Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,411.6 |
1,371.5 |
-40.1 |
-2.8% |
1,399.8 |
High |
1,411.7 |
1,378.5 |
-33.2 |
-2.4% |
1,426.0 |
Low |
1,361.4 |
1,357.0 |
-4.4 |
-0.3% |
1,361.4 |
Close |
1,367.7 |
1,370.7 |
3.0 |
0.2% |
1,367.7 |
Range |
50.3 |
21.5 |
-28.8 |
-57.3% |
64.6 |
ATR |
26.3 |
25.9 |
-0.3 |
-1.3% |
0.0 |
Volume |
17,536 |
28,309 |
10,773 |
61.4% |
128,697 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.2 |
1,423.5 |
1,382.5 |
|
R3 |
1,411.7 |
1,402.0 |
1,376.6 |
|
R2 |
1,390.2 |
1,390.2 |
1,374.6 |
|
R1 |
1,380.5 |
1,380.5 |
1,372.7 |
1,374.6 |
PP |
1,368.7 |
1,368.7 |
1,368.7 |
1,365.8 |
S1 |
1,359.0 |
1,359.0 |
1,368.7 |
1,353.1 |
S2 |
1,347.2 |
1,347.2 |
1,366.8 |
|
S3 |
1,325.7 |
1,337.5 |
1,364.8 |
|
S4 |
1,304.2 |
1,316.0 |
1,358.9 |
|
|
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 |
1,357.0 |
69.0 |
5.0% |
31.9 |
2.3% |
20% |
False |
True |
25,940 |
10 |
1,426.0 |
1,327.8 |
98.2 |
7.2% |
30.3 |
2.2% |
44% |
False |
False |
20,816 |
20 |
1,426.0 |
1,317.4 |
108.6 |
7.9% |
26.3 |
1.9% |
49% |
False |
False |
13,366 |
40 |
1,426.0 |
1,274.7 |
151.3 |
11.0% |
21.6 |
1.6% |
63% |
False |
False |
8,249 |
60 |
1,426.0 |
1,216.3 |
209.7 |
15.3% |
18.1 |
1.3% |
74% |
False |
False |
5,919 |
80 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
16.4 |
1.2% |
79% |
False |
False |
4,795 |
100 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
15.1 |
1.1% |
79% |
False |
False |
3,955 |
120 |
1,426.0 |
1,162.5 |
263.5 |
19.2% |
14.5 |
1.1% |
79% |
False |
False |
3,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.9 |
2.618 |
1,434.8 |
1.618 |
1,413.3 |
1.000 |
1,400.0 |
0.618 |
1,391.8 |
HIGH |
1,378.5 |
0.618 |
1,370.3 |
0.500 |
1,367.8 |
0.382 |
1,365.2 |
LOW |
1,357.0 |
0.618 |
1,343.7 |
1.000 |
1,335.5 |
1.618 |
1,322.2 |
2.618 |
1,300.7 |
4.250 |
1,265.6 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,369.7 |
1,388.2 |
PP |
1,368.7 |
1,382.4 |
S1 |
1,367.8 |
1,376.5 |
|