Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,405.0 |
1,411.6 |
6.6 |
0.5% |
1,399.8 |
High |
1,419.4 |
1,411.7 |
-7.7 |
-0.5% |
1,426.0 |
Low |
1,399.1 |
1,361.4 |
-37.7 |
-2.7% |
1,361.4 |
Close |
1,405.6 |
1,367.7 |
-37.9 |
-2.7% |
1,367.7 |
Range |
20.3 |
50.3 |
30.0 |
147.8% |
64.6 |
ATR |
24.4 |
26.3 |
1.8 |
7.6% |
0.0 |
Volume |
27,176 |
17,536 |
-9,640 |
-35.5% |
128,697 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.2 |
1,499.7 |
1,395.4 |
|
R3 |
1,480.9 |
1,449.4 |
1,381.5 |
|
R2 |
1,430.6 |
1,430.6 |
1,376.9 |
|
R1 |
1,399.1 |
1,399.1 |
1,372.3 |
1,389.7 |
PP |
1,380.3 |
1,380.3 |
1,380.3 |
1,375.6 |
S1 |
1,348.8 |
1,348.8 |
1,363.1 |
1,339.4 |
S2 |
1,330.0 |
1,330.0 |
1,358.5 |
|
S3 |
1,279.7 |
1,298.5 |
1,353.9 |
|
S4 |
1,229.4 |
1,248.2 |
1,340.0 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.8 |
1,537.9 |
1,403.2 |
|
R3 |
1,514.2 |
1,473.3 |
1,385.5 |
|
R2 |
1,449.6 |
1,449.6 |
1,379.5 |
|
R1 |
1,408.7 |
1,408.7 |
1,373.6 |
1,396.9 |
PP |
1,385.0 |
1,385.0 |
1,385.0 |
1,379.1 |
S1 |
1,344.1 |
1,344.1 |
1,361.8 |
1,332.3 |
S2 |
1,320.4 |
1,320.4 |
1,355.9 |
|
S3 |
1,255.8 |
1,279.5 |
1,349.9 |
|
S4 |
1,191.2 |
1,214.9 |
1,332.2 |
|
|
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 |
1,361.4 |
64.6 |
4.7% |
32.2 |
2.4% |
10% |
False |
True |
25,739 |
10 |
1,426.0 |
1,327.8 |
98.2 |
7.2% |
29.8 |
2.2% |
41% |
False |
False |
18,692 |
20 |
1,426.0 |
1,317.4 |
108.6 |
7.9% |
26.3 |
1.9% |
46% |
False |
False |
12,053 |
40 |
1,426.0 |
1,274.7 |
151.3 |
11.1% |
21.3 |
1.6% |
61% |
False |
False |
7,575 |
60 |
1,426.0 |
1,216.3 |
209.7 |
15.3% |
17.9 |
1.3% |
72% |
False |
False |
5,455 |
80 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
16.3 |
1.2% |
78% |
False |
False |
4,459 |
100 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
15.0 |
1.1% |
78% |
False |
False |
3,678 |
120 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
14.4 |
1.1% |
78% |
False |
False |
3,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.5 |
2.618 |
1,543.4 |
1.618 |
1,493.1 |
1.000 |
1,462.0 |
0.618 |
1,442.8 |
HIGH |
1,411.7 |
0.618 |
1,392.5 |
0.500 |
1,386.6 |
0.382 |
1,380.6 |
LOW |
1,361.4 |
0.618 |
1,330.3 |
1.000 |
1,311.1 |
1.618 |
1,280.0 |
2.618 |
1,229.7 |
4.250 |
1,147.6 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,386.6 |
1,390.4 |
PP |
1,380.3 |
1,382.8 |
S1 |
1,374.0 |
1,375.3 |
|