Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,353.8 |
1,357.0 |
3.2 |
0.2% |
1,371.0 |
High |
1,362.9 |
1,367.4 |
4.5 |
0.3% |
1,376.6 |
Low |
1,341.0 |
1,347.9 |
6.9 |
0.5% |
1,329.0 |
Close |
1,352.3 |
1,357.8 |
5.5 |
0.4% |
1,352.3 |
Range |
21.9 |
19.5 |
-2.4 |
-11.0% |
47.6 |
ATR |
26.2 |
25.7 |
-0.5 |
-1.8% |
0.0 |
Volume |
157,446 |
159,984 |
2,538 |
1.6% |
958,270 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.2 |
1,406.5 |
1,368.5 |
|
R3 |
1,396.7 |
1,387.0 |
1,363.2 |
|
R2 |
1,377.2 |
1,377.2 |
1,361.4 |
|
R1 |
1,367.5 |
1,367.5 |
1,359.6 |
1,372.4 |
PP |
1,357.7 |
1,357.7 |
1,357.7 |
1,360.1 |
S1 |
1,348.0 |
1,348.0 |
1,356.0 |
1,352.9 |
S2 |
1,338.2 |
1,338.2 |
1,354.2 |
|
S3 |
1,318.7 |
1,328.5 |
1,352.4 |
|
S4 |
1,299.2 |
1,309.0 |
1,347.1 |
|
|
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 |
1,367.4 |
1,329.0 |
38.4 |
2.8% |
23.2 |
1.7% |
75% |
True |
False |
186,622 |
10 |
1,424.3 |
1,329.0 |
95.3 |
7.0% |
27.9 |
2.1% |
30% |
False |
False |
211,853 |
20 |
1,424.3 |
1,318.6 |
105.7 |
7.8% |
26.5 |
2.0% |
37% |
False |
False |
189,758 |
40 |
1,424.3 |
1,276.2 |
148.1 |
10.9% |
24.2 |
1.8% |
55% |
False |
False |
171,145 |
60 |
1,424.3 |
1,233.5 |
190.8 |
14.1% |
20.4 |
1.5% |
65% |
False |
False |
146,014 |
80 |
1,424.3 |
1,176.7 |
247.6 |
18.2% |
18.8 |
1.4% |
73% |
False |
False |
130,962 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.5% |
18.6 |
1.4% |
75% |
False |
False |
113,686 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.5% |
19.0 |
1.4% |
75% |
False |
False |
95,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.3 |
2.618 |
1,418.5 |
1.618 |
1,399.0 |
1.000 |
1,386.9 |
0.618 |
1,379.5 |
HIGH |
1,367.4 |
0.618 |
1,360.0 |
0.500 |
1,357.7 |
0.382 |
1,355.3 |
LOW |
1,347.9 |
0.618 |
1,335.8 |
1.000 |
1,328.4 |
1.618 |
1,316.3 |
2.618 |
1,296.8 |
4.250 |
1,265.0 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,357.8 |
1,355.4 |
PP |
1,357.7 |
1,353.1 |
S1 |
1,357.7 |
1,350.7 |
|