Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,415.8 |
1,376.0 |
-39.8 |
-2.8% |
1,400.4 |
High |
1,415.8 |
1,381.7 |
-34.1 |
-2.4% |
1,430.0 |
Low |
1,367.9 |
1,365.0 |
-2.9 |
-0.2% |
1,367.9 |
Close |
1,371.7 |
1,374.7 |
3.0 |
0.2% |
1,371.7 |
Range |
47.9 |
16.7 |
-31.2 |
-65.1% |
62.1 |
ATR |
24.5 |
24.0 |
-0.6 |
-2.3% |
0.0 |
Volume |
2,909 |
3,594 |
685 |
23.5% |
16,560 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.9 |
1,416.0 |
1,383.9 |
|
R3 |
1,407.2 |
1,399.3 |
1,379.3 |
|
R2 |
1,390.5 |
1,390.5 |
1,377.8 |
|
R1 |
1,382.6 |
1,382.6 |
1,376.2 |
1,378.2 |
PP |
1,373.8 |
1,373.8 |
1,373.8 |
1,371.6 |
S1 |
1,365.9 |
1,365.9 |
1,373.2 |
1,361.5 |
S2 |
1,357.1 |
1,357.1 |
1,371.6 |
|
S3 |
1,340.4 |
1,349.2 |
1,370.1 |
|
S4 |
1,323.7 |
1,332.5 |
1,365.5 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.2 |
1,536.0 |
1,405.9 |
|
R3 |
1,514.1 |
1,473.9 |
1,388.8 |
|
R2 |
1,452.0 |
1,452.0 |
1,383.1 |
|
R1 |
1,411.8 |
1,411.8 |
1,377.4 |
1,400.9 |
PP |
1,389.9 |
1,389.9 |
1,389.9 |
1,384.4 |
S1 |
1,349.7 |
1,349.7 |
1,366.0 |
1,338.8 |
S2 |
1,327.8 |
1,327.8 |
1,360.3 |
|
S3 |
1,265.7 |
1,287.6 |
1,354.6 |
|
S4 |
1,203.6 |
1,225.5 |
1,337.5 |
|
|
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 |
1,365.0 |
65.0 |
4.7% |
29.7 |
2.2% |
15% |
False |
True |
3,427 |
10 |
1,430.0 |
1,332.8 |
97.2 |
7.1% |
28.5 |
2.1% |
43% |
False |
False |
3,062 |
20 |
1,430.0 |
1,323.0 |
107.0 |
7.8% |
24.4 |
1.8% |
48% |
False |
False |
2,306 |
40 |
1,430.0 |
1,278.2 |
151.8 |
11.0% |
19.5 |
1.4% |
64% |
False |
False |
1,758 |
60 |
1,430.0 |
1,216.2 |
213.8 |
15.6% |
14.3 |
1.0% |
74% |
False |
False |
1,283 |
80 |
1,430.0 |
1,166.2 |
263.8 |
19.2% |
11.8 |
0.9% |
79% |
False |
False |
1,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.7 |
2.618 |
1,425.4 |
1.618 |
1,408.7 |
1.000 |
1,398.4 |
0.618 |
1,392.0 |
HIGH |
1,381.7 |
0.618 |
1,375.3 |
0.500 |
1,373.4 |
0.382 |
1,371.4 |
LOW |
1,365.0 |
0.618 |
1,354.7 |
1.000 |
1,348.3 |
1.618 |
1,338.0 |
2.618 |
1,321.3 |
4.250 |
1,294.0 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,374.3 |
1,394.3 |
PP |
1,373.8 |
1,387.7 |
S1 |
1,373.4 |
1,381.2 |
|