Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,370 |
11,357 |
-13 |
-0.1% |
11,068 |
High |
11,386 |
11,400 |
14 |
0.1% |
11,431 |
Low |
11,321 |
11,267 |
-54 |
-0.5% |
11,009 |
Close |
11,362 |
11,313 |
-49 |
-0.4% |
11,376 |
Range |
65 |
133 |
68 |
104.6% |
422 |
ATR |
134 |
134 |
0 |
-0.1% |
0 |
Volume |
78,360 |
119,411 |
41,051 |
52.4% |
615,668 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,726 |
11,652 |
11,386 |
|
R3 |
11,593 |
11,519 |
11,350 |
|
R2 |
11,460 |
11,460 |
11,338 |
|
R1 |
11,386 |
11,386 |
11,325 |
11,357 |
PP |
11,327 |
11,327 |
11,327 |
11,312 |
S1 |
11,253 |
11,253 |
11,301 |
11,224 |
S2 |
11,194 |
11,194 |
11,289 |
|
S3 |
11,061 |
11,120 |
11,277 |
|
S4 |
10,928 |
10,987 |
11,240 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,538 |
12,379 |
11,608 |
|
R3 |
12,116 |
11,957 |
11,492 |
|
R2 |
11,694 |
11,694 |
11,453 |
|
R1 |
11,535 |
11,535 |
11,415 |
11,615 |
PP |
11,272 |
11,272 |
11,272 |
11,312 |
S1 |
11,113 |
11,113 |
11,337 |
11,193 |
S2 |
10,850 |
10,850 |
11,299 |
|
S3 |
10,428 |
10,691 |
11,260 |
|
S4 |
10,006 |
10,269 |
11,144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,431 |
11,047 |
384 |
3.4% |
131 |
1.2% |
69% |
False |
False |
116,079 |
10 |
11,431 |
10,970 |
461 |
4.1% |
134 |
1.2% |
74% |
False |
False |
118,121 |
20 |
11,431 |
10,861 |
570 |
5.0% |
138 |
1.2% |
79% |
False |
False |
123,247 |
40 |
11,431 |
10,405 |
1,026 |
9.1% |
137 |
1.2% |
88% |
False |
False |
128,088 |
60 |
11,431 |
9,844 |
1,587 |
14.0% |
142 |
1.3% |
93% |
False |
False |
92,478 |
80 |
11,431 |
9,844 |
1,587 |
14.0% |
146 |
1.3% |
93% |
False |
False |
69,380 |
100 |
11,431 |
9,452 |
1,979 |
17.5% |
154 |
1.4% |
94% |
False |
False |
55,519 |
120 |
11,431 |
9,452 |
1,979 |
17.5% |
138 |
1.2% |
94% |
False |
False |
46,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,965 |
2.618 |
11,748 |
1.618 |
11,615 |
1.000 |
11,533 |
0.618 |
11,482 |
HIGH |
11,400 |
0.618 |
11,349 |
0.500 |
11,334 |
0.382 |
11,318 |
LOW |
11,267 |
0.618 |
11,185 |
1.000 |
11,134 |
1.618 |
11,052 |
2.618 |
10,919 |
4.250 |
10,702 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,334 |
11,349 |
PP |
11,327 |
11,337 |
S1 |
11,320 |
11,325 |
|