Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,362.1 |
1,345.2 |
-16.9 |
-1.2% |
1,400.4 |
High |
1,369.5 |
1,349.9 |
-19.6 |
-1.4% |
1,430.0 |
Low |
1,334.9 |
1,337.8 |
2.9 |
0.2% |
1,367.9 |
Close |
1,344.4 |
1,342.9 |
-1.5 |
-0.1% |
1,371.7 |
Range |
34.6 |
12.1 |
-22.5 |
-65.0% |
62.1 |
ATR |
25.1 |
24.2 |
-0.9 |
-3.7% |
0.0 |
Volume |
2,761 |
1,588 |
-1,173 |
-42.5% |
16,560 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.8 |
1,373.5 |
1,349.6 |
|
R3 |
1,367.7 |
1,361.4 |
1,346.2 |
|
R2 |
1,355.6 |
1,355.6 |
1,345.1 |
|
R1 |
1,349.3 |
1,349.3 |
1,344.0 |
1,346.4 |
PP |
1,343.5 |
1,343.5 |
1,343.5 |
1,342.1 |
S1 |
1,337.2 |
1,337.2 |
1,341.8 |
1,334.3 |
S2 |
1,331.4 |
1,331.4 |
1,340.7 |
|
S3 |
1,319.3 |
1,325.1 |
1,339.6 |
|
S4 |
1,307.2 |
1,313.0 |
1,336.2 |
|
|
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 |
1,423.5 |
1,334.9 |
88.6 |
6.6% |
26.0 |
1.9% |
9% |
False |
False |
2,994 |
10 |
1,430.0 |
1,334.9 |
95.1 |
7.1% |
28.7 |
2.1% |
8% |
False |
False |
3,101 |
20 |
1,430.0 |
1,323.0 |
107.0 |
8.0% |
24.1 |
1.8% |
19% |
False |
False |
2,400 |
40 |
1,430.0 |
1,288.6 |
141.4 |
10.5% |
20.0 |
1.5% |
38% |
False |
False |
1,825 |
60 |
1,430.0 |
1,242.0 |
188.0 |
14.0% |
14.7 |
1.1% |
54% |
False |
False |
1,343 |
80 |
1,430.0 |
1,166.6 |
263.4 |
19.6% |
11.9 |
0.9% |
67% |
False |
False |
1,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.3 |
2.618 |
1,381.6 |
1.618 |
1,369.5 |
1.000 |
1,362.0 |
0.618 |
1,357.4 |
HIGH |
1,349.9 |
0.618 |
1,345.3 |
0.500 |
1,343.9 |
0.382 |
1,342.4 |
LOW |
1,337.8 |
0.618 |
1,330.3 |
1.000 |
1,325.7 |
1.618 |
1,318.2 |
2.618 |
1,306.1 |
4.250 |
1,286.4 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,343.9 |
1,358.3 |
PP |
1,343.5 |
1,353.2 |
S1 |
1,343.2 |
1,348.0 |
|