Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,706.0 |
4,652.0 |
-54.0 |
-1.1% |
4,830.0 |
High |
4,728.0 |
4,660.0 |
-68.0 |
-1.4% |
4,831.0 |
Low |
4,688.0 |
4,632.0 |
-56.0 |
-1.2% |
4,698.0 |
Close |
4,712.0 |
4,635.0 |
-77.0 |
-1.6% |
4,708.0 |
Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
133.0 |
ATR |
51.3 |
53.3 |
2.1 |
4.0% |
0.0 |
Volume |
32,351 |
41,946 |
9,595 |
29.7% |
164,730 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.3 |
4,708.7 |
4,650.4 |
|
R3 |
4,698.3 |
4,680.7 |
4,642.7 |
|
R2 |
4,670.3 |
4,670.3 |
4,640.1 |
|
R1 |
4,652.7 |
4,652.7 |
4,637.6 |
4,647.5 |
PP |
4,642.3 |
4,642.3 |
4,642.3 |
4,639.8 |
S1 |
4,624.7 |
4,624.7 |
4,632.4 |
4,619.5 |
S2 |
4,614.3 |
4,614.3 |
4,629.9 |
|
S3 |
4,586.3 |
4,596.7 |
4,627.3 |
|
S4 |
4,558.3 |
4,568.7 |
4,619.6 |
|
|
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 |
4,756.0 |
4,632.0 |
124.0 |
2.7% |
39.6 |
0.9% |
2% |
False |
True |
33,425 |
10 |
4,831.0 |
4,632.0 |
199.0 |
4.3% |
42.5 |
0.9% |
2% |
False |
True |
32,121 |
20 |
4,831.0 |
4,623.0 |
208.0 |
4.5% |
45.0 |
1.0% |
6% |
False |
False |
28,505 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.6% |
46.5 |
1.0% |
24% |
False |
False |
27,488 |
60 |
4,831.0 |
4,325.0 |
506.0 |
10.9% |
43.9 |
0.9% |
61% |
False |
False |
24,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,779.0 |
2.618 |
4,733.3 |
1.618 |
4,705.3 |
1.000 |
4,688.0 |
0.618 |
4,677.3 |
HIGH |
4,660.0 |
0.618 |
4,649.3 |
0.500 |
4,646.0 |
0.382 |
4,642.7 |
LOW |
4,632.0 |
0.618 |
4,614.7 |
1.000 |
4,604.0 |
1.618 |
4,586.7 |
2.618 |
4,558.7 |
4.250 |
4,513.0 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,646.0 |
4,684.0 |
PP |
4,642.3 |
4,667.7 |
S1 |
4,638.7 |
4,651.3 |
|