Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,860 |
9,715 |
-145 |
-1.5% |
9,710 |
High |
9,920 |
9,865 |
-55 |
-0.6% |
9,910 |
Low |
9,675 |
9,695 |
20 |
0.2% |
9,660 |
Close |
9,705 |
9,835 |
130 |
1.3% |
9,740 |
Range |
245 |
170 |
-75 |
-30.6% |
250 |
ATR |
166 |
166 |
0 |
0.2% |
0 |
Volume |
12,225 |
10,925 |
-1,300 |
-10.6% |
57,478 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,308 |
10,242 |
9,929 |
|
R3 |
10,138 |
10,072 |
9,882 |
|
R2 |
9,968 |
9,968 |
9,866 |
|
R1 |
9,902 |
9,902 |
9,851 |
9,935 |
PP |
9,798 |
9,798 |
9,798 |
9,815 |
S1 |
9,732 |
9,732 |
9,820 |
9,765 |
S2 |
9,628 |
9,628 |
9,804 |
|
S3 |
9,458 |
9,562 |
9,788 |
|
S4 |
9,288 |
9,392 |
9,742 |
|
|
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 |
2.6% |
177 |
1.8% |
67% |
False |
False |
10,423 |
10 |
9,920 |
9,275 |
645 |
6.6% |
171 |
1.7% |
87% |
False |
False |
11,764 |
20 |
9,920 |
9,075 |
845 |
8.6% |
159 |
1.6% |
90% |
False |
False |
9,801 |
40 |
9,920 |
9,075 |
845 |
8.6% |
167 |
1.7% |
90% |
False |
False |
9,631 |
60 |
9,920 |
8,775 |
1,145 |
11.6% |
170 |
1.7% |
93% |
False |
False |
8,320 |
80 |
9,920 |
8,775 |
1,145 |
11.6% |
136 |
1.4% |
93% |
False |
False |
6,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,588 |
2.618 |
10,310 |
1.618 |
10,140 |
1.000 |
10,035 |
0.618 |
9,970 |
HIGH |
9,865 |
0.618 |
9,800 |
0.500 |
9,780 |
0.382 |
9,760 |
LOW |
9,695 |
0.618 |
9,590 |
1.000 |
9,525 |
1.618 |
9,420 |
2.618 |
9,250 |
4.250 |
8,973 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,817 |
9,823 |
PP |
9,798 |
9,810 |
S1 |
9,780 |
9,798 |
|