.3 |
1,233.5 |
190.8 |
14.1% |
20.3 |
1.5% |
62% |
False |
False |
144,660 |
80 |
1,424.3 |
1,168.0 |
256.3 |
19.0% |
18.8 |
1.4% |
72% |
False |
False |
130,377 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.6% |
18.9 |
1.4% |
73% |
False |
False |
112,130 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.6% |
19.0 |
1.4% |
73% |
False |
False |
94,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.0 |
2.618 |
1,420.2 |
1.618 |
1,398.3 |
1.000 |
1,384.8 |
0.618 |
1,376.4 |
HIGH |
1,362.9 |
0.618 |
1,354.5 |
0.500 |
1,352.0 |
0.382 |
1,349.4 |
LOW |
1,341.0 |
0.618 |
1,327.5 |
1.000 |
1,319.1 |
1.618 |
1,305.6 |
2.618 |
1,283.7 |
4.250 |
1,247.9 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,352.2 |
1,350.4 |
PP |
1,352.1 |
1,348.4 |
S1 |
1,352.0 |
1,346.5 |
|