Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
10,987 |
10,992 |
5 |
0.0% |
11,370 |
High |
11,028 |
11,180 |
152 |
1.4% |
11,400 |
Low |
10,967 |
10,991 |
24 |
0.2% |
11,106 |
Close |
10,995 |
11,176 |
181 |
1.6% |
11,152 |
Range |
61 |
189 |
128 |
209.8% |
294 |
ATR |
133 |
137 |
4 |
3.0% |
0 |
Volume |
98,209 |
108,413 |
10,204 |
10.4% |
598,231 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,683 |
11,618 |
11,280 |
|
R3 |
11,494 |
11,429 |
11,228 |
|
R2 |
11,305 |
11,305 |
11,211 |
|
R1 |
11,240 |
11,240 |
11,193 |
11,273 |
PP |
11,116 |
11,116 |
11,116 |
11,132 |
S1 |
11,051 |
11,051 |
11,159 |
11,084 |
S2 |
10,927 |
10,927 |
11,141 |
|
S3 |
10,738 |
10,862 |
11,124 |
|
S4 |
10,549 |
10,673 |
11,072 |
|
|
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 |
11,251 |
10,947 |
304 |
2.7% |
148 |
1.3% |
75% |
False |
False |
128,818 |
10 |
11,431 |
10,947 |
484 |
4.3% |
125 |
1.1% |
47% |
False |
False |
119,338 |
20 |
11,431 |
10,947 |
484 |
4.3% |
129 |
1.2% |
47% |
False |
False |
117,773 |
40 |
11,431 |
10,591 |
840 |
7.5% |
139 |
1.2% |
70% |
False |
False |
126,736 |
60 |
11,431 |
9,844 |
1,587 |
14.2% |
139 |
1.2% |
84% |
False |
False |
107,294 |
80 |
11,431 |
9,844 |
1,587 |
14.2% |
143 |
1.3% |
84% |
False |
False |
80,498 |
100 |
11,431 |
9,452 |
1,979 |
17.7% |
150 |
1.3% |
87% |
False |
False |
64,415 |
120 |
11,431 |
9,452 |
1,979 |
17.7% |
142 |
1.3% |
87% |
False |
False |
53,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,983 |
2.618 |
11,675 |
1.618 |
11,486 |
1.000 |
11,369 |
0.618 |
11,297 |
HIGH |
11,180 |
0.618 |
11,108 |
0.500 |
11,086 |
0.382 |
11,063 |
LOW |
10,991 |
0.618 |
10,874 |
1.000 |
10,802 |
1.618 |
10,685 |
2.618 |
10,496 |
4.250 |
10,188 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,146 |
11,139 |
PP |
11,116 |
11,101 |
S1 |
11,086 |
11,064 |
|