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 |
1,411.4 |
1,394.5 |
-16.9 |
-1.2% |
1,363.0 |
High |
1,426.0 |
1,411.8 |
-14.2 |
-1.0% |
1,400.2 |
Low |
1,384.7 |
1,385.6 |
0.9 |
0.1% |
1,327.8 |
Close |
1,412.4 |
1,401.5 |
-10.9 |
-0.8% |
1,399.8 |
Range |
41.3 |
26.2 |
-15.1 |
-36.6% |
72.4 |
ATR |
24.6 |
24.7 |
0.2 |
0.7% |
0.0 |
Volume |
17,952 |
38,728 |
20,776 |
115.7% |
58,224 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.2 |
1,466.1 |
1,415.9 |
|
R3 |
1,452.0 |
1,439.9 |
1,408.7 |
|
R2 |
1,425.8 |
1,425.8 |
1,406.3 |
|
R1 |
1,413.7 |
1,413.7 |
1,403.9 |
1,419.8 |
PP |
1,399.6 |
1,399.6 |
1,399.6 |
1,402.7 |
S1 |
1,387.5 |
1,387.5 |
1,399.1 |
1,393.6 |
S2 |
1,373.4 |
1,373.4 |
1,396.7 |
|
S3 |
1,347.2 |
1,361.3 |
1,394.3 |
|
S4 |
1,321.0 |
1,335.1 |
1,387.1 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.1 |
1,568.9 |
1,439.6 |
|
R3 |
1,520.7 |
1,496.5 |
1,419.7 |
|
R2 |
1,448.3 |
1,448.3 |
1,413.1 |
|
R1 |
1,424.1 |
1,424.1 |
1,406.4 |
1,436.2 |
PP |
1,375.9 |
1,375.9 |
1,375.9 |
1,382.0 |
S1 |
1,351.7 |
1,351.7 |
1,393.2 |
1,363.8 |
S2 |
1,303.5 |
1,303.5 |
1,386.5 |
|
S3 |
1,231.1 |
1,279.3 |
1,379.9 |
|
S4 |
1,158.7 |
1,206.9 |
1,360.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.0 |
1,349.2 |
76.8 |
5.5% |
32.6 |
2.3% |
68% |
False |
False |
23,752 |
10 |
1,426.0 |
1,324.8 |
101.2 |
7.2% |
27.3 |
2.0% |
76% |
False |
False |
14,959 |
20 |
1,426.0 |
1,317.4 |
108.6 |
7.7% |
24.7 |
1.8% |
77% |
False |
False |
10,404 |
40 |
1,426.0 |
1,270.1 |
155.9 |
11.1% |
20.0 |
1.4% |
84% |
False |
False |
6,539 |
60 |
1,426.0 |
1,216.3 |
209.7 |
15.0% |
17.1 |
1.2% |
88% |
False |
False |
4,733 |
80 |
1,426.0 |
1,162.5 |
263.5 |
18.8% |
15.6 |
1.1% |
91% |
False |
False |
3,914 |
100 |
1,426.0 |
1,162.5 |
263.5 |
18.8% |
14.5 |
1.0% |
91% |
False |
False |
3,235 |
120 |
1,426.0 |
1,162.5 |
263.5 |
18.8% |
13.9 |
1.0% |
91% |
False |
False |
2,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,523.2 |
2.618 |
1,480.4 |
1.618 |
1,454.2 |
1.000 |
1,438.0 |
0.618 |
1,428.0 |
HIGH |
1,411.8 |
0.618 |
1,401.8 |
0.500 |
1,398.7 |
0.382 |
1,395.6 |
LOW |
1,385.6 |
0.618 |
1,369.4 |
1.000 |
1,359.4 |
1.618 |
1,343.2 |
2.618 |
1,317.0 |
4.250 |
1,274.3 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,400.6 |
1,405.4 |
PP |
1,399.6 |
1,404.1 |
S1 |
1,398.7 |
1,402.8 |
|