Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,710 |
9,720 |
10 |
0.1% |
9,185 |
High |
9,755 |
9,805 |
50 |
0.5% |
9,720 |
Low |
9,685 |
9,670 |
-15 |
-0.2% |
9,075 |
Close |
9,725 |
9,745 |
20 |
0.2% |
9,710 |
Range |
70 |
135 |
65 |
92.9% |
645 |
ATR |
161 |
159 |
-2 |
-1.1% |
0 |
Volume |
7,701 |
12,279 |
4,578 |
59.4% |
50,798 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,145 |
10,080 |
9,819 |
|
R3 |
10,010 |
9,945 |
9,782 |
|
R2 |
9,875 |
9,875 |
9,770 |
|
R1 |
9,810 |
9,810 |
9,758 |
9,843 |
PP |
9,740 |
9,740 |
9,740 |
9,756 |
S1 |
9,675 |
9,675 |
9,733 |
9,708 |
S2 |
9,605 |
9,605 |
9,720 |
|
S3 |
9,470 |
9,540 |
9,708 |
|
S4 |
9,335 |
9,405 |
9,671 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,437 |
11,218 |
10,065 |
|
R3 |
10,792 |
10,573 |
9,888 |
|
R2 |
10,147 |
10,147 |
9,828 |
|
R1 |
9,928 |
9,928 |
9,769 |
10,038 |
PP |
9,502 |
9,502 |
9,502 |
9,556 |
S1 |
9,283 |
9,283 |
9,651 |
9,393 |
S2 |
8,857 |
8,857 |
9,592 |
|
S3 |
8,212 |
8,638 |
9,533 |
|
S4 |
7,567 |
7,993 |
9,355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,805 |
9,180 |
625 |
6.4% |
155 |
1.6% |
90% |
True |
False |
11,026 |
10 |
9,805 |
9,075 |
730 |
7.5% |
157 |
1.6% |
92% |
True |
False |
9,364 |
20 |
9,805 |
9,075 |
730 |
7.5% |
148 |
1.5% |
92% |
True |
False |
8,898 |
40 |
9,805 |
9,075 |
730 |
7.5% |
175 |
1.8% |
92% |
True |
False |
9,413 |
60 |
9,805 |
8,775 |
1,030 |
10.6% |
160 |
1.6% |
94% |
True |
False |
7,114 |
80 |
9,805 |
8,775 |
1,030 |
10.6% |
123 |
1.3% |
94% |
True |
False |
5,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,379 |
2.618 |
10,159 |
1.618 |
10,024 |
1.000 |
9,940 |
0.618 |
9,889 |
HIGH |
9,805 |
0.618 |
9,754 |
0.500 |
9,738 |
0.382 |
9,722 |
LOW |
9,670 |
0.618 |
9,587 |
1.000 |
9,535 |
1.618 |
9,452 |
2.618 |
9,317 |
4.250 |
9,096 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,743 |
9,716 |
PP |
9,740 |
9,687 |
S1 |
9,738 |
9,658 |
|