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 |
6,760.5 |
6,845.0 |
84.5 |
1.2% |
6,710.0 |
High |
6,845.0 |
6,873.0 |
28.0 |
0.4% |
6,873.0 |
Low |
6,759.5 |
6,798.5 |
39.0 |
0.6% |
6,654.5 |
Close |
6,829.5 |
6,844.0 |
14.5 |
0.2% |
6,844.0 |
Range |
85.5 |
74.5 |
-11.0 |
-12.9% |
218.5 |
ATR |
95.9 |
94.4 |
-1.5 |
-1.6% |
0.0 |
Volume |
149,681 |
0 |
-149,681 |
-100.0% |
427,648 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,062.0 |
7,027.5 |
6,885.0 |
|
R3 |
6,987.5 |
6,953.0 |
6,864.5 |
|
R2 |
6,913.0 |
6,913.0 |
6,857.7 |
|
R1 |
6,878.5 |
6,878.5 |
6,850.8 |
6,858.5 |
PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,828.5 |
S1 |
6,804.0 |
6,804.0 |
6,837.2 |
6,784.0 |
S2 |
6,764.0 |
6,764.0 |
6,830.3 |
|
S3 |
6,689.5 |
6,729.5 |
6,823.5 |
|
S4 |
6,615.0 |
6,655.0 |
6,803.0 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,446.0 |
7,363.5 |
6,964.2 |
|
R3 |
7,227.5 |
7,145.0 |
6,904.1 |
|
R2 |
7,009.0 |
7,009.0 |
6,884.1 |
|
R1 |
6,926.5 |
6,926.5 |
6,864.0 |
6,967.8 |
PP |
6,790.5 |
6,790.5 |
6,790.5 |
6,811.1 |
S1 |
6,708.0 |
6,708.0 |
6,824.0 |
6,749.3 |
S2 |
6,572.0 |
6,572.0 |
6,803.9 |
|
S3 |
6,353.5 |
6,489.5 |
6,783.9 |
|
S4 |
6,135.0 |
6,271.0 |
6,723.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,873.0 |
6,654.5 |
218.5 |
3.2% |
94.3 |
1.4% |
87% |
True |
False |
85,529 |
10 |
6,873.0 |
6,625.5 |
247.5 |
3.6% |
89.4 |
1.3% |
88% |
True |
False |
84,310 |
20 |
6,873.0 |
6,562.5 |
310.5 |
4.5% |
83.5 |
1.2% |
91% |
True |
False |
99,886 |
40 |
6,873.0 |
6,118.5 |
754.5 |
11.0% |
87.8 |
1.3% |
96% |
True |
False |
99,206 |
60 |
6,873.0 |
5,830.0 |
1,043.0 |
15.2% |
89.7 |
1.3% |
97% |
True |
False |
87,536 |
80 |
6,873.0 |
5,830.0 |
1,043.0 |
15.2% |
90.3 |
1.3% |
97% |
True |
False |
65,752 |
100 |
6,873.0 |
5,823.0 |
1,050.0 |
15.3% |
93.2 |
1.4% |
97% |
True |
False |
52,702 |
120 |
6,873.0 |
5,814.5 |
1,058.5 |
15.5% |
95.4 |
1.4% |
97% |
True |
False |
44,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,189.6 |
2.618 |
7,068.0 |
1.618 |
6,993.5 |
1.000 |
6,947.5 |
0.618 |
6,919.0 |
HIGH |
6,873.0 |
0.618 |
6,844.5 |
0.500 |
6,835.8 |
0.382 |
6,827.0 |
LOW |
6,798.5 |
0.618 |
6,752.5 |
1.000 |
6,724.0 |
1.618 |
6,678.0 |
2.618 |
6,603.5 |
4.250 |
6,481.9 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,841.3 |
6,818.2 |
PP |
6,838.5 |
6,792.3 |
S1 |
6,835.8 |
6,766.5 |
|