Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,213.50 |
1,210.50 |
-3.00 |
-0.2% |
1,220.50 |
High |
1,213.75 |
1,211.75 |
-2.00 |
-0.2% |
1,224.75 |
Low |
1,202.00 |
1,191.50 |
-10.50 |
-0.9% |
1,191.50 |
Close |
1,211.00 |
1,195.50 |
-15.50 |
-1.3% |
1,195.50 |
Range |
11.75 |
20.25 |
8.50 |
72.3% |
33.25 |
ATR |
15.42 |
15.77 |
0.34 |
2.2% |
0.00 |
Volume |
1,775,665 |
2,766,115 |
990,450 |
55.8% |
10,854,213 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.25 |
1,248.25 |
1,206.75 |
|
R3 |
1,240.00 |
1,228.00 |
1,201.00 |
|
R2 |
1,219.75 |
1,219.75 |
1,199.25 |
|
R1 |
1,207.75 |
1,207.75 |
1,197.25 |
1,203.50 |
PP |
1,199.50 |
1,199.50 |
1,199.50 |
1,197.50 |
S1 |
1,187.50 |
1,187.50 |
1,193.75 |
1,183.50 |
S2 |
1,179.25 |
1,179.25 |
1,191.75 |
|
S3 |
1,159.00 |
1,167.25 |
1,190.00 |
|
S4 |
1,138.75 |
1,147.00 |
1,184.25 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.75 |
1,282.75 |
1,213.75 |
|
R3 |
1,270.50 |
1,249.50 |
1,204.75 |
|
R2 |
1,237.25 |
1,237.25 |
1,201.50 |
|
R1 |
1,216.25 |
1,216.25 |
1,198.50 |
1,210.00 |
PP |
1,204.00 |
1,204.00 |
1,204.00 |
1,200.75 |
S1 |
1,183.00 |
1,183.00 |
1,192.50 |
1,177.00 |
S2 |
1,170.75 |
1,170.75 |
1,189.50 |
|
S3 |
1,137.50 |
1,149.75 |
1,186.25 |
|
S4 |
1,104.25 |
1,116.50 |
1,177.25 |
|
|
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 |
1,191.50 |
33.25 |
2.8% |
14.75 |
1.2% |
12% |
False |
True |
2,170,842 |
10 |
1,224.75 |
1,173.75 |
51.00 |
4.3% |
16.00 |
1.3% |
43% |
False |
False |
2,121,663 |
20 |
1,224.75 |
1,155.50 |
69.25 |
5.8% |
15.75 |
1.3% |
58% |
False |
False |
2,056,976 |
40 |
1,224.75 |
1,117.00 |
107.75 |
9.0% |
16.25 |
1.4% |
73% |
False |
False |
2,029,959 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
16.50 |
1.4% |
85% |
False |
False |
1,574,942 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
16.75 |
1.4% |
85% |
False |
False |
1,181,911 |
100 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.25 |
1.5% |
87% |
False |
False |
946,085 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
19.25 |
1.6% |
87% |
False |
False |
788,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,297.75 |
2.618 |
1,264.75 |
1.618 |
1,244.50 |
1.000 |
1,232.00 |
0.618 |
1,224.25 |
HIGH |
1,211.75 |
0.618 |
1,204.00 |
0.500 |
1,201.50 |
0.382 |
1,199.25 |
LOW |
1,191.50 |
0.618 |
1,179.00 |
1.000 |
1,171.25 |
1.618 |
1,158.75 |
2.618 |
1,138.50 |
4.250 |
1,105.50 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,201.50 |
1,204.25 |
PP |
1,199.50 |
1,201.25 |
S1 |
1,197.50 |
1,198.50 |
|