Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,219.25 |
1,210.50 |
-8.75 |
-0.7% |
1,180.50 |
High |
1,224.75 |
1,217.00 |
-7.75 |
-0.6% |
1,224.50 |
Low |
1,206.25 |
1,201.75 |
-4.50 |
-0.4% |
1,173.75 |
Close |
1,211.00 |
1,214.00 |
3.00 |
0.2% |
1,222.00 |
Range |
18.50 |
15.25 |
-3.25 |
-17.6% |
50.75 |
ATR |
15.72 |
15.69 |
-0.03 |
-0.2% |
0.00 |
Volume |
2,319,633 |
2,481,333 |
161,700 |
7.0% |
10,362,421 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.75 |
1,250.50 |
1,222.50 |
|
R3 |
1,241.50 |
1,235.25 |
1,218.25 |
|
R2 |
1,226.25 |
1,226.25 |
1,216.75 |
|
R1 |
1,220.00 |
1,220.00 |
1,215.50 |
1,223.00 |
PP |
1,211.00 |
1,211.00 |
1,211.00 |
1,212.50 |
S1 |
1,204.75 |
1,204.75 |
1,212.50 |
1,208.00 |
S2 |
1,195.75 |
1,195.75 |
1,211.25 |
|
S3 |
1,180.50 |
1,189.50 |
1,209.75 |
|
S4 |
1,165.25 |
1,174.25 |
1,205.50 |
|
|
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 |
1,195.25 |
29.50 |
2.4% |
15.25 |
1.3% |
64% |
False |
False |
2,142,702 |
10 |
1,224.75 |
1,172.00 |
52.75 |
4.3% |
15.25 |
1.2% |
80% |
False |
False |
2,044,137 |
20 |
1,224.75 |
1,155.50 |
69.25 |
5.7% |
15.75 |
1.3% |
84% |
False |
False |
2,081,845 |
40 |
1,224.75 |
1,112.75 |
112.00 |
9.2% |
16.00 |
1.3% |
90% |
False |
False |
2,011,310 |
60 |
1,224.75 |
1,032.50 |
192.25 |
15.8% |
16.75 |
1.4% |
94% |
False |
False |
1,499,393 |
80 |
1,224.75 |
1,032.50 |
192.25 |
15.8% |
17.25 |
1.4% |
94% |
False |
False |
1,125,299 |
100 |
1,224.75 |
998.75 |
226.00 |
18.6% |
18.25 |
1.5% |
95% |
False |
False |
900,686 |
120 |
1,224.75 |
998.75 |
226.00 |
18.6% |
19.25 |
1.6% |
95% |
False |
False |
750,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.75 |
2.618 |
1,257.00 |
1.618 |
1,241.75 |
1.000 |
1,232.25 |
0.618 |
1,226.50 |
HIGH |
1,217.00 |
0.618 |
1,211.25 |
0.500 |
1,209.50 |
0.382 |
1,207.50 |
LOW |
1,201.75 |
0.618 |
1,192.25 |
1.000 |
1,186.50 |
1.618 |
1,177.00 |
2.618 |
1,161.75 |
4.250 |
1,137.00 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,212.50 |
1,213.75 |
PP |
1,211.00 |
1,213.50 |
S1 |
1,209.50 |
1,213.25 |
|