Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,371.5 |
1,360.4 |
-11.1 |
-0.8% |
1,399.8 |
High |
1,378.5 |
1,366.2 |
-12.3 |
-0.9% |
1,426.0 |
Low |
1,357.0 |
1,331.1 |
-25.9 |
-1.9% |
1,361.4 |
Close |
1,370.7 |
1,340.5 |
-30.2 |
-2.2% |
1,367.7 |
Range |
21.5 |
35.1 |
13.6 |
63.3% |
64.6 |
ATR |
25.9 |
26.9 |
1.0 |
3.8% |
0.0 |
Volume |
28,309 |
26,250 |
-2,059 |
-7.3% |
128,697 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,451.2 |
1,431.0 |
1,359.8 |
|
R3 |
1,416.1 |
1,395.9 |
1,350.2 |
|
R2 |
1,381.0 |
1,381.0 |
1,346.9 |
|
R1 |
1,360.8 |
1,360.8 |
1,343.7 |
1,353.4 |
PP |
1,345.9 |
1,345.9 |
1,345.9 |
1,342.2 |
S1 |
1,325.7 |
1,325.7 |
1,337.3 |
1,318.3 |
S2 |
1,310.8 |
1,310.8 |
1,334.1 |
|
S3 |
1,275.7 |
1,290.6 |
1,330.8 |
|
S4 |
1,240.6 |
1,255.5 |
1,321.2 |
|
|
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 |
1,419.4 |
1,331.1 |
88.3 |
6.6% |
30.7 |
2.3% |
11% |
False |
True |
27,599 |
10 |
1,426.0 |
1,327.8 |
98.2 |
7.3% |
32.9 |
2.5% |
13% |
False |
False |
22,637 |
20 |
1,426.0 |
1,317.4 |
108.6 |
8.1% |
26.0 |
1.9% |
21% |
False |
False |
14,607 |
40 |
1,426.0 |
1,284.5 |
141.5 |
10.6% |
22.1 |
1.6% |
40% |
False |
False |
8,880 |
60 |
1,426.0 |
1,216.3 |
209.7 |
15.6% |
18.6 |
1.4% |
59% |
False |
False |
6,354 |
80 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
16.7 |
1.2% |
68% |
False |
False |
5,096 |
100 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
15.3 |
1.1% |
68% |
False |
False |
4,197 |
120 |
1,426.0 |
1,162.5 |
263.5 |
19.7% |
14.7 |
1.1% |
68% |
False |
False |
3,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,515.4 |
2.618 |
1,458.1 |
1.618 |
1,423.0 |
1.000 |
1,401.3 |
0.618 |
1,387.9 |
HIGH |
1,366.2 |
0.618 |
1,352.8 |
0.500 |
1,348.7 |
0.382 |
1,344.5 |
LOW |
1,331.1 |
0.618 |
1,309.4 |
1.000 |
1,296.0 |
1.618 |
1,274.3 |
2.618 |
1,239.2 |
4.250 |
1,181.9 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,348.7 |
1,371.4 |
PP |
1,345.9 |
1,361.1 |
S1 |
1,343.2 |
1,350.8 |
|