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 |
5,676.0 |
5,697.0 |
21.0 |
0.4% |
5,859.5 |
High |
5,704.0 |
5,800.0 |
96.0 |
1.7% |
5,892.5 |
Low |
5,651.5 |
5,697.0 |
45.5 |
0.8% |
5,700.0 |
Close |
5,688.5 |
5,761.5 |
73.0 |
1.3% |
5,788.5 |
Range |
52.5 |
103.0 |
50.5 |
96.2% |
192.5 |
ATR |
81.5 |
83.7 |
2.1 |
2.6% |
0.0 |
Volume |
85,146 |
94,806 |
9,660 |
11.3% |
493,969 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,062.0 |
6,014.5 |
5,818.0 |
|
R3 |
5,959.0 |
5,911.5 |
5,790.0 |
|
R2 |
5,856.0 |
5,856.0 |
5,780.5 |
|
R1 |
5,808.5 |
5,808.5 |
5,771.0 |
5,832.0 |
PP |
5,753.0 |
5,753.0 |
5,753.0 |
5,764.5 |
S1 |
5,705.5 |
5,705.5 |
5,752.0 |
5,729.0 |
S2 |
5,650.0 |
5,650.0 |
5,742.5 |
|
S3 |
5,547.0 |
5,602.5 |
5,733.0 |
|
S4 |
5,444.0 |
5,499.5 |
5,705.0 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,371.0 |
6,272.5 |
5,894.5 |
|
R3 |
6,178.5 |
6,080.0 |
5,841.5 |
|
R2 |
5,986.0 |
5,986.0 |
5,824.0 |
|
R1 |
5,887.5 |
5,887.5 |
5,806.0 |
5,840.5 |
PP |
5,793.5 |
5,793.5 |
5,793.5 |
5,770.0 |
S1 |
5,695.0 |
5,695.0 |
5,771.0 |
5,648.0 |
S2 |
5,601.0 |
5,601.0 |
5,753.0 |
|
S3 |
5,408.5 |
5,502.5 |
5,735.5 |
|
S4 |
5,216.0 |
5,310.0 |
5,682.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,829.0 |
5,648.0 |
181.0 |
3.1% |
102.5 |
1.8% |
63% |
False |
False |
108,252 |
10 |
5,892.5 |
5,648.0 |
244.5 |
4.2% |
82.0 |
1.4% |
46% |
False |
False |
100,544 |
20 |
5,892.5 |
5,612.5 |
280.0 |
4.9% |
75.5 |
1.3% |
53% |
False |
False |
96,648 |
40 |
5,892.5 |
5,482.0 |
410.5 |
7.1% |
79.0 |
1.4% |
68% |
False |
False |
98,750 |
60 |
5,892.5 |
5,085.0 |
807.5 |
14.0% |
77.5 |
1.3% |
84% |
False |
False |
88,615 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.6% |
69.5 |
1.2% |
84% |
False |
False |
66,513 |
100 |
5,892.5 |
4,744.0 |
1,148.5 |
19.9% |
68.5 |
1.2% |
89% |
False |
False |
53,226 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
19.9% |
69.5 |
1.2% |
89% |
False |
False |
44,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,238.0 |
2.618 |
6,069.5 |
1.618 |
5,966.5 |
1.000 |
5,903.0 |
0.618 |
5,863.5 |
HIGH |
5,800.0 |
0.618 |
5,760.5 |
0.500 |
5,748.5 |
0.382 |
5,736.5 |
LOW |
5,697.0 |
0.618 |
5,633.5 |
1.000 |
5,594.0 |
1.618 |
5,530.5 |
2.618 |
5,427.5 |
4.250 |
5,259.0 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,757.0 |
5,749.0 |
PP |
5,753.0 |
5,736.5 |
S1 |
5,748.5 |
5,724.0 |
|