Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
6,792.0 |
6,862.0 |
70.0 |
1.0% |
6,732.0 |
High |
6,856.0 |
6,888.0 |
32.0 |
0.5% |
6,888.0 |
Low |
6,782.5 |
6,822.0 |
39.5 |
0.6% |
6,674.0 |
Close |
6,846.5 |
6,860.5 |
14.0 |
0.2% |
6,860.5 |
Range |
73.5 |
66.0 |
-7.5 |
-10.2% |
214.0 |
ATR |
89.1 |
87.5 |
-1.7 |
-1.9% |
0.0 |
Volume |
2,052 |
820 |
-1,232 |
-60.0% |
7,061 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,054.8 |
7,023.7 |
6,896.8 |
|
R3 |
6,988.8 |
6,957.7 |
6,878.7 |
|
R2 |
6,922.8 |
6,922.8 |
6,872.6 |
|
R1 |
6,891.7 |
6,891.7 |
6,866.6 |
6,874.3 |
PP |
6,856.8 |
6,856.8 |
6,856.8 |
6,848.1 |
S1 |
6,825.7 |
6,825.7 |
6,854.5 |
6,808.3 |
S2 |
6,790.8 |
6,790.8 |
6,848.4 |
|
S3 |
6,724.8 |
6,759.7 |
6,842.4 |
|
S4 |
6,658.8 |
6,693.7 |
6,824.2 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,449.5 |
7,369.0 |
6,978.2 |
|
R3 |
7,235.5 |
7,155.0 |
6,919.4 |
|
R2 |
7,021.5 |
7,021.5 |
6,899.7 |
|
R1 |
6,941.0 |
6,941.0 |
6,880.1 |
6,981.3 |
PP |
6,807.5 |
6,807.5 |
6,807.5 |
6,827.6 |
S1 |
6,727.0 |
6,727.0 |
6,840.9 |
6,767.3 |
S2 |
6,593.5 |
6,593.5 |
6,821.3 |
|
S3 |
6,379.5 |
6,513.0 |
6,801.7 |
|
S4 |
6,165.5 |
6,299.0 |
6,742.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,888.0 |
6,674.0 |
214.0 |
3.1% |
84.9 |
1.2% |
87% |
True |
False |
1,412 |
10 |
6,888.0 |
6,646.5 |
241.5 |
3.5% |
82.0 |
1.2% |
89% |
True |
False |
1,042 |
20 |
6,888.0 |
6,581.5 |
306.5 |
4.5% |
75.4 |
1.1% |
91% |
True |
False |
818 |
40 |
6,888.0 |
6,137.5 |
750.5 |
10.9% |
79.8 |
1.2% |
96% |
True |
False |
747 |
60 |
6,888.0 |
5,863.5 |
1,024.5 |
14.9% |
80.3 |
1.2% |
97% |
True |
False |
1,224 |
80 |
6,888.0 |
5,863.5 |
1,024.5 |
14.9% |
78.5 |
1.1% |
97% |
True |
False |
960 |
100 |
6,888.0 |
5,844.0 |
1,044.0 |
15.2% |
78.9 |
1.1% |
97% |
True |
False |
788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,168.5 |
2.618 |
7,060.8 |
1.618 |
6,994.8 |
1.000 |
6,954.0 |
0.618 |
6,928.8 |
HIGH |
6,888.0 |
0.618 |
6,862.8 |
0.500 |
6,855.0 |
0.382 |
6,847.2 |
LOW |
6,822.0 |
0.618 |
6,781.2 |
1.000 |
6,756.0 |
1.618 |
6,715.2 |
2.618 |
6,649.2 |
4.250 |
6,541.5 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,858.7 |
6,836.6 |
PP |
6,856.8 |
6,812.7 |
S1 |
6,855.0 |
6,788.8 |
|