Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,718.0 |
4,728.0 |
10.0 |
0.2% |
4,830.0 |
High |
4,756.0 |
4,753.0 |
-3.0 |
-0.1% |
4,831.0 |
Low |
4,718.0 |
4,699.0 |
-19.0 |
-0.4% |
4,698.0 |
Close |
4,742.0 |
4,708.0 |
-34.0 |
-0.7% |
4,708.0 |
Range |
38.0 |
54.0 |
16.0 |
42.1% |
133.0 |
ATR |
53.2 |
53.3 |
0.1 |
0.1% |
0.0 |
Volume |
29,506 |
38,641 |
9,135 |
31.0% |
164,730 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,882.0 |
4,849.0 |
4,737.7 |
|
R3 |
4,828.0 |
4,795.0 |
4,722.9 |
|
R2 |
4,774.0 |
4,774.0 |
4,717.9 |
|
R1 |
4,741.0 |
4,741.0 |
4,713.0 |
4,730.5 |
PP |
4,720.0 |
4,720.0 |
4,720.0 |
4,714.8 |
S1 |
4,687.0 |
4,687.0 |
4,703.1 |
4,676.5 |
S2 |
4,666.0 |
4,666.0 |
4,698.1 |
|
S3 |
4,612.0 |
4,633.0 |
4,693.2 |
|
S4 |
4,558.0 |
4,579.0 |
4,678.3 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.7 |
5,059.3 |
4,781.2 |
|
R3 |
5,011.7 |
4,926.3 |
4,744.6 |
|
R2 |
4,878.7 |
4,878.7 |
4,732.4 |
|
R1 |
4,793.3 |
4,793.3 |
4,720.2 |
4,769.5 |
PP |
4,745.7 |
4,745.7 |
4,745.7 |
4,733.8 |
S1 |
4,660.3 |
4,660.3 |
4,695.8 |
4,636.5 |
S2 |
4,612.7 |
4,612.7 |
4,683.6 |
|
S3 |
4,479.7 |
4,527.3 |
4,671.4 |
|
S4 |
4,346.7 |
4,394.3 |
4,634.9 |
|
|
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% |
51.4 |
1.1% |
8% |
False |
False |
32,946 |
10 |
4,831.0 |
4,667.0 |
164.0 |
3.5% |
42.9 |
0.9% |
25% |
False |
False |
28,690 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.2% |
47.0 |
1.0% |
50% |
False |
False |
28,085 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
46.9 |
1.0% |
52% |
False |
False |
26,420 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.9% |
42.9 |
0.9% |
76% |
False |
False |
22,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,982.5 |
2.618 |
4,894.4 |
1.618 |
4,840.4 |
1.000 |
4,807.0 |
0.618 |
4,786.4 |
HIGH |
4,753.0 |
0.618 |
4,732.4 |
0.500 |
4,726.0 |
0.382 |
4,719.6 |
LOW |
4,699.0 |
0.618 |
4,665.6 |
1.000 |
4,645.0 |
1.618 |
4,611.6 |
2.618 |
4,557.6 |
4.250 |
4,469.5 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,726.0 |
4,732.5 |
PP |
4,720.0 |
4,724.3 |
S1 |
4,714.0 |
4,716.2 |
|