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 |
1,400.1 |
1,408.4 |
8.3 |
0.6% |
1,365.7 |
High |
1,416.1 |
1,423.5 |
7.4 |
0.5% |
1,404.0 |
Low |
1,390.4 |
1,404.8 |
14.4 |
1.0% |
1,332.8 |
Close |
1,405.8 |
1,410.0 |
4.2 |
0.3% |
1,403.5 |
Range |
25.7 |
18.7 |
-7.0 |
-27.2% |
71.2 |
ATR |
23.1 |
22.8 |
-0.3 |
-1.4% |
0.0 |
Volume |
3,495 |
4,118 |
623 |
17.8% |
12,559 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.9 |
1,458.1 |
1,420.3 |
|
R3 |
1,450.2 |
1,439.4 |
1,415.1 |
|
R2 |
1,431.5 |
1,431.5 |
1,413.4 |
|
R1 |
1,420.7 |
1,420.7 |
1,411.7 |
1,426.1 |
PP |
1,412.8 |
1,412.8 |
1,412.8 |
1,415.5 |
S1 |
1,402.0 |
1,402.0 |
1,408.3 |
1,407.4 |
S2 |
1,394.1 |
1,394.1 |
1,406.6 |
|
S3 |
1,375.4 |
1,383.3 |
1,404.9 |
|
S4 |
1,356.7 |
1,364.6 |
1,399.7 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.7 |
1,569.8 |
1,442.7 |
|
R3 |
1,522.5 |
1,498.6 |
1,423.1 |
|
R2 |
1,451.3 |
1,451.3 |
1,416.6 |
|
R1 |
1,427.4 |
1,427.4 |
1,410.0 |
1,439.4 |
PP |
1,380.1 |
1,380.1 |
1,380.1 |
1,386.1 |
S1 |
1,356.2 |
1,356.2 |
1,397.0 |
1,368.2 |
S2 |
1,308.9 |
1,308.9 |
1,390.4 |
|
S3 |
1,237.7 |
1,285.0 |
1,383.9 |
|
S4 |
1,166.5 |
1,213.8 |
1,364.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,430.0 |
1,380.0 |
50.0 |
3.5% |
25.8 |
1.8% |
60% |
False |
False |
3,333 |
10 |
1,430.0 |
1,332.8 |
97.2 |
6.9% |
25.8 |
1.8% |
79% |
False |
False |
2,766 |
20 |
1,430.0 |
1,323.0 |
107.0 |
7.6% |
23.1 |
1.6% |
81% |
False |
False |
2,300 |
40 |
1,430.0 |
1,278.2 |
151.8 |
10.8% |
18.2 |
1.3% |
87% |
False |
False |
1,633 |
60 |
1,430.0 |
1,216.2 |
213.8 |
15.2% |
13.2 |
0.9% |
91% |
False |
False |
1,184 |
80 |
1,430.0 |
1,166.2 |
263.8 |
18.7% |
11.2 |
0.8% |
92% |
False |
False |
1,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.0 |
2.618 |
1,472.5 |
1.618 |
1,453.8 |
1.000 |
1,442.2 |
0.618 |
1,435.1 |
HIGH |
1,423.5 |
0.618 |
1,416.4 |
0.500 |
1,414.2 |
0.382 |
1,411.9 |
LOW |
1,404.8 |
0.618 |
1,393.2 |
1.000 |
1,386.1 |
1.618 |
1,374.5 |
2.618 |
1,355.8 |
4.250 |
1,325.3 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,414.2 |
1,410.2 |
PP |
1,412.8 |
1,410.1 |
S1 |
1,411.4 |
1,410.1 |
|