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 |
1,189.25 |
1,171.00 |
-18.25 |
-1.5% |
1,215.50 |
High |
1,189.25 |
1,176.75 |
-12.50 |
-1.1% |
1,219.25 |
Low |
1,165.75 |
1,168.50 |
2.75 |
0.2% |
1,186.75 |
Close |
1,169.50 |
1,172.25 |
2.75 |
0.2% |
1,190.25 |
Range |
23.50 |
8.25 |
-15.25 |
-64.9% |
32.50 |
ATR |
15.69 |
15.15 |
-0.53 |
-3.4% |
0.00 |
Volume |
797 |
3,189 |
2,392 |
300.1% |
17,753 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,197.25 |
1,193.00 |
1,176.75 |
|
R3 |
1,189.00 |
1,184.75 |
1,174.50 |
|
R2 |
1,180.75 |
1,180.75 |
1,173.75 |
|
R1 |
1,176.50 |
1,176.50 |
1,173.00 |
1,178.50 |
PP |
1,172.50 |
1,172.50 |
1,172.50 |
1,173.50 |
S1 |
1,168.25 |
1,168.25 |
1,171.50 |
1,170.50 |
S2 |
1,164.25 |
1,164.25 |
1,170.75 |
|
S3 |
1,156.00 |
1,160.00 |
1,170.00 |
|
S4 |
1,147.75 |
1,151.75 |
1,167.75 |
|
|
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 |
1,208.00 |
1,165.75 |
42.25 |
3.6% |
15.00 |
1.3% |
15% |
False |
False |
2,966 |
10 |
1,219.25 |
1,165.75 |
53.50 |
4.6% |
15.00 |
1.3% |
12% |
False |
False |
3,047 |
20 |
1,219.25 |
1,162.25 |
57.00 |
4.9% |
14.25 |
1.2% |
18% |
False |
False |
2,159 |
40 |
1,219.25 |
1,112.75 |
106.50 |
9.1% |
15.50 |
1.3% |
56% |
False |
False |
1,623 |
60 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.75 |
1.3% |
75% |
False |
False |
1,183 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.3% |
15.50 |
1.3% |
75% |
False |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,211.75 |
2.618 |
1,198.25 |
1.618 |
1,190.00 |
1.000 |
1,185.00 |
0.618 |
1,181.75 |
HIGH |
1,176.75 |
0.618 |
1,173.50 |
0.500 |
1,172.50 |
0.382 |
1,171.75 |
LOW |
1,168.50 |
0.618 |
1,163.50 |
1.000 |
1,160.25 |
1.618 |
1,155.25 |
2.618 |
1,147.00 |
4.250 |
1,133.50 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,172.50 |
1,183.00 |
PP |
1,172.50 |
1,179.50 |
S1 |
1,172.50 |
1,175.75 |
|