Trading Metrics calculated at close of trading on 16-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,189.50 |
1,189.25 |
-0.25 |
0.0% |
1,215.50 |
High |
1,200.25 |
1,189.25 |
-11.00 |
-0.9% |
1,219.25 |
Low |
1,187.75 |
1,165.75 |
-22.00 |
-1.9% |
1,186.75 |
Close |
1,190.75 |
1,169.50 |
-21.25 |
-1.8% |
1,190.25 |
Range |
12.50 |
23.50 |
11.00 |
88.0% |
32.50 |
ATR |
14.97 |
15.69 |
0.72 |
4.8% |
0.00 |
Volume |
4,180 |
797 |
-3,383 |
-80.9% |
17,753 |
|
Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.25 |
1,231.00 |
1,182.50 |
|
R3 |
1,221.75 |
1,207.50 |
1,176.00 |
|
R2 |
1,198.25 |
1,198.25 |
1,173.75 |
|
R1 |
1,184.00 |
1,184.00 |
1,171.75 |
1,179.50 |
PP |
1,174.75 |
1,174.75 |
1,174.75 |
1,172.50 |
S1 |
1,160.50 |
1,160.50 |
1,167.25 |
1,156.00 |
S2 |
1,151.25 |
1,151.25 |
1,165.25 |
|
S3 |
1,127.75 |
1,137.00 |
1,163.00 |
|
S4 |
1,104.25 |
1,113.50 |
1,156.50 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.25 |
1,275.75 |
1,208.00 |
|
R3 |
1,263.75 |
1,243.25 |
1,199.25 |
|
R2 |
1,231.25 |
1,231.25 |
1,196.25 |
|
R1 |
1,210.75 |
1,210.75 |
1,193.25 |
1,204.75 |
PP |
1,198.75 |
1,198.75 |
1,198.75 |
1,195.75 |
S1 |
1,178.25 |
1,178.25 |
1,187.25 |
1,172.25 |
S2 |
1,166.25 |
1,166.25 |
1,184.25 |
|
S3 |
1,133.75 |
1,145.75 |
1,181.25 |
|
S4 |
1,101.25 |
1,113.25 |
1,172.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,211.50 |
1,165.75 |
45.75 |
3.9% |
16.25 |
1.4% |
8% |
False |
True |
2,564 |
10 |
1,219.25 |
1,165.75 |
53.50 |
4.6% |
15.75 |
1.4% |
7% |
False |
True |
2,817 |
20 |
1,219.25 |
1,155.50 |
63.75 |
5.5% |
14.75 |
1.3% |
22% |
False |
False |
2,057 |
40 |
1,219.25 |
1,112.75 |
106.50 |
9.1% |
15.50 |
1.3% |
53% |
False |
False |
1,555 |
60 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.75 |
1.3% |
74% |
False |
False |
1,130 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.50 |
1.3% |
74% |
False |
False |
853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.00 |
2.618 |
1,250.75 |
1.618 |
1,227.25 |
1.000 |
1,212.75 |
0.618 |
1,203.75 |
HIGH |
1,189.25 |
0.618 |
1,180.25 |
0.500 |
1,177.50 |
0.382 |
1,174.75 |
LOW |
1,165.75 |
0.618 |
1,151.25 |
1.000 |
1,142.25 |
1.618 |
1,127.75 |
2.618 |
1,104.25 |
4.250 |
1,066.00 |
|
|
Fisher Pivots for day following 16-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,177.50 |
1,186.00 |
PP |
1,174.75 |
1,180.50 |
S1 |
1,172.25 |
1,175.00 |
|