Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,407.4 |
1,413.1 |
5.7 |
0.4% |
1,397.8 |
High |
1,420.0 |
1,413.1 |
-6.9 |
-0.5% |
1,428.0 |
Low |
1,402.6 |
1,365.5 |
-37.1 |
-2.6% |
1,365.5 |
Close |
1,407.8 |
1,369.7 |
-38.1 |
-2.7% |
1,369.7 |
Range |
17.4 |
47.6 |
30.2 |
173.6% |
62.5 |
ATR |
22.7 |
24.5 |
1.8 |
7.8% |
0.0 |
Volume |
3,059 |
2,119 |
-940 |
-30.7% |
14,292 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,525.6 |
1,495.2 |
1,395.9 |
|
R3 |
1,478.0 |
1,447.6 |
1,382.8 |
|
R2 |
1,430.4 |
1,430.4 |
1,378.4 |
|
R1 |
1,400.0 |
1,400.0 |
1,374.1 |
1,391.4 |
PP |
1,382.8 |
1,382.8 |
1,382.8 |
1,378.5 |
S1 |
1,352.4 |
1,352.4 |
1,365.3 |
1,343.8 |
S2 |
1,335.2 |
1,335.2 |
1,361.0 |
|
S3 |
1,287.6 |
1,304.8 |
1,356.6 |
|
S4 |
1,240.0 |
1,257.2 |
1,343.5 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,575.2 |
1,535.0 |
1,404.1 |
|
R3 |
1,512.7 |
1,472.5 |
1,386.9 |
|
R2 |
1,450.2 |
1,450.2 |
1,381.2 |
|
R1 |
1,410.0 |
1,410.0 |
1,375.4 |
1,398.9 |
PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,382.2 |
S1 |
1,347.5 |
1,347.5 |
1,364.0 |
1,336.4 |
S2 |
1,325.2 |
1,325.2 |
1,358.2 |
|
S3 |
1,262.7 |
1,285.0 |
1,352.5 |
|
S4 |
1,200.2 |
1,222.5 |
1,335.3 |
|
|
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 |
1,365.5 |
62.5 |
4.6% |
30.5 |
2.2% |
7% |
False |
True |
2,858 |
10 |
1,428.0 |
1,330.0 |
98.0 |
7.2% |
28.0 |
2.0% |
41% |
False |
False |
2,252 |
20 |
1,428.0 |
1,319.3 |
108.7 |
7.9% |
24.6 |
1.8% |
46% |
False |
False |
2,232 |
40 |
1,428.0 |
1,277.4 |
150.6 |
11.0% |
18.9 |
1.4% |
61% |
False |
False |
1,624 |
60 |
1,428.0 |
1,218.1 |
209.9 |
15.3% |
14.6 |
1.1% |
72% |
False |
False |
1,214 |
80 |
1,428.0 |
1,163.2 |
264.8 |
19.3% |
12.3 |
0.9% |
78% |
False |
False |
998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,615.4 |
2.618 |
1,537.7 |
1.618 |
1,490.1 |
1.000 |
1,460.7 |
0.618 |
1,442.5 |
HIGH |
1,413.1 |
0.618 |
1,394.9 |
0.500 |
1,389.3 |
0.382 |
1,383.7 |
LOW |
1,365.5 |
0.618 |
1,336.1 |
1.000 |
1,317.9 |
1.618 |
1,288.5 |
2.618 |
1,240.9 |
4.250 |
1,163.2 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,389.3 |
1,392.8 |
PP |
1,382.8 |
1,385.1 |
S1 |
1,376.2 |
1,377.4 |
|