Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,397.0 |
1,407.4 |
10.4 |
0.7% |
1,367.3 |
High |
1,413.0 |
1,420.0 |
7.0 |
0.5% |
1,401.8 |
Low |
1,388.2 |
1,402.6 |
14.4 |
1.0% |
1,330.0 |
Close |
1,403.7 |
1,407.8 |
4.1 |
0.3% |
1,401.7 |
Range |
24.8 |
17.4 |
-7.4 |
-29.8% |
71.8 |
ATR |
23.2 |
22.7 |
-0.4 |
-1.8% |
0.0 |
Volume |
2,824 |
3,059 |
235 |
8.3% |
8,235 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.3 |
1,452.5 |
1,417.4 |
|
R3 |
1,444.9 |
1,435.1 |
1,412.6 |
|
R2 |
1,427.5 |
1,427.5 |
1,411.0 |
|
R1 |
1,417.7 |
1,417.7 |
1,409.4 |
1,422.6 |
PP |
1,410.1 |
1,410.1 |
1,410.1 |
1,412.6 |
S1 |
1,400.3 |
1,400.3 |
1,406.2 |
1,405.2 |
S2 |
1,392.7 |
1,392.7 |
1,404.6 |
|
S3 |
1,375.3 |
1,382.9 |
1,403.0 |
|
S4 |
1,357.9 |
1,365.5 |
1,398.2 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.2 |
1,569.3 |
1,441.2 |
|
R3 |
1,521.4 |
1,497.5 |
1,421.4 |
|
R2 |
1,449.6 |
1,449.6 |
1,414.9 |
|
R1 |
1,425.7 |
1,425.7 |
1,408.3 |
1,437.7 |
PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,383.8 |
S1 |
1,353.9 |
1,353.9 |
1,395.1 |
1,365.9 |
S2 |
1,306.0 |
1,306.0 |
1,388.5 |
|
S3 |
1,234.2 |
1,282.1 |
1,382.0 |
|
S4 |
1,162.4 |
1,210.3 |
1,362.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,428.0 |
1,378.7 |
49.3 |
3.5% |
25.6 |
1.8% |
59% |
False |
False |
2,910 |
10 |
1,428.0 |
1,330.0 |
98.0 |
7.0% |
25.5 |
1.8% |
79% |
False |
False |
2,149 |
20 |
1,428.0 |
1,319.3 |
108.7 |
7.7% |
23.1 |
1.6% |
81% |
False |
False |
2,336 |
40 |
1,428.0 |
1,277.3 |
150.7 |
10.7% |
18.0 |
1.3% |
87% |
False |
False |
1,605 |
60 |
1,428.0 |
1,218.1 |
209.9 |
14.9% |
13.9 |
1.0% |
90% |
False |
False |
1,182 |
80 |
1,428.0 |
1,163.2 |
264.8 |
18.8% |
11.7 |
0.8% |
92% |
False |
False |
983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.0 |
2.618 |
1,465.6 |
1.618 |
1,448.2 |
1.000 |
1,437.4 |
0.618 |
1,430.8 |
HIGH |
1,420.0 |
0.618 |
1,413.4 |
0.500 |
1,411.3 |
0.382 |
1,409.2 |
LOW |
1,402.6 |
0.618 |
1,391.8 |
1.000 |
1,385.2 |
1.618 |
1,374.4 |
2.618 |
1,357.0 |
4.250 |
1,328.7 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,411.3 |
1,408.0 |
PP |
1,410.1 |
1,407.9 |
S1 |
1,409.0 |
1,407.9 |
|