Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,439.54 |
11,403.59 |
-35.95 |
-0.3% |
11,120.30 |
High |
11,439.61 |
11,421.14 |
-18.47 |
-0.2% |
11,451.53 |
Low |
11,362.53 |
11,303.19 |
-59.34 |
-0.5% |
11,062.33 |
Close |
11,406.84 |
11,346.75 |
-60.09 |
-0.5% |
11,444.08 |
Range |
77.08 |
117.95 |
40.87 |
53.0% |
389.20 |
ATR |
121.91 |
121.62 |
-0.28 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,710.88 |
11,646.76 |
11,411.62 |
|
R3 |
11,592.93 |
11,528.81 |
11,379.19 |
|
R2 |
11,474.98 |
11,474.98 |
11,368.37 |
|
R1 |
11,410.86 |
11,410.86 |
11,357.56 |
11,383.95 |
PP |
11,357.03 |
11,357.03 |
11,357.03 |
11,343.57 |
S1 |
11,292.91 |
11,292.91 |
11,335.94 |
11,266.00 |
S2 |
11,239.08 |
11,239.08 |
11,325.13 |
|
S3 |
11,121.13 |
11,174.96 |
11,314.31 |
|
S4 |
11,003.18 |
11,057.01 |
11,281.88 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,486.91 |
12,354.70 |
11,658.14 |
|
R3 |
12,097.71 |
11,965.50 |
11,551.11 |
|
R2 |
11,708.51 |
11,708.51 |
11,515.43 |
|
R1 |
11,576.30 |
11,576.30 |
11,479.76 |
11,642.41 |
PP |
11,319.31 |
11,319.31 |
11,319.31 |
11,352.37 |
S1 |
11,187.10 |
11,187.10 |
11,408.40 |
11,253.21 |
S2 |
10,930.11 |
10,930.11 |
11,372.73 |
|
S3 |
10,540.91 |
10,797.90 |
11,337.05 |
|
S4 |
10,151.71 |
10,408.70 |
11,230.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,451.53 |
11,097.37 |
354.16 |
3.1% |
121.21 |
1.1% |
70% |
False |
False |
|
10 |
11,451.53 |
11,020.82 |
430.71 |
3.8% |
121.18 |
1.1% |
76% |
False |
False |
|
20 |
11,451.53 |
10,917.62 |
533.91 |
4.7% |
124.13 |
1.1% |
80% |
False |
False |
|
40 |
11,451.53 |
10,480.78 |
970.75 |
8.6% |
121.19 |
1.1% |
89% |
False |
False |
|
60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.4% |
127.02 |
1.1% |
93% |
False |
False |
|
80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.4% |
130.62 |
1.2% |
93% |
False |
False |
|
100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
137.84 |
1.2% |
94% |
False |
False |
|
120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.2% |
147.73 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,922.43 |
2.618 |
11,729.93 |
1.618 |
11,611.98 |
1.000 |
11,539.09 |
0.618 |
11,494.03 |
HIGH |
11,421.14 |
0.618 |
11,376.08 |
0.500 |
11,362.17 |
0.382 |
11,348.25 |
LOW |
11,303.19 |
0.618 |
11,230.30 |
1.000 |
11,185.24 |
1.618 |
11,112.35 |
2.618 |
10,994.40 |
4.250 |
10,801.90 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,362.17 |
11,377.36 |
PP |
11,357.03 |
11,367.16 |
S1 |
11,351.89 |
11,356.95 |
|