Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,171.00 |
1,172.00 |
1.00 |
0.1% |
1,215.50 |
High |
1,176.75 |
1,193.75 |
17.00 |
1.4% |
1,219.25 |
Low |
1,168.50 |
1,172.00 |
3.50 |
0.3% |
1,186.75 |
Close |
1,172.25 |
1,192.50 |
20.25 |
1.7% |
1,190.25 |
Range |
8.25 |
21.75 |
13.50 |
163.6% |
32.50 |
ATR |
15.15 |
15.63 |
0.47 |
3.1% |
0.00 |
Volume |
3,189 |
4,438 |
1,249 |
39.2% |
17,753 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,251.25 |
1,243.75 |
1,204.50 |
|
R3 |
1,229.50 |
1,222.00 |
1,198.50 |
|
R2 |
1,207.75 |
1,207.75 |
1,196.50 |
|
R1 |
1,200.25 |
1,200.25 |
1,194.50 |
1,204.00 |
PP |
1,186.00 |
1,186.00 |
1,186.00 |
1,188.00 |
S1 |
1,178.50 |
1,178.50 |
1,190.50 |
1,182.25 |
S2 |
1,164.25 |
1,164.25 |
1,188.50 |
|
S3 |
1,142.50 |
1,156.75 |
1,186.50 |
|
S4 |
1,120.75 |
1,135.00 |
1,180.50 |
|
|
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 |
1,206.25 |
1,165.75 |
40.50 |
3.4% |
17.00 |
1.4% |
66% |
False |
False |
3,174 |
10 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
14.75 |
1.2% |
50% |
False |
False |
3,411 |
20 |
1,219.25 |
1,163.00 |
56.25 |
4.7% |
14.50 |
1.2% |
52% |
False |
False |
2,350 |
40 |
1,219.25 |
1,113.75 |
105.50 |
8.8% |
15.50 |
1.3% |
75% |
False |
False |
1,724 |
60 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.75 |
1.3% |
86% |
False |
False |
1,257 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.50 |
1.3% |
86% |
False |
False |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.25 |
2.618 |
1,250.75 |
1.618 |
1,229.00 |
1.000 |
1,215.50 |
0.618 |
1,207.25 |
HIGH |
1,193.75 |
0.618 |
1,185.50 |
0.500 |
1,183.00 |
0.382 |
1,180.25 |
LOW |
1,172.00 |
0.618 |
1,158.50 |
1.000 |
1,150.25 |
1.618 |
1,136.75 |
2.618 |
1,115.00 |
4.250 |
1,079.50 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,189.25 |
1,188.25 |
PP |
1,186.00 |
1,184.00 |
S1 |
1,183.00 |
1,179.75 |
|