Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,745 |
9,860 |
115 |
1.2% |
9,710 |
High |
9,910 |
9,920 |
10 |
0.1% |
9,910 |
Low |
9,745 |
9,675 |
-70 |
-0.7% |
9,660 |
Close |
9,885 |
9,705 |
-180 |
-1.8% |
9,740 |
Range |
165 |
245 |
80 |
48.5% |
250 |
ATR |
160 |
166 |
6 |
3.8% |
0 |
Volume |
11,769 |
12,225 |
456 |
3.9% |
57,478 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,502 |
10,348 |
9,840 |
|
R3 |
10,257 |
10,103 |
9,773 |
|
R2 |
10,012 |
10,012 |
9,750 |
|
R1 |
9,858 |
9,858 |
9,728 |
9,813 |
PP |
9,767 |
9,767 |
9,767 |
9,744 |
S1 |
9,613 |
9,613 |
9,683 |
9,568 |
S2 |
9,522 |
9,522 |
9,660 |
|
S3 |
9,277 |
9,368 |
9,638 |
|
S4 |
9,032 |
9,123 |
9,570 |
|
|
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 |
9,920 |
9,660 |
260 |
2.7% |
177 |
1.8% |
17% |
True |
False |
12,298 |
10 |
9,920 |
9,180 |
740 |
7.6% |
166 |
1.7% |
71% |
True |
False |
11,662 |
20 |
9,920 |
9,075 |
845 |
8.7% |
160 |
1.6% |
75% |
True |
False |
9,739 |
40 |
9,920 |
9,075 |
845 |
8.7% |
167 |
1.7% |
75% |
True |
False |
9,651 |
60 |
9,920 |
8,775 |
1,145 |
11.8% |
168 |
1.7% |
81% |
True |
False |
8,138 |
80 |
9,920 |
8,775 |
1,145 |
11.8% |
134 |
1.4% |
81% |
True |
False |
6,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,961 |
2.618 |
10,562 |
1.618 |
10,317 |
1.000 |
10,165 |
0.618 |
10,072 |
HIGH |
9,920 |
0.618 |
9,827 |
0.500 |
9,798 |
0.382 |
9,769 |
LOW |
9,675 |
0.618 |
9,524 |
1.000 |
9,430 |
1.618 |
9,279 |
2.618 |
9,034 |
4.250 |
8,634 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,798 |
9,790 |
PP |
9,767 |
9,762 |
S1 |
9,736 |
9,733 |
|