Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,195.25 |
1,175.75 |
-19.50 |
-1.6% |
1,220.50 |
High |
1,195.25 |
1,182.00 |
-13.25 |
-1.1% |
1,224.75 |
Low |
1,171.00 |
1,173.25 |
2.25 |
0.2% |
1,191.50 |
Close |
1,174.75 |
1,177.50 |
2.75 |
0.2% |
1,195.50 |
Range |
24.25 |
8.75 |
-15.50 |
-63.9% |
33.25 |
ATR |
16.24 |
15.71 |
-0.54 |
-3.3% |
0.00 |
Volume |
3,168,883 |
2,017,449 |
-1,151,434 |
-36.3% |
10,854,213 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.75 |
1,199.50 |
1,182.25 |
|
R3 |
1,195.00 |
1,190.75 |
1,180.00 |
|
R2 |
1,186.25 |
1,186.25 |
1,179.00 |
|
R1 |
1,182.00 |
1,182.00 |
1,178.25 |
1,184.00 |
PP |
1,177.50 |
1,177.50 |
1,177.50 |
1,178.75 |
S1 |
1,173.25 |
1,173.25 |
1,176.75 |
1,175.50 |
S2 |
1,168.75 |
1,168.75 |
1,176.00 |
|
S3 |
1,160.00 |
1,164.50 |
1,175.00 |
|
S4 |
1,151.25 |
1,155.75 |
1,172.75 |
|
|
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 |
1,213.75 |
1,171.00 |
42.75 |
3.6% |
15.75 |
1.3% |
15% |
False |
False |
2,359,821 |
10 |
1,224.75 |
1,171.00 |
53.75 |
4.6% |
15.50 |
1.3% |
12% |
False |
False |
2,251,261 |
20 |
1,224.75 |
1,167.25 |
57.50 |
4.9% |
15.00 |
1.3% |
18% |
False |
False |
2,079,505 |
40 |
1,224.75 |
1,117.25 |
107.50 |
9.1% |
16.00 |
1.4% |
56% |
False |
False |
2,065,928 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.3% |
16.50 |
1.4% |
75% |
False |
False |
1,695,542 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.3% |
16.75 |
1.4% |
75% |
False |
False |
1,272,535 |
100 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.25 |
1.5% |
79% |
False |
False |
1,018,614 |
120 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.75 |
1.6% |
79% |
False |
False |
848,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.25 |
2.618 |
1,205.00 |
1.618 |
1,196.25 |
1.000 |
1,190.75 |
0.618 |
1,187.50 |
HIGH |
1,182.00 |
0.618 |
1,178.75 |
0.500 |
1,177.50 |
0.382 |
1,176.50 |
LOW |
1,173.25 |
0.618 |
1,167.75 |
1.000 |
1,164.50 |
1.618 |
1,159.00 |
2.618 |
1,150.25 |
4.250 |
1,136.00 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,177.50 |
1,188.50 |
PP |
1,177.50 |
1,184.75 |
S1 |
1,177.50 |
1,181.00 |
|