Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,700.0 |
4,706.0 |
6.0 |
0.1% |
4,830.0 |
High |
4,736.0 |
4,728.0 |
-8.0 |
-0.2% |
4,831.0 |
Low |
4,698.0 |
4,688.0 |
-10.0 |
-0.2% |
4,698.0 |
Close |
4,706.0 |
4,712.0 |
6.0 |
0.1% |
4,708.0 |
Range |
38.0 |
40.0 |
2.0 |
5.3% |
133.0 |
ATR |
52.2 |
51.3 |
-0.9 |
-1.7% |
0.0 |
Volume |
24,682 |
32,351 |
7,669 |
31.1% |
164,730 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,829.3 |
4,810.7 |
4,734.0 |
|
R3 |
4,789.3 |
4,770.7 |
4,723.0 |
|
R2 |
4,749.3 |
4,749.3 |
4,719.3 |
|
R1 |
4,730.7 |
4,730.7 |
4,715.7 |
4,740.0 |
PP |
4,709.3 |
4,709.3 |
4,709.3 |
4,714.0 |
S1 |
4,690.7 |
4,690.7 |
4,708.3 |
4,700.0 |
S2 |
4,669.3 |
4,669.3 |
4,704.7 |
|
S3 |
4,629.3 |
4,650.7 |
4,701.0 |
|
S4 |
4,589.3 |
4,610.7 |
4,690.0 |
|
|
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 |
4,767.0 |
4,688.0 |
79.0 |
1.7% |
47.8 |
1.0% |
30% |
False |
True |
31,929 |
10 |
4,831.0 |
4,688.0 |
143.0 |
3.0% |
43.5 |
0.9% |
17% |
False |
True |
30,128 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.2% |
46.1 |
1.0% |
51% |
False |
False |
28,004 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
46.5 |
1.0% |
54% |
False |
False |
26,876 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.8% |
43.8 |
0.9% |
77% |
False |
False |
23,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,898.0 |
2.618 |
4,832.7 |
1.618 |
4,792.7 |
1.000 |
4,768.0 |
0.618 |
4,752.7 |
HIGH |
4,728.0 |
0.618 |
4,712.7 |
0.500 |
4,708.0 |
0.382 |
4,703.3 |
LOW |
4,688.0 |
0.618 |
4,663.3 |
1.000 |
4,648.0 |
1.618 |
4,623.3 |
2.618 |
4,583.3 |
4.250 |
4,518.0 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,710.7 |
4,720.5 |
PP |
4,709.3 |
4,717.7 |
S1 |
4,708.0 |
4,714.8 |
|