Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,229 |
11,163 |
-66 |
-0.6% |
11,151 |
High |
11,244 |
11,163 |
-81 |
-0.7% |
11,246 |
Low |
11,031 |
10,968 |
-63 |
-0.6% |
10,947 |
Close |
11,165 |
11,014 |
-151 |
-1.4% |
11,179 |
Range |
213 |
195 |
-18 |
-8.5% |
299 |
ATR |
140 |
144 |
4 |
2.9% |
0 |
Volume |
115,366 |
137,506 |
22,140 |
19.2% |
577,261 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,633 |
11,519 |
11,121 |
|
R3 |
11,438 |
11,324 |
11,068 |
|
R2 |
11,243 |
11,243 |
11,050 |
|
R1 |
11,129 |
11,129 |
11,032 |
11,089 |
PP |
11,048 |
11,048 |
11,048 |
11,028 |
S1 |
10,934 |
10,934 |
10,996 |
10,894 |
S2 |
10,853 |
10,853 |
10,978 |
|
S3 |
10,658 |
10,739 |
10,961 |
|
S4 |
10,463 |
10,544 |
10,907 |
|
|
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 |
11,244 |
10,967 |
277 |
2.5% |
151 |
1.4% |
17% |
False |
False |
109,452 |
10 |
11,336 |
10,947 |
389 |
3.5% |
148 |
1.3% |
17% |
False |
False |
123,059 |
20 |
11,431 |
10,947 |
484 |
4.4% |
141 |
1.3% |
14% |
False |
False |
120,590 |
40 |
11,431 |
10,638 |
793 |
7.2% |
139 |
1.3% |
47% |
False |
False |
125,672 |
60 |
11,431 |
9,844 |
1,587 |
14.4% |
137 |
1.2% |
74% |
False |
False |
112,951 |
80 |
11,431 |
9,844 |
1,587 |
14.4% |
142 |
1.3% |
74% |
False |
False |
84,752 |
100 |
11,431 |
9,452 |
1,979 |
18.0% |
150 |
1.4% |
79% |
False |
False |
67,816 |
120 |
11,431 |
9,452 |
1,979 |
18.0% |
146 |
1.3% |
79% |
False |
False |
56,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,992 |
2.618 |
11,674 |
1.618 |
11,479 |
1.000 |
11,358 |
0.618 |
11,284 |
HIGH |
11,163 |
0.618 |
11,089 |
0.500 |
11,066 |
0.382 |
11,043 |
LOW |
10,968 |
0.618 |
10,848 |
1.000 |
10,773 |
1.618 |
10,653 |
2.618 |
10,458 |
4.250 |
10,139 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,066 |
11,106 |
PP |
11,048 |
11,075 |
S1 |
11,031 |
11,045 |
|