Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,191.75 |
1,194.50 |
2.75 |
0.2% |
1,189.50 |
High |
1,194.50 |
1,201.00 |
6.50 |
0.5% |
1,200.25 |
Low |
1,182.75 |
1,177.75 |
-5.00 |
-0.4% |
1,165.75 |
Close |
1,193.00 |
1,192.75 |
-0.25 |
0.0% |
1,193.00 |
Range |
11.75 |
23.25 |
11.50 |
97.9% |
34.50 |
ATR |
15.35 |
15.91 |
0.56 |
3.7% |
0.00 |
Volume |
8,802 |
6,421 |
-2,381 |
-27.1% |
21,406 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.25 |
1,249.75 |
1,205.50 |
|
R3 |
1,237.00 |
1,226.50 |
1,199.25 |
|
R2 |
1,213.75 |
1,213.75 |
1,197.00 |
|
R1 |
1,203.25 |
1,203.25 |
1,195.00 |
1,197.00 |
PP |
1,190.50 |
1,190.50 |
1,190.50 |
1,187.25 |
S1 |
1,180.00 |
1,180.00 |
1,190.50 |
1,173.50 |
S2 |
1,167.25 |
1,167.25 |
1,188.50 |
|
S3 |
1,144.00 |
1,156.75 |
1,186.25 |
|
S4 |
1,120.75 |
1,133.50 |
1,180.00 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.75 |
1,276.00 |
1,212.00 |
|
R3 |
1,255.25 |
1,241.50 |
1,202.50 |
|
R2 |
1,220.75 |
1,220.75 |
1,199.25 |
|
R1 |
1,207.00 |
1,207.00 |
1,196.25 |
1,214.00 |
PP |
1,186.25 |
1,186.25 |
1,186.25 |
1,189.75 |
S1 |
1,172.50 |
1,172.50 |
1,189.75 |
1,179.50 |
S2 |
1,151.75 |
1,151.75 |
1,186.75 |
|
S3 |
1,117.25 |
1,138.00 |
1,183.50 |
|
S4 |
1,082.75 |
1,103.50 |
1,174.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,201.00 |
1,165.75 |
35.25 |
3.0% |
17.75 |
1.5% |
77% |
True |
False |
4,729 |
10 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
16.50 |
1.4% |
50% |
False |
False |
4,182 |
20 |
1,219.25 |
1,163.00 |
56.25 |
4.7% |
15.25 |
1.3% |
53% |
False |
False |
3,013 |
40 |
1,219.25 |
1,121.75 |
97.50 |
8.2% |
15.50 |
1.3% |
73% |
False |
False |
2,073 |
60 |
1,219.25 |
1,029.00 |
190.25 |
16.0% |
15.75 |
1.3% |
86% |
False |
False |
1,509 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.50 |
1.3% |
86% |
False |
False |
1,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.75 |
2.618 |
1,261.75 |
1.618 |
1,238.50 |
1.000 |
1,224.25 |
0.618 |
1,215.25 |
HIGH |
1,201.00 |
0.618 |
1,192.00 |
0.500 |
1,189.50 |
0.382 |
1,186.75 |
LOW |
1,177.75 |
0.618 |
1,163.50 |
1.000 |
1,154.50 |
1.618 |
1,140.25 |
2.618 |
1,117.00 |
4.250 |
1,079.00 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,191.50 |
1,190.75 |
PP |
1,190.50 |
1,188.50 |
S1 |
1,189.50 |
1,186.50 |
|