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 |
6,772.0 |
6,791.5 |
19.5 |
0.3% |
6,680.5 |
High |
6,834.0 |
6,800.0 |
-34.0 |
-0.5% |
6,801.5 |
Low |
6,757.0 |
6,712.0 |
-45.0 |
-0.7% |
6,597.0 |
Close |
6,812.5 |
6,747.0 |
-65.5 |
-1.0% |
6,772.0 |
Range |
77.0 |
88.0 |
11.0 |
14.3% |
204.5 |
ATR |
79.3 |
80.8 |
1.5 |
1.9% |
0.0 |
Volume |
1,158 |
416 |
-742 |
-64.1% |
1,349 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,017.0 |
6,970.0 |
6,795.4 |
|
R3 |
6,929.0 |
6,882.0 |
6,771.2 |
|
R2 |
6,841.0 |
6,841.0 |
6,763.1 |
|
R1 |
6,794.0 |
6,794.0 |
6,755.1 |
6,773.5 |
PP |
6,753.0 |
6,753.0 |
6,753.0 |
6,742.8 |
S1 |
6,706.0 |
6,706.0 |
6,738.9 |
6,685.5 |
S2 |
6,665.0 |
6,665.0 |
6,730.9 |
|
S3 |
6,577.0 |
6,618.0 |
6,722.8 |
|
S4 |
6,489.0 |
6,530.0 |
6,698.6 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,337.0 |
7,259.0 |
6,884.5 |
|
R3 |
7,132.5 |
7,054.5 |
6,828.2 |
|
R2 |
6,928.0 |
6,928.0 |
6,809.5 |
|
R1 |
6,850.0 |
6,850.0 |
6,790.7 |
6,889.0 |
PP |
6,723.5 |
6,723.5 |
6,723.5 |
6,743.0 |
S1 |
6,645.5 |
6,645.5 |
6,753.3 |
6,684.5 |
S2 |
6,519.0 |
6,519.0 |
6,734.5 |
|
S3 |
6,314.5 |
6,441.0 |
6,715.8 |
|
S4 |
6,110.0 |
6,236.5 |
6,659.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,834.0 |
6,682.0 |
152.0 |
2.3% |
74.2 |
1.1% |
43% |
False |
False |
532 |
10 |
6,834.0 |
6,597.0 |
237.0 |
3.5% |
72.3 |
1.1% |
63% |
False |
False |
469 |
20 |
6,834.0 |
6,467.5 |
366.5 |
5.4% |
69.7 |
1.0% |
76% |
False |
False |
646 |
40 |
6,834.0 |
6,137.5 |
696.5 |
10.3% |
83.1 |
1.2% |
88% |
False |
False |
1,104 |
60 |
6,834.0 |
5,863.5 |
970.5 |
14.4% |
79.9 |
1.2% |
91% |
False |
False |
1,111 |
80 |
6,834.0 |
5,863.5 |
970.5 |
14.4% |
77.7 |
1.2% |
91% |
False |
False |
860 |
100 |
6,834.0 |
5,844.0 |
990.0 |
14.7% |
77.1 |
1.1% |
91% |
False |
False |
705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,174.0 |
2.618 |
7,030.4 |
1.618 |
6,942.4 |
1.000 |
6,888.0 |
0.618 |
6,854.4 |
HIGH |
6,800.0 |
0.618 |
6,766.4 |
0.500 |
6,756.0 |
0.382 |
6,745.6 |
LOW |
6,712.0 |
0.618 |
6,657.6 |
1.000 |
6,624.0 |
1.618 |
6,569.6 |
2.618 |
6,481.6 |
4.250 |
6,338.0 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,756.0 |
6,773.0 |
PP |
6,753.0 |
6,764.3 |
S1 |
6,750.0 |
6,755.7 |
|