Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
5,839.5 |
5,843.0 |
3.5 |
0.1% |
5,685.0 |
High |
5,892.5 |
5,863.0 |
-29.5 |
-0.5% |
5,888.0 |
Low |
5,826.0 |
5,784.0 |
-42.0 |
-0.7% |
5,647.0 |
Close |
5,864.0 |
5,809.0 |
-55.0 |
-0.9% |
5,850.5 |
Range |
66.5 |
79.0 |
12.5 |
18.8% |
241.0 |
ATR |
75.2 |
75.6 |
0.3 |
0.5% |
0.0 |
Volume |
111,360 |
93,818 |
-17,542 |
-15.8% |
506,947 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,055.5 |
6,011.5 |
5,852.5 |
|
R3 |
5,976.5 |
5,932.5 |
5,830.5 |
|
R2 |
5,897.5 |
5,897.5 |
5,823.5 |
|
R1 |
5,853.5 |
5,853.5 |
5,816.0 |
5,836.0 |
PP |
5,818.5 |
5,818.5 |
5,818.5 |
5,810.0 |
S1 |
5,774.5 |
5,774.5 |
5,802.0 |
5,757.0 |
S2 |
5,739.5 |
5,739.5 |
5,794.5 |
|
S3 |
5,660.5 |
5,695.5 |
5,787.5 |
|
S4 |
5,581.5 |
5,616.5 |
5,765.5 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,518.0 |
6,425.5 |
5,983.0 |
|
R3 |
6,277.0 |
6,184.5 |
5,917.0 |
|
R2 |
6,036.0 |
6,036.0 |
5,894.5 |
|
R1 |
5,943.5 |
5,943.5 |
5,872.5 |
5,990.0 |
PP |
5,795.0 |
5,795.0 |
5,795.0 |
5,818.5 |
S1 |
5,702.5 |
5,702.5 |
5,828.5 |
5,749.0 |
S2 |
5,554.0 |
5,554.0 |
5,806.5 |
|
S3 |
5,313.0 |
5,461.5 |
5,784.0 |
|
S4 |
5,072.0 |
5,220.5 |
5,718.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,892.5 |
5,768.5 |
124.0 |
2.1% |
72.5 |
1.2% |
33% |
False |
False |
102,761 |
10 |
5,892.5 |
5,629.5 |
263.0 |
4.5% |
68.5 |
1.2% |
68% |
False |
False |
98,069 |
20 |
5,892.5 |
5,612.5 |
280.0 |
4.8% |
72.0 |
1.2% |
70% |
False |
False |
93,581 |
40 |
5,892.5 |
5,435.0 |
457.5 |
7.9% |
78.5 |
1.4% |
82% |
False |
False |
99,936 |
60 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
75.0 |
1.3% |
90% |
False |
False |
78,364 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.5% |
67.0 |
1.2% |
90% |
False |
False |
58,788 |
100 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
68.0 |
1.2% |
93% |
False |
False |
47,045 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.8% |
67.0 |
1.2% |
93% |
False |
False |
39,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,199.0 |
2.618 |
6,070.0 |
1.618 |
5,991.0 |
1.000 |
5,942.0 |
0.618 |
5,912.0 |
HIGH |
5,863.0 |
0.618 |
5,833.0 |
0.500 |
5,823.5 |
0.382 |
5,814.0 |
LOW |
5,784.0 |
0.618 |
5,735.0 |
1.000 |
5,705.0 |
1.618 |
5,656.0 |
2.618 |
5,577.0 |
4.250 |
5,448.0 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,823.5 |
5,838.0 |
PP |
5,818.5 |
5,828.5 |
S1 |
5,814.0 |
5,819.0 |
|