Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,175.75 |
1,177.75 |
2.00 |
0.2% |
1,220.50 |
High |
1,182.00 |
1,199.00 |
17.00 |
1.4% |
1,224.75 |
Low |
1,173.25 |
1,177.00 |
3.75 |
0.3% |
1,191.50 |
Close |
1,177.50 |
1,197.75 |
20.25 |
1.7% |
1,195.50 |
Range |
8.75 |
22.00 |
13.25 |
151.4% |
33.25 |
ATR |
15.71 |
16.16 |
0.45 |
2.9% |
0.00 |
Volume |
2,017,449 |
2,067,180 |
49,731 |
2.5% |
10,854,213 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.25 |
1,249.50 |
1,209.75 |
|
R3 |
1,235.25 |
1,227.50 |
1,203.75 |
|
R2 |
1,213.25 |
1,213.25 |
1,201.75 |
|
R1 |
1,205.50 |
1,205.50 |
1,199.75 |
1,209.50 |
PP |
1,191.25 |
1,191.25 |
1,191.25 |
1,193.25 |
S1 |
1,183.50 |
1,183.50 |
1,195.75 |
1,187.50 |
S2 |
1,169.25 |
1,169.25 |
1,193.75 |
|
S3 |
1,147.25 |
1,161.50 |
1,191.75 |
|
S4 |
1,125.25 |
1,139.50 |
1,185.75 |
|
|
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 |
1,211.75 |
1,171.00 |
40.75 |
3.4% |
17.75 |
1.5% |
66% |
False |
False |
2,418,124 |
10 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
15.25 |
1.3% |
50% |
False |
False |
2,228,000 |
20 |
1,224.75 |
1,167.75 |
57.00 |
4.8% |
15.00 |
1.3% |
53% |
False |
False |
2,062,498 |
40 |
1,224.75 |
1,118.50 |
106.25 |
8.9% |
16.25 |
1.4% |
75% |
False |
False |
2,063,026 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
16.50 |
1.4% |
86% |
False |
False |
1,729,794 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
17.00 |
1.4% |
86% |
False |
False |
1,298,367 |
100 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.00 |
1.5% |
88% |
False |
False |
1,039,280 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.75 |
1.6% |
88% |
False |
False |
866,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,292.50 |
2.618 |
1,256.50 |
1.618 |
1,234.50 |
1.000 |
1,221.00 |
0.618 |
1,212.50 |
HIGH |
1,199.00 |
0.618 |
1,190.50 |
0.500 |
1,188.00 |
0.382 |
1,185.50 |
LOW |
1,177.00 |
0.618 |
1,163.50 |
1.000 |
1,155.00 |
1.618 |
1,141.50 |
2.618 |
1,119.50 |
4.250 |
1,083.50 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,194.50 |
1,193.50 |
PP |
1,191.25 |
1,189.25 |
S1 |
1,188.00 |
1,185.00 |
|