Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,220.50 |
1,219.25 |
-1.25 |
-0.1% |
1,180.50 |
High |
1,222.25 |
1,224.75 |
2.50 |
0.2% |
1,224.50 |
Low |
1,214.75 |
1,206.25 |
-8.50 |
-0.7% |
1,173.75 |
Close |
1,220.00 |
1,211.00 |
-9.00 |
-0.7% |
1,222.00 |
Range |
7.50 |
18.50 |
11.00 |
146.7% |
50.75 |
ATR |
15.51 |
15.72 |
0.21 |
1.4% |
0.00 |
Volume |
1,511,467 |
2,319,633 |
808,166 |
53.5% |
10,362,421 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.50 |
1,258.75 |
1,221.25 |
|
R3 |
1,251.00 |
1,240.25 |
1,216.00 |
|
R2 |
1,232.50 |
1,232.50 |
1,214.50 |
|
R1 |
1,221.75 |
1,221.75 |
1,212.75 |
1,218.00 |
PP |
1,214.00 |
1,214.00 |
1,214.00 |
1,212.00 |
S1 |
1,203.25 |
1,203.25 |
1,209.25 |
1,199.50 |
S2 |
1,195.50 |
1,195.50 |
1,207.50 |
|
S3 |
1,177.00 |
1,184.75 |
1,206.00 |
|
S4 |
1,158.50 |
1,166.25 |
1,200.75 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.00 |
1,341.25 |
1,250.00 |
|
R3 |
1,308.25 |
1,290.50 |
1,236.00 |
|
R2 |
1,257.50 |
1,257.50 |
1,231.25 |
|
R1 |
1,239.75 |
1,239.75 |
1,226.75 |
1,248.50 |
PP |
1,206.75 |
1,206.75 |
1,206.75 |
1,211.25 |
S1 |
1,189.00 |
1,189.00 |
1,217.25 |
1,198.00 |
S2 |
1,156.00 |
1,156.00 |
1,212.75 |
|
S3 |
1,105.25 |
1,138.25 |
1,208.00 |
|
S4 |
1,054.50 |
1,087.50 |
1,194.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.75 |
1,179.50 |
45.25 |
3.7% |
16.00 |
1.3% |
70% |
True |
False |
2,118,536 |
10 |
1,224.75 |
1,167.75 |
57.00 |
4.7% |
15.50 |
1.3% |
76% |
True |
False |
2,020,117 |
20 |
1,224.75 |
1,155.50 |
69.25 |
5.7% |
16.00 |
1.3% |
80% |
True |
False |
2,065,343 |
40 |
1,224.75 |
1,109.00 |
115.75 |
9.6% |
16.00 |
1.3% |
88% |
True |
False |
2,001,353 |
60 |
1,224.75 |
1,032.50 |
192.25 |
15.9% |
16.75 |
1.4% |
93% |
True |
False |
1,458,055 |
80 |
1,224.75 |
1,032.50 |
192.25 |
15.9% |
17.25 |
1.4% |
93% |
True |
False |
1,094,378 |
100 |
1,224.75 |
998.75 |
226.00 |
18.7% |
18.50 |
1.5% |
94% |
True |
False |
875,875 |
120 |
1,224.75 |
998.75 |
226.00 |
18.7% |
19.50 |
1.6% |
94% |
True |
False |
729,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.50 |
2.618 |
1,273.25 |
1.618 |
1,254.75 |
1.000 |
1,243.25 |
0.618 |
1,236.25 |
HIGH |
1,224.75 |
0.618 |
1,217.75 |
0.500 |
1,215.50 |
0.382 |
1,213.25 |
LOW |
1,206.25 |
0.618 |
1,194.75 |
1.000 |
1,187.75 |
1.618 |
1,176.25 |
2.618 |
1,157.75 |
4.250 |
1,127.50 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,215.50 |
1,215.50 |
PP |
1,214.00 |
1,214.00 |
S1 |
1,212.50 |
1,212.50 |
|