Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,720 |
9,750 |
30 |
0.3% |
9,185 |
High |
9,805 |
9,910 |
105 |
1.1% |
9,720 |
Low |
9,670 |
9,740 |
70 |
0.7% |
9,075 |
Close |
9,745 |
9,880 |
135 |
1.4% |
9,710 |
Range |
135 |
170 |
35 |
25.9% |
645 |
ATR |
159 |
160 |
1 |
0.5% |
0 |
Volume |
12,279 |
20,302 |
8,023 |
65.3% |
50,798 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,353 |
10,287 |
9,974 |
|
R3 |
10,183 |
10,117 |
9,927 |
|
R2 |
10,013 |
10,013 |
9,911 |
|
R1 |
9,947 |
9,947 |
9,896 |
9,980 |
PP |
9,843 |
9,843 |
9,843 |
9,860 |
S1 |
9,777 |
9,777 |
9,865 |
9,810 |
S2 |
9,673 |
9,673 |
9,849 |
|
S3 |
9,503 |
9,607 |
9,833 |
|
S4 |
9,333 |
9,437 |
9,787 |
|
|
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 |
9,910 |
9,275 |
635 |
6.4% |
164 |
1.7% |
95% |
True |
False |
13,106 |
10 |
9,910 |
9,075 |
835 |
8.5% |
161 |
1.6% |
96% |
True |
False |
10,632 |
20 |
9,910 |
9,075 |
835 |
8.5% |
149 |
1.5% |
96% |
True |
False |
9,374 |
40 |
9,910 |
9,075 |
835 |
8.5% |
167 |
1.7% |
96% |
True |
False |
9,450 |
60 |
9,910 |
8,775 |
1,135 |
11.5% |
161 |
1.6% |
97% |
True |
False |
7,453 |
80 |
9,910 |
8,775 |
1,135 |
11.5% |
125 |
1.3% |
97% |
True |
False |
5,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,633 |
2.618 |
10,355 |
1.618 |
10,185 |
1.000 |
10,080 |
0.618 |
10,015 |
HIGH |
9,910 |
0.618 |
9,845 |
0.500 |
9,825 |
0.382 |
9,805 |
LOW |
9,740 |
0.618 |
9,635 |
1.000 |
9,570 |
1.618 |
9,465 |
2.618 |
9,295 |
4.250 |
9,018 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,862 |
9,850 |
PP |
9,843 |
9,820 |
S1 |
9,825 |
9,790 |
|