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 |
11,281.28 |
11,194.02 |
-87.26 |
-0.8% |
11,439.54 |
High |
11,283.70 |
11,280.90 |
-2.80 |
0.0% |
11,439.61 |
Low |
11,143.84 |
11,189.10 |
45.26 |
0.4% |
11,143.84 |
Close |
11,192.58 |
11,201.97 |
9.39 |
0.1% |
11,192.58 |
Range |
139.86 |
91.80 |
-48.06 |
-34.4% |
295.77 |
ATR |
122.56 |
120.36 |
-2.20 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,499.39 |
11,442.48 |
11,252.46 |
|
R3 |
11,407.59 |
11,350.68 |
11,227.22 |
|
R2 |
11,315.79 |
11,315.79 |
11,218.80 |
|
R1 |
11,258.88 |
11,258.88 |
11,210.39 |
11,287.34 |
PP |
11,223.99 |
11,223.99 |
11,223.99 |
11,238.22 |
S1 |
11,167.08 |
11,167.08 |
11,193.56 |
11,195.54 |
S2 |
11,132.19 |
11,132.19 |
11,185.14 |
|
S3 |
11,040.39 |
11,075.28 |
11,176.73 |
|
S4 |
10,948.59 |
10,983.48 |
11,151.48 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,145.99 |
11,965.05 |
11,355.25 |
|
R3 |
11,850.22 |
11,669.28 |
11,273.92 |
|
R2 |
11,554.45 |
11,554.45 |
11,246.80 |
|
R1 |
11,373.51 |
11,373.51 |
11,219.69 |
11,316.10 |
PP |
11,258.68 |
11,258.68 |
11,258.68 |
11,229.97 |
S1 |
11,077.74 |
11,077.74 |
11,165.47 |
11,020.33 |
S2 |
10,962.91 |
10,962.91 |
11,138.36 |
|
S3 |
10,667.14 |
10,781.97 |
11,111.24 |
|
S4 |
10,371.37 |
10,486.20 |
11,029.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,421.14 |
11,143.84 |
277.30 |
2.5% |
111.26 |
1.0% |
21% |
False |
False |
|
10 |
11,451.53 |
11,097.37 |
354.16 |
3.2% |
113.87 |
1.0% |
30% |
False |
False |
|
20 |
11,451.53 |
10,917.62 |
533.91 |
4.8% |
123.22 |
1.1% |
53% |
False |
False |
|
40 |
11,451.53 |
10,640.92 |
810.61 |
7.2% |
121.22 |
1.1% |
69% |
False |
False |
|
60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
123.60 |
1.1% |
84% |
False |
False |
|
80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
125.80 |
1.1% |
84% |
False |
False |
|
100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
135.03 |
1.2% |
86% |
False |
False |
|
120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
143.57 |
1.3% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,671.05 |
2.618 |
11,521.23 |
1.618 |
11,429.43 |
1.000 |
11,372.70 |
0.618 |
11,337.63 |
HIGH |
11,280.90 |
0.618 |
11,245.83 |
0.500 |
11,235.00 |
0.382 |
11,224.17 |
LOW |
11,189.10 |
0.618 |
11,132.37 |
1.000 |
11,097.30 |
1.618 |
11,040.57 |
2.618 |
10,948.77 |
4.250 |
10,798.95 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,235.00 |
11,235.31 |
PP |
11,223.99 |
11,224.19 |
S1 |
11,212.98 |
11,213.08 |
|