Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,728.0 |
4,700.0 |
-28.0 |
-0.6% |
4,830.0 |
High |
4,753.0 |
4,736.0 |
-17.0 |
-0.4% |
4,831.0 |
Low |
4,699.0 |
4,698.0 |
-1.0 |
0.0% |
4,698.0 |
Close |
4,708.0 |
4,706.0 |
-2.0 |
0.0% |
4,708.0 |
Range |
54.0 |
38.0 |
-16.0 |
-29.6% |
133.0 |
ATR |
53.3 |
52.2 |
-1.1 |
-2.0% |
0.0 |
Volume |
38,641 |
24,682 |
-13,959 |
-36.1% |
164,730 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,827.3 |
4,804.7 |
4,726.9 |
|
R3 |
4,789.3 |
4,766.7 |
4,716.5 |
|
R2 |
4,751.3 |
4,751.3 |
4,713.0 |
|
R1 |
4,728.7 |
4,728.7 |
4,709.5 |
4,740.0 |
PP |
4,713.3 |
4,713.3 |
4,713.3 |
4,719.0 |
S1 |
4,690.7 |
4,690.7 |
4,702.5 |
4,702.0 |
S2 |
4,675.3 |
4,675.3 |
4,699.0 |
|
S3 |
4,637.3 |
4,652.7 |
4,695.6 |
|
S4 |
4,599.3 |
4,614.7 |
4,685.1 |
|
|
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 |
4,801.0 |
4,698.0 |
103.0 |
2.2% |
51.0 |
1.1% |
8% |
False |
True |
32,801 |
10 |
4,831.0 |
4,675.0 |
156.0 |
3.3% |
42.7 |
0.9% |
20% |
False |
False |
28,869 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.2% |
45.7 |
1.0% |
49% |
False |
False |
28,140 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
47.0 |
1.0% |
52% |
False |
False |
26,630 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.9% |
43.5 |
0.9% |
76% |
False |
False |
22,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.5 |
2.618 |
4,835.5 |
1.618 |
4,797.5 |
1.000 |
4,774.0 |
0.618 |
4,759.5 |
HIGH |
4,736.0 |
0.618 |
4,721.5 |
0.500 |
4,717.0 |
0.382 |
4,712.5 |
LOW |
4,698.0 |
0.618 |
4,674.5 |
1.000 |
4,660.0 |
1.618 |
4,636.5 |
2.618 |
4,598.5 |
4.250 |
4,536.5 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,717.0 |
4,727.0 |
PP |
4,713.3 |
4,720.0 |
S1 |
4,709.7 |
4,713.0 |
|