Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,168 |
10,987 |
-181 |
-1.6% |
11,370 |
High |
11,170 |
11,028 |
-142 |
-1.3% |
11,400 |
Low |
10,947 |
10,967 |
20 |
0.2% |
11,106 |
Close |
10,984 |
10,995 |
11 |
0.1% |
11,152 |
Range |
223 |
61 |
-162 |
-72.6% |
294 |
ATR |
139 |
133 |
-6 |
-4.0% |
0 |
Volume |
169,486 |
98,209 |
-71,277 |
-42.1% |
598,231 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,180 |
11,148 |
11,029 |
|
R3 |
11,119 |
11,087 |
11,012 |
|
R2 |
11,058 |
11,058 |
11,006 |
|
R1 |
11,026 |
11,026 |
11,001 |
11,042 |
PP |
10,997 |
10,997 |
10,997 |
11,005 |
S1 |
10,965 |
10,965 |
10,990 |
10,981 |
S2 |
10,936 |
10,936 |
10,984 |
|
S3 |
10,875 |
10,904 |
10,978 |
|
S4 |
10,814 |
10,843 |
10,962 |
|
|
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 |
11,309 |
10,947 |
362 |
3.3% |
133 |
1.2% |
13% |
False |
False |
129,270 |
10 |
11,431 |
10,947 |
484 |
4.4% |
130 |
1.2% |
10% |
False |
False |
121,226 |
20 |
11,431 |
10,947 |
484 |
4.4% |
127 |
1.2% |
10% |
False |
False |
119,919 |
40 |
11,431 |
10,573 |
858 |
7.8% |
137 |
1.2% |
49% |
False |
False |
127,881 |
60 |
11,431 |
9,844 |
1,587 |
14.4% |
139 |
1.3% |
73% |
False |
False |
105,492 |
80 |
11,431 |
9,844 |
1,587 |
14.4% |
142 |
1.3% |
73% |
False |
False |
79,143 |
100 |
11,431 |
9,452 |
1,979 |
18.0% |
152 |
1.4% |
78% |
False |
False |
63,331 |
120 |
11,431 |
9,452 |
1,979 |
18.0% |
140 |
1.3% |
78% |
False |
False |
52,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,287 |
2.618 |
11,188 |
1.618 |
11,127 |
1.000 |
11,089 |
0.618 |
11,066 |
HIGH |
11,028 |
0.618 |
11,005 |
0.500 |
10,998 |
0.382 |
10,990 |
LOW |
10,967 |
0.618 |
10,929 |
1.000 |
10,906 |
1.618 |
10,868 |
2.618 |
10,807 |
4.250 |
10,708 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
10,998 |
11,097 |
PP |
10,997 |
11,063 |
S1 |
10,996 |
11,029 |
|