Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,151 |
11,168 |
17 |
0.2% |
11,370 |
High |
11,246 |
11,170 |
-76 |
-0.7% |
11,400 |
Low |
11,123 |
10,947 |
-176 |
-1.6% |
11,106 |
Close |
11,173 |
10,984 |
-189 |
-1.7% |
11,152 |
Range |
123 |
223 |
100 |
81.3% |
294 |
ATR |
132 |
139 |
7 |
5.1% |
0 |
Volume |
113,384 |
169,486 |
56,102 |
49.5% |
598,231 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,703 |
11,566 |
11,107 |
|
R3 |
11,480 |
11,343 |
11,045 |
|
R2 |
11,257 |
11,257 |
11,025 |
|
R1 |
11,120 |
11,120 |
11,005 |
11,077 |
PP |
11,034 |
11,034 |
11,034 |
11,012 |
S1 |
10,897 |
10,897 |
10,964 |
10,854 |
S2 |
10,811 |
10,811 |
10,943 |
|
S3 |
10,588 |
10,674 |
10,923 |
|
S4 |
10,365 |
10,451 |
10,861 |
|
|
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 |
11,336 |
10,947 |
389 |
3.5% |
144 |
1.3% |
10% |
False |
True |
136,666 |
10 |
11,431 |
10,947 |
484 |
4.4% |
137 |
1.3% |
8% |
False |
True |
126,372 |
20 |
11,431 |
10,903 |
528 |
4.8% |
134 |
1.2% |
15% |
False |
False |
122,400 |
40 |
11,431 |
10,573 |
858 |
7.8% |
138 |
1.3% |
48% |
False |
False |
128,760 |
60 |
11,431 |
9,844 |
1,587 |
14.4% |
140 |
1.3% |
72% |
False |
False |
103,857 |
80 |
11,431 |
9,844 |
1,587 |
14.4% |
142 |
1.3% |
72% |
False |
False |
77,916 |
100 |
11,431 |
9,452 |
1,979 |
18.0% |
152 |
1.4% |
77% |
False |
False |
62,350 |
120 |
11,431 |
9,452 |
1,979 |
18.0% |
141 |
1.3% |
77% |
False |
False |
51,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,118 |
2.618 |
11,754 |
1.618 |
11,531 |
1.000 |
11,393 |
0.618 |
11,308 |
HIGH |
11,170 |
0.618 |
11,085 |
0.500 |
11,059 |
0.382 |
11,032 |
LOW |
10,947 |
0.618 |
10,809 |
1.000 |
10,724 |
1.618 |
10,586 |
2.618 |
10,363 |
4.250 |
9,999 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,059 |
11,099 |
PP |
11,034 |
11,061 |
S1 |
11,009 |
11,022 |
|