Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,830.0 |
4,798.0 |
-32.0 |
-0.7% |
4,667.0 |
High |
4,831.0 |
4,801.0 |
-30.0 |
-0.6% |
4,828.0 |
Low |
4,791.0 |
4,745.0 |
-46.0 |
-1.0% |
4,667.0 |
Close |
4,805.0 |
4,752.0 |
-53.0 |
-1.1% |
4,810.0 |
Range |
40.0 |
56.0 |
16.0 |
40.0% |
161.0 |
ATR |
52.5 |
53.0 |
0.5 |
1.0% |
0.0 |
Volume |
25,404 |
36,712 |
11,308 |
44.5% |
122,171 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.0 |
4,899.0 |
4,782.8 |
|
R3 |
4,878.0 |
4,843.0 |
4,767.4 |
|
R2 |
4,822.0 |
4,822.0 |
4,762.3 |
|
R1 |
4,787.0 |
4,787.0 |
4,757.1 |
4,776.5 |
PP |
4,766.0 |
4,766.0 |
4,766.0 |
4,760.8 |
S1 |
4,731.0 |
4,731.0 |
4,746.9 |
4,720.5 |
S2 |
4,710.0 |
4,710.0 |
4,741.7 |
|
S3 |
4,654.0 |
4,675.0 |
4,736.6 |
|
S4 |
4,598.0 |
4,619.0 |
4,721.2 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,251.3 |
5,191.7 |
4,898.6 |
|
R3 |
5,090.3 |
5,030.7 |
4,854.3 |
|
R2 |
4,929.3 |
4,929.3 |
4,839.5 |
|
R1 |
4,869.7 |
4,869.7 |
4,824.8 |
4,899.5 |
PP |
4,768.3 |
4,768.3 |
4,768.3 |
4,783.3 |
S1 |
4,708.7 |
4,708.7 |
4,795.2 |
4,738.5 |
S2 |
4,607.3 |
4,607.3 |
4,780.5 |
|
S3 |
4,446.3 |
4,547.7 |
4,765.7 |
|
S4 |
4,285.3 |
4,386.7 |
4,721.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,831.0 |
4,697.0 |
134.0 |
2.8% |
39.2 |
0.8% |
41% |
False |
False |
28,327 |
10 |
4,831.0 |
4,639.0 |
192.0 |
4.0% |
43.8 |
0.9% |
59% |
False |
False |
26,843 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.1% |
45.8 |
1.0% |
68% |
False |
False |
26,689 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.4% |
46.4 |
1.0% |
69% |
False |
False |
26,809 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
41.0 |
0.9% |
85% |
False |
False |
20,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,039.0 |
2.618 |
4,947.6 |
1.618 |
4,891.6 |
1.000 |
4,857.0 |
0.618 |
4,835.6 |
HIGH |
4,801.0 |
0.618 |
4,779.6 |
0.500 |
4,773.0 |
0.382 |
4,766.4 |
LOW |
4,745.0 |
0.618 |
4,710.4 |
1.000 |
4,689.0 |
1.618 |
4,654.4 |
2.618 |
4,598.4 |
4.250 |
4,507.0 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,773.0 |
4,788.0 |
PP |
4,766.0 |
4,776.0 |
S1 |
4,759.0 |
4,764.0 |
|