Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,243 |
11,151 |
-92 |
-0.8% |
11,370 |
High |
11,251 |
11,246 |
-5 |
0.0% |
11,400 |
Low |
11,106 |
11,123 |
17 |
0.2% |
11,106 |
Close |
11,152 |
11,173 |
21 |
0.2% |
11,152 |
Range |
145 |
123 |
-22 |
-15.2% |
294 |
ATR |
132 |
132 |
-1 |
-0.5% |
0 |
Volume |
154,602 |
113,384 |
-41,218 |
-26.7% |
598,231 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,550 |
11,484 |
11,241 |
|
R3 |
11,427 |
11,361 |
11,207 |
|
R2 |
11,304 |
11,304 |
11,196 |
|
R1 |
11,238 |
11,238 |
11,184 |
11,271 |
PP |
11,181 |
11,181 |
11,181 |
11,197 |
S1 |
11,115 |
11,115 |
11,162 |
11,148 |
S2 |
11,058 |
11,058 |
11,151 |
|
S3 |
10,935 |
10,992 |
11,139 |
|
S4 |
10,812 |
10,869 |
11,105 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,101 |
11,921 |
11,314 |
|
R3 |
11,807 |
11,627 |
11,233 |
|
R2 |
11,513 |
11,513 |
11,206 |
|
R1 |
11,333 |
11,333 |
11,179 |
11,276 |
PP |
11,219 |
11,219 |
11,219 |
11,191 |
S1 |
11,039 |
11,039 |
11,125 |
10,982 |
S2 |
10,925 |
10,925 |
11,098 |
|
S3 |
10,631 |
10,745 |
11,071 |
|
S4 |
10,337 |
10,451 |
10,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,400 |
11,106 |
294 |
2.6% |
126 |
1.1% |
23% |
False |
False |
126,651 |
10 |
11,431 |
11,047 |
384 |
3.4% |
125 |
1.1% |
33% |
False |
False |
118,136 |
20 |
11,431 |
10,861 |
570 |
5.1% |
133 |
1.2% |
55% |
False |
False |
123,955 |
40 |
11,431 |
10,573 |
858 |
7.7% |
136 |
1.2% |
70% |
False |
False |
128,043 |
60 |
11,431 |
9,844 |
1,587 |
14.2% |
139 |
1.2% |
84% |
False |
False |
101,035 |
80 |
11,431 |
9,844 |
1,587 |
14.2% |
141 |
1.3% |
84% |
False |
False |
75,798 |
100 |
11,431 |
9,452 |
1,979 |
17.7% |
151 |
1.4% |
87% |
False |
False |
60,656 |
120 |
11,431 |
9,452 |
1,979 |
17.7% |
139 |
1.2% |
87% |
False |
False |
50,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,769 |
2.618 |
11,568 |
1.618 |
11,445 |
1.000 |
11,369 |
0.618 |
11,322 |
HIGH |
11,246 |
0.618 |
11,199 |
0.500 |
11,185 |
0.382 |
11,170 |
LOW |
11,123 |
0.618 |
11,047 |
1.000 |
11,000 |
1.618 |
10,924 |
2.618 |
10,801 |
4.250 |
10,600 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,185 |
11,208 |
PP |
11,181 |
11,196 |
S1 |
11,177 |
11,185 |
|