Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,197.50 |
1,202.75 |
5.25 |
0.4% |
1,195.50 |
High |
1,200.00 |
1,206.00 |
6.00 |
0.5% |
1,205.75 |
Low |
1,187.50 |
1,182.50 |
-5.00 |
-0.4% |
1,171.00 |
Close |
1,198.25 |
1,198.00 |
-0.25 |
0.0% |
1,198.25 |
Range |
12.50 |
23.50 |
11.00 |
88.0% |
34.75 |
ATR |
15.90 |
16.44 |
0.54 |
3.4% |
0.00 |
Volume |
1,732,259 |
2,209,898 |
477,639 |
27.6% |
11,056,767 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.00 |
1,255.50 |
1,211.00 |
|
R3 |
1,242.50 |
1,232.00 |
1,204.50 |
|
R2 |
1,219.00 |
1,219.00 |
1,202.25 |
|
R1 |
1,208.50 |
1,208.50 |
1,200.25 |
1,202.00 |
PP |
1,195.50 |
1,195.50 |
1,195.50 |
1,192.25 |
S1 |
1,185.00 |
1,185.00 |
1,195.75 |
1,178.50 |
S2 |
1,172.00 |
1,172.00 |
1,193.75 |
|
S3 |
1,148.50 |
1,161.50 |
1,191.50 |
|
S4 |
1,125.00 |
1,138.00 |
1,185.00 |
|
|
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 |
1,206.00 |
1,171.00 |
35.00 |
2.9% |
18.25 |
1.5% |
77% |
True |
False |
2,239,133 |
10 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
17.00 |
1.4% |
50% |
False |
False |
2,260,941 |
20 |
1,224.75 |
1,167.75 |
57.00 |
4.8% |
15.75 |
1.3% |
53% |
False |
False |
2,111,739 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.2% |
16.00 |
1.3% |
73% |
False |
False |
2,081,976 |
60 |
1,224.75 |
1,032.75 |
192.00 |
16.0% |
16.25 |
1.4% |
86% |
False |
False |
1,795,212 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.0% |
16.75 |
1.4% |
86% |
False |
False |
1,347,618 |
100 |
1,224.75 |
998.75 |
226.00 |
18.9% |
17.75 |
1.5% |
88% |
False |
False |
1,078,626 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.75 |
1.6% |
88% |
False |
False |
898,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.00 |
2.618 |
1,267.50 |
1.618 |
1,244.00 |
1.000 |
1,229.50 |
0.618 |
1,220.50 |
HIGH |
1,206.00 |
0.618 |
1,197.00 |
0.500 |
1,194.25 |
0.382 |
1,191.50 |
LOW |
1,182.50 |
0.618 |
1,168.00 |
1.000 |
1,159.00 |
1.618 |
1,144.50 |
2.618 |
1,121.00 |
4.250 |
1,082.50 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,196.75 |
1,195.75 |
PP |
1,195.50 |
1,193.75 |
S1 |
1,194.25 |
1,191.50 |
|