Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,210.50 |
1,195.50 |
-15.00 |
-1.2% |
1,220.50 |
High |
1,211.75 |
1,205.75 |
-6.00 |
-0.5% |
1,224.75 |
Low |
1,191.50 |
1,192.50 |
1.00 |
0.1% |
1,191.50 |
Close |
1,195.50 |
1,195.75 |
0.25 |
0.0% |
1,195.50 |
Range |
20.25 |
13.25 |
-7.00 |
-34.6% |
33.25 |
ATR |
15.77 |
15.59 |
-0.18 |
-1.1% |
0.00 |
Volume |
2,766,115 |
2,070,996 |
-695,119 |
-25.1% |
10,854,213 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.75 |
1,230.00 |
1,203.00 |
|
R3 |
1,224.50 |
1,216.75 |
1,199.50 |
|
R2 |
1,211.25 |
1,211.25 |
1,198.25 |
|
R1 |
1,203.50 |
1,203.50 |
1,197.00 |
1,207.50 |
PP |
1,198.00 |
1,198.00 |
1,198.00 |
1,200.00 |
S1 |
1,190.25 |
1,190.25 |
1,194.50 |
1,194.00 |
S2 |
1,184.75 |
1,184.75 |
1,193.25 |
|
S3 |
1,171.50 |
1,177.00 |
1,192.00 |
|
S4 |
1,158.25 |
1,163.75 |
1,188.50 |
|
|
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% |
15.75 |
1.3% |
13% |
False |
False |
2,282,748 |
10 |
1,224.75 |
1,179.50 |
45.25 |
3.8% |
15.25 |
1.3% |
36% |
False |
False |
2,126,044 |
20 |
1,224.75 |
1,155.50 |
69.25 |
5.8% |
15.50 |
1.3% |
58% |
False |
False |
2,087,358 |
40 |
1,224.75 |
1,117.25 |
107.50 |
9.0% |
16.00 |
1.3% |
73% |
False |
False |
2,037,052 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
16.50 |
1.4% |
85% |
False |
False |
1,609,317 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
16.75 |
1.4% |
85% |
False |
False |
1,207,756 |
100 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.00 |
1.5% |
87% |
False |
False |
966,780 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
19.00 |
1.6% |
87% |
False |
False |
805,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,262.00 |
2.618 |
1,240.50 |
1.618 |
1,227.25 |
1.000 |
1,219.00 |
0.618 |
1,214.00 |
HIGH |
1,205.75 |
0.618 |
1,200.75 |
0.500 |
1,199.00 |
0.382 |
1,197.50 |
LOW |
1,192.50 |
0.618 |
1,184.25 |
1.000 |
1,179.25 |
1.618 |
1,171.00 |
2.618 |
1,157.75 |
4.250 |
1,136.25 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,199.00 |
1,202.50 |
PP |
1,198.00 |
1,200.25 |
S1 |
1,197.00 |
1,198.00 |
|