Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,930 |
10,140 |
210 |
2.1% |
9,745 |
High |
10,165 |
10,155 |
-10 |
-0.1% |
10,165 |
Low |
9,815 |
10,020 |
205 |
2.1% |
9,675 |
Close |
10,120 |
10,105 |
-15 |
-0.1% |
10,105 |
Range |
350 |
135 |
-215 |
-61.4% |
490 |
ATR |
179 |
176 |
-3 |
-1.8% |
0 |
Volume |
17,697 |
7,490 |
-10,207 |
-57.7% |
60,106 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,498 |
10,437 |
10,179 |
|
R3 |
10,363 |
10,302 |
10,142 |
|
R2 |
10,228 |
10,228 |
10,130 |
|
R1 |
10,167 |
10,167 |
10,118 |
10,130 |
PP |
10,093 |
10,093 |
10,093 |
10,075 |
S1 |
10,032 |
10,032 |
10,093 |
9,995 |
S2 |
9,958 |
9,958 |
10,080 |
|
S3 |
9,823 |
9,897 |
10,068 |
|
S4 |
9,688 |
9,762 |
10,031 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,452 |
11,268 |
10,375 |
|
R3 |
10,962 |
10,778 |
10,240 |
|
R2 |
10,472 |
10,472 |
10,195 |
|
R1 |
10,288 |
10,288 |
10,150 |
10,380 |
PP |
9,982 |
9,982 |
9,982 |
10,028 |
S1 |
9,798 |
9,798 |
10,060 |
9,890 |
S2 |
9,492 |
9,492 |
10,015 |
|
S3 |
9,002 |
9,308 |
9,970 |
|
S4 |
8,512 |
8,818 |
9,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,165 |
9,675 |
490 |
4.8% |
213 |
2.1% |
88% |
False |
False |
12,021 |
10 |
10,165 |
9,660 |
505 |
5.0% |
175 |
1.7% |
88% |
False |
False |
11,758 |
20 |
10,165 |
9,075 |
1,090 |
10.8% |
167 |
1.6% |
94% |
False |
False |
10,283 |
40 |
10,165 |
9,075 |
1,090 |
10.8% |
168 |
1.7% |
94% |
False |
False |
9,821 |
60 |
10,165 |
8,775 |
1,390 |
13.8% |
175 |
1.7% |
96% |
False |
False |
8,739 |
80 |
10,165 |
8,775 |
1,390 |
13.8% |
142 |
1.4% |
96% |
False |
False |
6,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,729 |
2.618 |
10,509 |
1.618 |
10,374 |
1.000 |
10,290 |
0.618 |
10,239 |
HIGH |
10,155 |
0.618 |
10,104 |
0.500 |
10,088 |
0.382 |
10,072 |
LOW |
10,020 |
0.618 |
9,937 |
1.000 |
9,885 |
1.618 |
9,802 |
2.618 |
9,667 |
4.250 |
9,446 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
10,099 |
10,047 |
PP |
10,093 |
9,988 |
S1 |
10,088 |
9,930 |
|