Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,644.0 |
4,670.0 |
26.0 |
0.6% |
4,700.0 |
High |
4,659.0 |
4,689.0 |
30.0 |
0.6% |
4,736.0 |
Low |
4,626.0 |
4,629.0 |
3.0 |
0.1% |
4,626.0 |
Close |
4,654.0 |
4,648.0 |
-6.0 |
-0.1% |
4,648.0 |
Range |
33.0 |
60.0 |
27.0 |
81.8% |
110.0 |
ATR |
51.9 |
52.5 |
0.6 |
1.1% |
0.0 |
Volume |
32,389 |
27,777 |
-4,612 |
-14.2% |
159,145 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.3 |
4,801.7 |
4,681.0 |
|
R3 |
4,775.3 |
4,741.7 |
4,664.5 |
|
R2 |
4,715.3 |
4,715.3 |
4,659.0 |
|
R1 |
4,681.7 |
4,681.7 |
4,653.5 |
4,668.5 |
PP |
4,655.3 |
4,655.3 |
4,655.3 |
4,648.8 |
S1 |
4,621.7 |
4,621.7 |
4,642.5 |
4,608.5 |
S2 |
4,595.3 |
4,595.3 |
4,637.0 |
|
S3 |
4,535.3 |
4,561.7 |
4,631.5 |
|
S4 |
4,475.3 |
4,501.7 |
4,615.0 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.0 |
4,934.0 |
4,708.5 |
|
R3 |
4,890.0 |
4,824.0 |
4,678.3 |
|
R2 |
4,780.0 |
4,780.0 |
4,668.2 |
|
R1 |
4,714.0 |
4,714.0 |
4,658.1 |
4,692.0 |
PP |
4,670.0 |
4,670.0 |
4,670.0 |
4,659.0 |
S1 |
4,604.0 |
4,604.0 |
4,637.9 |
4,582.0 |
S2 |
4,560.0 |
4,560.0 |
4,627.8 |
|
S3 |
4,450.0 |
4,494.0 |
4,617.8 |
|
S4 |
4,340.0 |
4,384.0 |
4,587.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,736.0 |
4,626.0 |
110.0 |
2.4% |
39.8 |
0.9% |
20% |
False |
False |
31,829 |
10 |
4,831.0 |
4,626.0 |
205.0 |
4.4% |
45.6 |
1.0% |
11% |
False |
False |
32,387 |
20 |
4,831.0 |
4,626.0 |
205.0 |
4.4% |
45.8 |
1.0% |
11% |
False |
False |
29,315 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.6% |
46.8 |
1.0% |
29% |
False |
False |
28,129 |
60 |
4,831.0 |
4,410.0 |
421.0 |
9.1% |
43.7 |
0.9% |
57% |
False |
False |
25,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,944.0 |
2.618 |
4,846.1 |
1.618 |
4,786.1 |
1.000 |
4,749.0 |
0.618 |
4,726.1 |
HIGH |
4,689.0 |
0.618 |
4,666.1 |
0.500 |
4,659.0 |
0.382 |
4,651.9 |
LOW |
4,629.0 |
0.618 |
4,591.9 |
1.000 |
4,569.0 |
1.618 |
4,531.9 |
2.618 |
4,471.9 |
4.250 |
4,374.0 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,659.0 |
4,657.5 |
PP |
4,655.3 |
4,654.3 |
S1 |
4,651.7 |
4,651.2 |
|