Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,652.0 |
4,644.0 |
-8.0 |
-0.2% |
4,830.0 |
High |
4,660.0 |
4,659.0 |
-1.0 |
0.0% |
4,831.0 |
Low |
4,632.0 |
4,626.0 |
-6.0 |
-0.1% |
4,698.0 |
Close |
4,635.0 |
4,654.0 |
19.0 |
0.4% |
4,708.0 |
Range |
28.0 |
33.0 |
5.0 |
17.9% |
133.0 |
ATR |
53.3 |
51.9 |
-1.5 |
-2.7% |
0.0 |
Volume |
41,946 |
32,389 |
-9,557 |
-22.8% |
164,730 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,745.3 |
4,732.7 |
4,672.2 |
|
R3 |
4,712.3 |
4,699.7 |
4,663.1 |
|
R2 |
4,679.3 |
4,679.3 |
4,660.1 |
|
R1 |
4,666.7 |
4,666.7 |
4,657.0 |
4,673.0 |
PP |
4,646.3 |
4,646.3 |
4,646.3 |
4,649.5 |
S1 |
4,633.7 |
4,633.7 |
4,651.0 |
4,640.0 |
S2 |
4,613.3 |
4,613.3 |
4,648.0 |
|
S3 |
4,580.3 |
4,600.7 |
4,644.9 |
|
S4 |
4,547.3 |
4,567.7 |
4,635.9 |
|
|
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 |
4,753.0 |
4,626.0 |
127.0 |
2.7% |
38.6 |
0.8% |
22% |
False |
True |
34,001 |
10 |
4,831.0 |
4,626.0 |
205.0 |
4.4% |
42.6 |
0.9% |
14% |
False |
True |
32,501 |
20 |
4,831.0 |
4,626.0 |
205.0 |
4.4% |
44.3 |
1.0% |
14% |
False |
True |
28,770 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
46.3 |
1.0% |
31% |
False |
False |
27,946 |
60 |
4,831.0 |
4,343.0 |
488.0 |
10.5% |
43.2 |
0.9% |
64% |
False |
False |
24,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,799.3 |
2.618 |
4,745.4 |
1.618 |
4,712.4 |
1.000 |
4,692.0 |
0.618 |
4,679.4 |
HIGH |
4,659.0 |
0.618 |
4,646.4 |
0.500 |
4,642.5 |
0.382 |
4,638.6 |
LOW |
4,626.0 |
0.618 |
4,605.6 |
1.000 |
4,593.0 |
1.618 |
4,572.6 |
2.618 |
4,539.6 |
4.250 |
4,485.8 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,650.2 |
4,677.0 |
PP |
4,646.3 |
4,669.3 |
S1 |
4,642.5 |
4,661.7 |
|