Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,745.0 |
4,718.0 |
-27.0 |
-0.6% |
4,667.0 |
High |
4,767.0 |
4,756.0 |
-11.0 |
-0.2% |
4,828.0 |
Low |
4,698.0 |
4,718.0 |
20.0 |
0.4% |
4,667.0 |
Close |
4,715.0 |
4,742.0 |
27.0 |
0.6% |
4,810.0 |
Range |
69.0 |
38.0 |
-31.0 |
-44.9% |
161.0 |
ATR |
54.1 |
53.2 |
-0.9 |
-1.7% |
0.0 |
Volume |
34,467 |
29,506 |
-4,961 |
-14.4% |
122,171 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,852.7 |
4,835.3 |
4,762.9 |
|
R3 |
4,814.7 |
4,797.3 |
4,752.5 |
|
R2 |
4,776.7 |
4,776.7 |
4,749.0 |
|
R1 |
4,759.3 |
4,759.3 |
4,745.5 |
4,768.0 |
PP |
4,738.7 |
4,738.7 |
4,738.7 |
4,743.0 |
S1 |
4,721.3 |
4,721.3 |
4,738.5 |
4,730.0 |
S2 |
4,700.7 |
4,700.7 |
4,735.0 |
|
S3 |
4,662.7 |
4,683.3 |
4,731.6 |
|
S4 |
4,624.7 |
4,645.3 |
4,721.1 |
|
|
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% |
46.6 |
1.0% |
33% |
False |
False |
31,000 |
10 |
4,831.0 |
4,641.0 |
190.0 |
4.0% |
42.6 |
0.9% |
53% |
False |
False |
27,969 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.1% |
46.3 |
1.0% |
64% |
False |
False |
27,219 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.4% |
46.4 |
1.0% |
66% |
False |
False |
26,071 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
42.2 |
0.9% |
83% |
False |
False |
21,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,917.5 |
2.618 |
4,855.5 |
1.618 |
4,817.5 |
1.000 |
4,794.0 |
0.618 |
4,779.5 |
HIGH |
4,756.0 |
0.618 |
4,741.5 |
0.500 |
4,737.0 |
0.382 |
4,732.5 |
LOW |
4,718.0 |
0.618 |
4,694.5 |
1.000 |
4,680.0 |
1.618 |
4,656.5 |
2.618 |
4,618.5 |
4.250 |
4,556.5 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,740.3 |
4,749.5 |
PP |
4,738.7 |
4,747.0 |
S1 |
4,737.0 |
4,744.5 |
|