Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,177.75 |
1,197.50 |
19.75 |
1.7% |
1,195.50 |
High |
1,199.00 |
1,200.00 |
1.00 |
0.1% |
1,205.75 |
Low |
1,177.00 |
1,187.50 |
10.50 |
0.9% |
1,171.00 |
Close |
1,197.75 |
1,198.25 |
0.50 |
0.0% |
1,198.25 |
Range |
22.00 |
12.50 |
-9.50 |
-43.2% |
34.75 |
ATR |
16.16 |
15.90 |
-0.26 |
-1.6% |
0.00 |
Volume |
2,067,180 |
1,732,259 |
-334,921 |
-16.2% |
11,056,767 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.75 |
1,228.00 |
1,205.00 |
|
R3 |
1,220.25 |
1,215.50 |
1,201.75 |
|
R2 |
1,207.75 |
1,207.75 |
1,200.50 |
|
R1 |
1,203.00 |
1,203.00 |
1,199.50 |
1,205.50 |
PP |
1,195.25 |
1,195.25 |
1,195.25 |
1,196.50 |
S1 |
1,190.50 |
1,190.50 |
1,197.00 |
1,193.00 |
S2 |
1,182.75 |
1,182.75 |
1,196.00 |
|
S3 |
1,170.25 |
1,178.00 |
1,194.75 |
|
S4 |
1,157.75 |
1,165.50 |
1,191.50 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.00 |
1,281.75 |
1,217.25 |
|
R3 |
1,261.25 |
1,247.00 |
1,207.75 |
|
R2 |
1,226.50 |
1,226.50 |
1,204.50 |
|
R1 |
1,212.25 |
1,212.25 |
1,201.50 |
1,219.50 |
PP |
1,191.75 |
1,191.75 |
1,191.75 |
1,195.25 |
S1 |
1,177.50 |
1,177.50 |
1,195.00 |
1,184.50 |
S2 |
1,157.00 |
1,157.00 |
1,192.00 |
|
S3 |
1,122.25 |
1,142.75 |
1,188.75 |
|
S4 |
1,087.50 |
1,108.00 |
1,179.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,205.75 |
1,171.00 |
34.75 |
2.9% |
16.25 |
1.3% |
78% |
False |
False |
2,211,353 |
10 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
15.50 |
1.3% |
51% |
False |
False |
2,191,098 |
20 |
1,224.75 |
1,167.75 |
57.00 |
4.8% |
15.25 |
1.3% |
54% |
False |
False |
2,088,870 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.2% |
15.75 |
1.3% |
73% |
False |
False |
2,060,288 |
60 |
1,224.75 |
1,032.50 |
192.25 |
16.0% |
16.50 |
1.4% |
86% |
False |
False |
1,758,476 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.0% |
16.75 |
1.4% |
86% |
False |
False |
1,320,013 |
100 |
1,224.75 |
998.75 |
226.00 |
18.9% |
17.75 |
1.5% |
88% |
False |
False |
1,056,549 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.50 |
1.5% |
88% |
False |
False |
880,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.00 |
2.618 |
1,232.75 |
1.618 |
1,220.25 |
1.000 |
1,212.50 |
0.618 |
1,207.75 |
HIGH |
1,200.00 |
0.618 |
1,195.25 |
0.500 |
1,193.75 |
0.382 |
1,192.25 |
LOW |
1,187.50 |
0.618 |
1,179.75 |
1.000 |
1,175.00 |
1.618 |
1,167.25 |
2.618 |
1,154.75 |
4.250 |
1,134.50 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,196.75 |
1,194.50 |
PP |
1,195.25 |
1,190.50 |
S1 |
1,193.75 |
1,186.50 |
|