Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
10,992 |
11,173 |
181 |
1.6% |
11,151 |
High |
11,180 |
11,192 |
12 |
0.1% |
11,246 |
Low |
10,991 |
11,095 |
104 |
0.9% |
10,947 |
Close |
11,176 |
11,179 |
3 |
0.0% |
11,179 |
Range |
189 |
97 |
-92 |
-48.7% |
299 |
ATR |
137 |
134 |
-3 |
-2.1% |
0 |
Volume |
108,413 |
87,769 |
-20,644 |
-19.0% |
577,261 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,446 |
11,410 |
11,232 |
|
R3 |
11,349 |
11,313 |
11,206 |
|
R2 |
11,252 |
11,252 |
11,197 |
|
R1 |
11,216 |
11,216 |
11,188 |
11,234 |
PP |
11,155 |
11,155 |
11,155 |
11,165 |
S1 |
11,119 |
11,119 |
11,170 |
11,137 |
S2 |
11,058 |
11,058 |
11,161 |
|
S3 |
10,961 |
11,022 |
11,152 |
|
S4 |
10,864 |
10,925 |
11,126 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,021 |
11,899 |
11,344 |
|
R3 |
11,722 |
11,600 |
11,261 |
|
R2 |
11,423 |
11,423 |
11,234 |
|
R1 |
11,301 |
11,301 |
11,207 |
11,362 |
PP |
11,124 |
11,124 |
11,124 |
11,155 |
S1 |
11,002 |
11,002 |
11,152 |
11,063 |
S2 |
10,825 |
10,825 |
11,124 |
|
S3 |
10,526 |
10,703 |
11,097 |
|
S4 |
10,227 |
10,404 |
11,015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,246 |
10,947 |
299 |
2.7% |
139 |
1.2% |
78% |
False |
False |
115,452 |
10 |
11,400 |
10,947 |
453 |
4.1% |
127 |
1.1% |
51% |
False |
False |
117,549 |
20 |
11,431 |
10,947 |
484 |
4.3% |
131 |
1.2% |
48% |
False |
False |
118,524 |
40 |
11,431 |
10,638 |
793 |
7.1% |
136 |
1.2% |
68% |
False |
False |
125,812 |
60 |
11,431 |
9,844 |
1,587 |
14.2% |
138 |
1.2% |
84% |
False |
False |
108,751 |
80 |
11,431 |
9,844 |
1,587 |
14.2% |
142 |
1.3% |
84% |
False |
False |
81,595 |
100 |
11,431 |
9,452 |
1,979 |
17.7% |
150 |
1.3% |
87% |
False |
False |
65,289 |
120 |
11,431 |
9,452 |
1,979 |
17.7% |
143 |
1.3% |
87% |
False |
False |
54,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,604 |
2.618 |
11,446 |
1.618 |
11,349 |
1.000 |
11,289 |
0.618 |
11,252 |
HIGH |
11,192 |
0.618 |
11,155 |
0.500 |
11,144 |
0.382 |
11,132 |
LOW |
11,095 |
0.618 |
11,035 |
1.000 |
10,998 |
1.618 |
10,938 |
2.618 |
10,841 |
4.250 |
10,683 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,167 |
11,146 |
PP |
11,155 |
11,113 |
S1 |
11,144 |
11,080 |
|