Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,210.50 |
1,213.50 |
3.00 |
0.2% |
1,180.50 |
High |
1,217.00 |
1,213.75 |
-3.25 |
-0.3% |
1,224.50 |
Low |
1,201.75 |
1,202.00 |
0.25 |
0.0% |
1,173.75 |
Close |
1,214.00 |
1,211.00 |
-3.00 |
-0.2% |
1,222.00 |
Range |
15.25 |
11.75 |
-3.50 |
-23.0% |
50.75 |
ATR |
15.69 |
15.42 |
-0.26 |
-1.7% |
0.00 |
Volume |
2,481,333 |
1,775,665 |
-705,668 |
-28.4% |
10,362,421 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.25 |
1,239.25 |
1,217.50 |
|
R3 |
1,232.50 |
1,227.50 |
1,214.25 |
|
R2 |
1,220.75 |
1,220.75 |
1,213.25 |
|
R1 |
1,215.75 |
1,215.75 |
1,212.00 |
1,212.50 |
PP |
1,209.00 |
1,209.00 |
1,209.00 |
1,207.25 |
S1 |
1,204.00 |
1,204.00 |
1,210.00 |
1,200.50 |
S2 |
1,197.25 |
1,197.25 |
1,208.75 |
|
S3 |
1,185.50 |
1,192.25 |
1,207.75 |
|
S4 |
1,173.75 |
1,180.50 |
1,204.50 |
|
|
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 |
1,201.75 |
23.00 |
1.9% |
13.00 |
1.1% |
40% |
False |
False |
2,037,875 |
10 |
1,224.75 |
1,172.00 |
52.75 |
4.4% |
15.00 |
1.2% |
74% |
False |
False |
2,020,206 |
20 |
1,224.75 |
1,155.50 |
69.25 |
5.7% |
15.50 |
1.3% |
80% |
False |
False |
2,050,622 |
40 |
1,224.75 |
1,117.00 |
107.75 |
8.9% |
16.00 |
1.3% |
87% |
False |
False |
2,009,044 |
60 |
1,224.75 |
1,032.50 |
192.25 |
15.9% |
16.75 |
1.4% |
93% |
False |
False |
1,528,930 |
80 |
1,224.75 |
1,032.50 |
192.25 |
15.9% |
17.00 |
1.4% |
93% |
False |
False |
1,147,421 |
100 |
1,224.75 |
998.75 |
226.00 |
18.7% |
18.25 |
1.5% |
94% |
False |
False |
918,436 |
120 |
1,224.75 |
998.75 |
226.00 |
18.7% |
19.25 |
1.6% |
94% |
False |
False |
765,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.75 |
2.618 |
1,244.50 |
1.618 |
1,232.75 |
1.000 |
1,225.50 |
0.618 |
1,221.00 |
HIGH |
1,213.75 |
0.618 |
1,209.25 |
0.500 |
1,208.00 |
0.382 |
1,206.50 |
LOW |
1,202.00 |
0.618 |
1,194.75 |
1.000 |
1,190.25 |
1.618 |
1,183.00 |
2.618 |
1,171.25 |
4.250 |
1,152.00 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.00 |
1,213.25 |
PP |
1,209.00 |
1,212.50 |
S1 |
1,208.00 |
1,211.75 |
|