Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,215.50 |
1,212.75 |
-2.75 |
-0.2% |
1,177.00 |
High |
1,217.00 |
1,219.25 |
2.25 |
0.2% |
1,219.00 |
Low |
1,209.75 |
1,201.50 |
-8.25 |
-0.7% |
1,169.00 |
Close |
1,214.75 |
1,205.75 |
-9.00 |
-0.7% |
1,216.75 |
Range |
7.25 |
17.75 |
10.50 |
144.8% |
50.00 |
ATR |
14.88 |
15.08 |
0.21 |
1.4% |
0.00 |
Volume |
3,753 |
6,157 |
2,404 |
64.1% |
9,494 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.00 |
1,251.75 |
1,215.50 |
|
R3 |
1,244.25 |
1,234.00 |
1,210.75 |
|
R2 |
1,226.50 |
1,226.50 |
1,209.00 |
|
R1 |
1,216.25 |
1,216.25 |
1,207.50 |
1,212.50 |
PP |
1,208.75 |
1,208.75 |
1,208.75 |
1,207.00 |
S1 |
1,198.50 |
1,198.50 |
1,204.00 |
1,194.75 |
S2 |
1,191.00 |
1,191.00 |
1,202.50 |
|
S3 |
1,173.25 |
1,180.75 |
1,200.75 |
|
S4 |
1,155.50 |
1,163.00 |
1,196.00 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.50 |
1,334.25 |
1,244.25 |
|
R3 |
1,301.50 |
1,284.25 |
1,230.50 |
|
R2 |
1,251.50 |
1,251.50 |
1,226.00 |
|
R1 |
1,234.25 |
1,234.25 |
1,221.25 |
1,243.00 |
PP |
1,201.50 |
1,201.50 |
1,201.50 |
1,206.00 |
S1 |
1,184.25 |
1,184.25 |
1,212.25 |
1,193.00 |
S2 |
1,151.50 |
1,151.50 |
1,207.50 |
|
S3 |
1,101.50 |
1,134.25 |
1,203.00 |
|
S4 |
1,051.50 |
1,084.25 |
1,189.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,219.25 |
1,174.75 |
44.50 |
3.7% |
15.50 |
1.3% |
70% |
True |
False |
3,071 |
10 |
1,219.25 |
1,163.00 |
56.25 |
4.7% |
14.75 |
1.2% |
76% |
True |
False |
2,365 |
20 |
1,219.25 |
1,150.50 |
68.75 |
5.7% |
15.25 |
1.3% |
80% |
True |
False |
1,817 |
40 |
1,219.25 |
1,104.50 |
114.75 |
9.5% |
15.25 |
1.3% |
88% |
True |
False |
1,357 |
60 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
15.75 |
1.3% |
93% |
True |
False |
918 |
80 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
16.00 |
1.3% |
93% |
True |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.75 |
2.618 |
1,265.75 |
1.618 |
1,248.00 |
1.000 |
1,237.00 |
0.618 |
1,230.25 |
HIGH |
1,219.25 |
0.618 |
1,212.50 |
0.500 |
1,210.50 |
0.382 |
1,208.25 |
LOW |
1,201.50 |
0.618 |
1,190.50 |
1.000 |
1,183.75 |
1.618 |
1,172.75 |
2.618 |
1,155.00 |
4.250 |
1,126.00 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,210.50 |
1,210.50 |
PP |
1,208.75 |
1,208.75 |
S1 |
1,207.25 |
1,207.25 |
|