Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,798.0 |
4,745.0 |
-53.0 |
-1.1% |
4,667.0 |
High |
4,801.0 |
4,767.0 |
-34.0 |
-0.7% |
4,828.0 |
Low |
4,745.0 |
4,698.0 |
-47.0 |
-1.0% |
4,667.0 |
Close |
4,752.0 |
4,715.0 |
-37.0 |
-0.8% |
4,810.0 |
Range |
56.0 |
69.0 |
13.0 |
23.2% |
161.0 |
ATR |
53.0 |
54.1 |
1.1 |
2.2% |
0.0 |
Volume |
36,712 |
34,467 |
-2,245 |
-6.1% |
122,171 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,933.7 |
4,893.3 |
4,753.0 |
|
R3 |
4,864.7 |
4,824.3 |
4,734.0 |
|
R2 |
4,795.7 |
4,795.7 |
4,727.7 |
|
R1 |
4,755.3 |
4,755.3 |
4,721.3 |
4,741.0 |
PP |
4,726.7 |
4,726.7 |
4,726.7 |
4,719.5 |
S1 |
4,686.3 |
4,686.3 |
4,708.7 |
4,672.0 |
S2 |
4,657.7 |
4,657.7 |
4,702.4 |
|
S3 |
4,588.7 |
4,617.3 |
4,696.0 |
|
S4 |
4,519.7 |
4,548.3 |
4,677.1 |
|
|
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 |
4,698.0 |
133.0 |
2.8% |
45.4 |
1.0% |
13% |
False |
True |
30,818 |
10 |
4,831.0 |
4,641.0 |
190.0 |
4.0% |
44.2 |
0.9% |
39% |
False |
False |
27,755 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.2% |
46.9 |
1.0% |
52% |
False |
False |
27,230 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
47.3 |
1.0% |
55% |
False |
False |
26,107 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
41.8 |
0.9% |
77% |
False |
False |
21,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,060.3 |
2.618 |
4,947.6 |
1.618 |
4,878.6 |
1.000 |
4,836.0 |
0.618 |
4,809.6 |
HIGH |
4,767.0 |
0.618 |
4,740.6 |
0.500 |
4,732.5 |
0.382 |
4,724.4 |
LOW |
4,698.0 |
0.618 |
4,655.4 |
1.000 |
4,629.0 |
1.618 |
4,586.4 |
2.618 |
4,517.4 |
4.250 |
4,404.8 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,732.5 |
4,764.5 |
PP |
4,726.7 |
4,748.0 |
S1 |
4,720.8 |
4,731.5 |
|