Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,394.5 |
1,405.0 |
10.5 |
0.8% |
1,363.0 |
High |
1,411.8 |
1,419.4 |
7.6 |
0.5% |
1,400.2 |
Low |
1,385.6 |
1,399.1 |
13.5 |
1.0% |
1,327.8 |
Close |
1,401.5 |
1,405.6 |
4.1 |
0.3% |
1,399.8 |
Range |
26.2 |
20.3 |
-5.9 |
-22.5% |
72.4 |
ATR |
24.7 |
24.4 |
-0.3 |
-1.3% |
0.0 |
Volume |
38,728 |
27,176 |
-11,552 |
-29.8% |
58,224 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.9 |
1,457.6 |
1,416.8 |
|
R3 |
1,448.6 |
1,437.3 |
1,411.2 |
|
R2 |
1,428.3 |
1,428.3 |
1,409.3 |
|
R1 |
1,417.0 |
1,417.0 |
1,407.5 |
1,422.7 |
PP |
1,408.0 |
1,408.0 |
1,408.0 |
1,410.9 |
S1 |
1,396.7 |
1,396.7 |
1,403.7 |
1,402.4 |
S2 |
1,387.7 |
1,387.7 |
1,401.9 |
|
S3 |
1,367.4 |
1,376.4 |
1,400.0 |
|
S4 |
1,347.1 |
1,356.1 |
1,394.4 |
|
|
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 |
1,373.9 |
52.1 |
3.7% |
27.4 |
2.0% |
61% |
False |
False |
27,693 |
10 |
1,426.0 |
1,327.8 |
98.2 |
7.0% |
27.1 |
1.9% |
79% |
False |
False |
17,203 |
20 |
1,426.0 |
1,317.4 |
108.6 |
7.7% |
24.9 |
1.8% |
81% |
False |
False |
11,584 |
40 |
1,426.0 |
1,274.7 |
151.3 |
10.8% |
20.3 |
1.4% |
87% |
False |
False |
7,156 |
60 |
1,426.0 |
1,216.3 |
209.7 |
14.9% |
17.2 |
1.2% |
90% |
False |
False |
5,182 |
80 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
15.8 |
1.1% |
92% |
False |
False |
4,249 |
100 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
14.7 |
1.0% |
92% |
False |
False |
3,504 |
120 |
1,426.0 |
1,162.5 |
263.5 |
18.7% |
14.0 |
1.0% |
92% |
False |
False |
3,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.7 |
2.618 |
1,472.5 |
1.618 |
1,452.2 |
1.000 |
1,439.7 |
0.618 |
1,431.9 |
HIGH |
1,419.4 |
0.618 |
1,411.6 |
0.500 |
1,409.3 |
0.382 |
1,406.9 |
LOW |
1,399.1 |
0.618 |
1,386.6 |
1.000 |
1,378.8 |
1.618 |
1,366.3 |
2.618 |
1,346.0 |
4.250 |
1,312.8 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,409.3 |
1,405.5 |
PP |
1,408.0 |
1,405.4 |
S1 |
1,406.8 |
1,405.4 |
|