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 |
1,212.75 |
1,204.50 |
-8.25 |
-0.7% |
1,177.00 |
High |
1,219.25 |
1,211.50 |
-7.75 |
-0.6% |
1,219.00 |
Low |
1,201.50 |
1,197.00 |
-4.50 |
-0.4% |
1,169.00 |
Close |
1,205.75 |
1,209.00 |
3.25 |
0.3% |
1,216.75 |
Range |
17.75 |
14.50 |
-3.25 |
-18.3% |
50.00 |
ATR |
15.08 |
15.04 |
-0.04 |
-0.3% |
0.00 |
Volume |
6,157 |
1,175 |
-4,982 |
-80.9% |
9,494 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.25 |
1,243.75 |
1,217.00 |
|
R3 |
1,234.75 |
1,229.25 |
1,213.00 |
|
R2 |
1,220.25 |
1,220.25 |
1,211.75 |
|
R1 |
1,214.75 |
1,214.75 |
1,210.25 |
1,217.50 |
PP |
1,205.75 |
1,205.75 |
1,205.75 |
1,207.25 |
S1 |
1,200.25 |
1,200.25 |
1,207.75 |
1,203.00 |
S2 |
1,191.25 |
1,191.25 |
1,206.25 |
|
S3 |
1,176.75 |
1,185.75 |
1,205.00 |
|
S4 |
1,162.25 |
1,171.25 |
1,201.00 |
|
|
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 |
1,190.50 |
28.75 |
2.4% |
14.75 |
1.2% |
64% |
False |
False |
3,129 |
10 |
1,219.25 |
1,167.25 |
52.00 |
4.3% |
14.50 |
1.2% |
80% |
False |
False |
2,440 |
20 |
1,219.25 |
1,150.50 |
68.75 |
5.7% |
15.25 |
1.3% |
85% |
False |
False |
1,821 |
40 |
1,219.25 |
1,108.00 |
111.25 |
9.2% |
15.50 |
1.3% |
91% |
False |
False |
1,377 |
60 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
15.75 |
1.3% |
95% |
False |
False |
937 |
80 |
1,219.25 |
1,028.25 |
191.00 |
15.8% |
15.75 |
1.3% |
95% |
False |
False |
708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.00 |
2.618 |
1,249.50 |
1.618 |
1,235.00 |
1.000 |
1,226.00 |
0.618 |
1,220.50 |
HIGH |
1,211.50 |
0.618 |
1,206.00 |
0.500 |
1,204.25 |
0.382 |
1,202.50 |
LOW |
1,197.00 |
0.618 |
1,188.00 |
1.000 |
1,182.50 |
1.618 |
1,173.50 |
2.618 |
1,159.00 |
4.250 |
1,135.50 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,207.50 |
1,208.75 |
PP |
1,205.75 |
1,208.50 |
S1 |
1,204.25 |
1,208.00 |
|