Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,815 |
9,745 |
-70 |
-0.7% |
9,710 |
High |
9,865 |
9,910 |
45 |
0.5% |
9,910 |
Low |
9,660 |
9,745 |
85 |
0.9% |
9,660 |
Close |
9,740 |
9,885 |
145 |
1.5% |
9,740 |
Range |
205 |
165 |
-40 |
-19.5% |
250 |
ATR |
159 |
160 |
1 |
0.5% |
0 |
Volume |
9,226 |
11,769 |
2,543 |
27.6% |
57,478 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,342 |
10,278 |
9,976 |
|
R3 |
10,177 |
10,113 |
9,931 |
|
R2 |
10,012 |
10,012 |
9,915 |
|
R1 |
9,948 |
9,948 |
9,900 |
9,980 |
PP |
9,847 |
9,847 |
9,847 |
9,863 |
S1 |
9,783 |
9,783 |
9,870 |
9,815 |
S2 |
9,682 |
9,682 |
9,855 |
|
S3 |
9,517 |
9,618 |
9,840 |
|
S4 |
9,352 |
9,453 |
9,794 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,520 |
10,380 |
9,878 |
|
R3 |
10,270 |
10,130 |
9,809 |
|
R2 |
10,020 |
10,020 |
9,786 |
|
R1 |
9,880 |
9,880 |
9,763 |
9,950 |
PP |
9,770 |
9,770 |
9,770 |
9,805 |
S1 |
9,630 |
9,630 |
9,717 |
9,700 |
S2 |
9,520 |
9,520 |
9,694 |
|
S3 |
9,270 |
9,380 |
9,671 |
|
S4 |
9,020 |
9,130 |
9,603 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,910 |
9,660 |
250 |
2.5% |
155 |
1.6% |
90% |
True |
False |
12,309 |
10 |
9,910 |
9,075 |
835 |
8.4% |
158 |
1.6% |
97% |
True |
False |
11,116 |
20 |
9,910 |
9,075 |
835 |
8.4% |
156 |
1.6% |
97% |
True |
False |
9,674 |
40 |
9,910 |
9,075 |
835 |
8.4% |
166 |
1.7% |
97% |
True |
False |
9,566 |
60 |
9,910 |
8,775 |
1,135 |
11.5% |
167 |
1.7% |
98% |
True |
False |
7,935 |
80 |
9,910 |
8,775 |
1,135 |
11.5% |
131 |
1.3% |
98% |
True |
False |
5,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,611 |
2.618 |
10,342 |
1.618 |
10,177 |
1.000 |
10,075 |
0.618 |
10,012 |
HIGH |
9,910 |
0.618 |
9,847 |
0.500 |
9,828 |
0.382 |
9,808 |
LOW |
9,745 |
0.618 |
9,643 |
1.000 |
9,580 |
1.618 |
9,478 |
2.618 |
9,313 |
4.250 |
9,044 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,866 |
9,852 |
PP |
9,847 |
9,818 |
S1 |
9,828 |
9,785 |
|