Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,195.50 |
1,195.25 |
-0.25 |
0.0% |
1,220.50 |
High |
1,205.75 |
1,195.25 |
-10.50 |
-0.9% |
1,224.75 |
Low |
1,192.50 |
1,171.00 |
-21.50 |
-1.8% |
1,191.50 |
Close |
1,195.75 |
1,174.75 |
-21.00 |
-1.8% |
1,195.50 |
Range |
13.25 |
24.25 |
11.00 |
83.0% |
33.25 |
ATR |
15.59 |
16.24 |
0.65 |
4.2% |
0.00 |
Volume |
2,070,996 |
3,168,883 |
1,097,887 |
53.0% |
10,854,213 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.00 |
1,238.25 |
1,188.00 |
|
R3 |
1,228.75 |
1,214.00 |
1,181.50 |
|
R2 |
1,204.50 |
1,204.50 |
1,179.25 |
|
R1 |
1,189.75 |
1,189.75 |
1,177.00 |
1,185.00 |
PP |
1,180.25 |
1,180.25 |
1,180.25 |
1,178.00 |
S1 |
1,165.50 |
1,165.50 |
1,172.50 |
1,160.75 |
S2 |
1,156.00 |
1,156.00 |
1,170.25 |
|
S3 |
1,131.75 |
1,141.25 |
1,168.00 |
|
S4 |
1,107.50 |
1,117.00 |
1,161.50 |
|
|
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 |
1,217.00 |
1,171.00 |
46.00 |
3.9% |
17.00 |
1.4% |
8% |
False |
True |
2,452,598 |
10 |
1,224.75 |
1,171.00 |
53.75 |
4.6% |
16.50 |
1.4% |
7% |
False |
True |
2,285,567 |
20 |
1,224.75 |
1,160.50 |
64.25 |
5.5% |
15.50 |
1.3% |
22% |
False |
False |
2,093,007 |
40 |
1,224.75 |
1,117.25 |
107.50 |
9.2% |
16.25 |
1.4% |
53% |
False |
False |
2,064,295 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.4% |
16.75 |
1.4% |
74% |
False |
False |
1,662,005 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.4% |
17.00 |
1.4% |
74% |
False |
False |
1,247,328 |
100 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.25 |
1.5% |
78% |
False |
False |
998,455 |
120 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.75 |
1.6% |
78% |
False |
False |
832,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.25 |
2.618 |
1,258.75 |
1.618 |
1,234.50 |
1.000 |
1,219.50 |
0.618 |
1,210.25 |
HIGH |
1,195.25 |
0.618 |
1,186.00 |
0.500 |
1,183.00 |
0.382 |
1,180.25 |
LOW |
1,171.00 |
0.618 |
1,156.00 |
1.000 |
1,146.75 |
1.618 |
1,131.75 |
2.618 |
1,107.50 |
4.250 |
1,068.00 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,183.00 |
1,191.50 |
PP |
1,180.25 |
1,185.75 |
S1 |
1,177.50 |
1,180.25 |
|