Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
6,777.0 |
6,689.5 |
-87.5 |
-1.3% |
6,770.0 |
High |
6,789.0 |
6,727.0 |
-62.0 |
-0.9% |
6,834.0 |
Low |
6,674.0 |
6,689.5 |
15.5 |
0.2% |
6,646.5 |
Close |
6,694.0 |
6,722.0 |
28.0 |
0.4% |
6,756.0 |
Range |
115.0 |
37.5 |
-77.5 |
-67.4% |
187.5 |
ATR |
89.4 |
85.7 |
-3.7 |
-4.1% |
0.0 |
Volume |
1,478 |
2,498 |
1,020 |
69.0% |
3,363 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,825.3 |
6,811.2 |
6,742.6 |
|
R3 |
6,787.8 |
6,773.7 |
6,732.3 |
|
R2 |
6,750.3 |
6,750.3 |
6,728.9 |
|
R1 |
6,736.2 |
6,736.2 |
6,725.4 |
6,743.3 |
PP |
6,712.8 |
6,712.8 |
6,712.8 |
6,716.4 |
S1 |
6,698.7 |
6,698.7 |
6,718.6 |
6,705.8 |
S2 |
6,675.3 |
6,675.3 |
6,715.1 |
|
S3 |
6,637.8 |
6,661.2 |
6,711.7 |
|
S4 |
6,600.3 |
6,623.7 |
6,701.4 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,308.0 |
7,219.5 |
6,859.1 |
|
R3 |
7,120.5 |
7,032.0 |
6,807.6 |
|
R2 |
6,933.0 |
6,933.0 |
6,790.4 |
|
R1 |
6,844.5 |
6,844.5 |
6,773.2 |
6,795.0 |
PP |
6,745.5 |
6,745.5 |
6,745.5 |
6,720.8 |
S1 |
6,657.0 |
6,657.0 |
6,738.8 |
6,607.5 |
S2 |
6,558.0 |
6,558.0 |
6,721.6 |
|
S3 |
6,370.5 |
6,469.5 |
6,704.4 |
|
S4 |
6,183.0 |
6,282.0 |
6,652.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,836.0 |
6,646.5 |
189.5 |
2.8% |
93.6 |
1.4% |
40% |
False |
False |
1,126 |
10 |
6,836.0 |
6,646.5 |
189.5 |
2.8% |
83.9 |
1.2% |
40% |
False |
False |
829 |
20 |
6,836.0 |
6,532.5 |
303.5 |
4.5% |
75.6 |
1.1% |
62% |
False |
False |
711 |
40 |
6,836.0 |
6,137.5 |
698.5 |
10.4% |
83.6 |
1.2% |
84% |
False |
False |
834 |
60 |
6,836.0 |
5,863.5 |
972.5 |
14.5% |
80.8 |
1.2% |
88% |
False |
False |
1,184 |
80 |
6,836.0 |
5,863.5 |
972.5 |
14.5% |
79.3 |
1.2% |
88% |
False |
False |
925 |
100 |
6,836.0 |
5,844.0 |
992.0 |
14.8% |
78.0 |
1.2% |
89% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,886.4 |
2.618 |
6,825.2 |
1.618 |
6,787.7 |
1.000 |
6,764.5 |
0.618 |
6,750.2 |
HIGH |
6,727.0 |
0.618 |
6,712.7 |
0.500 |
6,708.3 |
0.382 |
6,703.8 |
LOW |
6,689.5 |
0.618 |
6,666.3 |
1.000 |
6,652.0 |
1.618 |
6,628.8 |
2.618 |
6,591.3 |
4.250 |
6,530.1 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,717.4 |
6,755.0 |
PP |
6,712.8 |
6,744.0 |
S1 |
6,708.3 |
6,733.0 |
|