Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
10,130 |
10,165 |
35 |
0.3% |
9,745 |
High |
10,180 |
10,165 |
-15 |
-0.1% |
10,165 |
Low |
9,995 |
9,805 |
-190 |
-1.9% |
9,675 |
Close |
10,105 |
9,875 |
-230 |
-2.3% |
10,105 |
Range |
185 |
360 |
175 |
94.6% |
490 |
ATR |
177 |
190 |
13 |
7.4% |
0 |
Volume |
15,795 |
11,551 |
-4,244 |
-26.9% |
60,106 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,028 |
10,812 |
10,073 |
|
R3 |
10,668 |
10,452 |
9,974 |
|
R2 |
10,308 |
10,308 |
9,941 |
|
R1 |
10,092 |
10,092 |
9,908 |
10,020 |
PP |
9,948 |
9,948 |
9,948 |
9,913 |
S1 |
9,732 |
9,732 |
9,842 |
9,660 |
S2 |
9,588 |
9,588 |
9,809 |
|
S3 |
9,228 |
9,372 |
9,776 |
|
S4 |
8,868 |
9,012 |
9,677 |
|
|
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 |
10,180 |
9,695 |
485 |
4.9% |
240 |
2.4% |
37% |
False |
False |
12,691 |
10 |
10,180 |
9,660 |
520 |
5.3% |
209 |
2.1% |
41% |
False |
False |
12,495 |
20 |
10,180 |
9,075 |
1,105 |
11.2% |
183 |
1.9% |
72% |
False |
False |
10,929 |
40 |
10,180 |
9,075 |
1,105 |
11.2% |
176 |
1.8% |
72% |
False |
False |
10,059 |
60 |
10,180 |
8,830 |
1,350 |
13.7% |
178 |
1.8% |
77% |
False |
False |
9,193 |
80 |
10,180 |
8,775 |
1,405 |
14.2% |
149 |
1.5% |
78% |
False |
False |
6,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,695 |
2.618 |
11,108 |
1.618 |
10,748 |
1.000 |
10,525 |
0.618 |
10,388 |
HIGH |
10,165 |
0.618 |
10,028 |
0.500 |
9,985 |
0.382 |
9,943 |
LOW |
9,805 |
0.618 |
9,583 |
1.000 |
9,445 |
1.618 |
9,223 |
2.618 |
8,863 |
4.250 |
8,275 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,985 |
9,993 |
PP |
9,948 |
9,953 |
S1 |
9,912 |
9,914 |
|