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 |
2,175.25 |
2,175.25 |
0.00 |
0.0% |
2,125.00 |
High |
2,187.25 |
2,175.50 |
-11.75 |
-0.5% |
2,191.00 |
Low |
2,160.00 |
2,142.25 |
-17.75 |
-0.8% |
2,115.00 |
Close |
2,174.50 |
2,172.50 |
-2.00 |
-0.1% |
2,184.75 |
Range |
27.25 |
33.25 |
6.00 |
22.0% |
76.00 |
ATR |
28.89 |
29.20 |
0.31 |
1.1% |
0.00 |
Volume |
297,588 |
316,764 |
19,176 |
6.4% |
1,445,961 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,263.25 |
2,251.00 |
2,190.75 |
|
R3 |
2,230.00 |
2,217.75 |
2,181.75 |
|
R2 |
2,196.75 |
2,196.75 |
2,178.50 |
|
R1 |
2,184.50 |
2,184.50 |
2,175.50 |
2,174.00 |
PP |
2,163.50 |
2,163.50 |
2,163.50 |
2,158.00 |
S1 |
2,151.25 |
2,151.25 |
2,169.50 |
2,140.75 |
S2 |
2,130.25 |
2,130.25 |
2,166.50 |
|
S3 |
2,097.00 |
2,118.00 |
2,163.25 |
|
S4 |
2,063.75 |
2,084.75 |
2,154.25 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,391.50 |
2,364.25 |
2,226.50 |
|
R3 |
2,315.50 |
2,288.25 |
2,205.75 |
|
R2 |
2,239.50 |
2,239.50 |
2,198.75 |
|
R1 |
2,212.25 |
2,212.25 |
2,191.75 |
2,226.00 |
PP |
2,163.50 |
2,163.50 |
2,163.50 |
2,170.50 |
S1 |
2,136.25 |
2,136.25 |
2,177.75 |
2,150.00 |
S2 |
2,087.50 |
2,087.50 |
2,170.75 |
|
S3 |
2,011.50 |
2,060.25 |
2,163.75 |
|
S4 |
1,935.50 |
1,984.25 |
2,143.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,198.00 |
2,142.25 |
55.75 |
2.6% |
25.00 |
1.1% |
54% |
False |
True |
268,837 |
10 |
2,198.00 |
2,115.00 |
83.00 |
3.8% |
26.75 |
1.2% |
69% |
False |
False |
276,287 |
20 |
2,198.00 |
2,051.50 |
146.50 |
6.7% |
29.00 |
1.3% |
83% |
False |
False |
288,021 |
40 |
2,198.00 |
1,942.50 |
255.50 |
11.8% |
31.25 |
1.4% |
90% |
False |
False |
302,459 |
60 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
31.75 |
1.5% |
94% |
False |
False |
231,891 |
80 |
2,198.00 |
1,741.00 |
457.00 |
21.0% |
31.75 |
1.5% |
94% |
False |
False |
173,954 |
100 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
33.75 |
1.5% |
95% |
False |
False |
139,187 |
120 |
2,198.00 |
1,696.25 |
501.75 |
23.1% |
33.50 |
1.5% |
95% |
False |
False |
115,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,316.75 |
2.618 |
2,262.50 |
1.618 |
2,229.25 |
1.000 |
2,208.75 |
0.618 |
2,196.00 |
HIGH |
2,175.50 |
0.618 |
2,162.75 |
0.500 |
2,159.00 |
0.382 |
2,155.00 |
LOW |
2,142.25 |
0.618 |
2,121.75 |
1.000 |
2,109.00 |
1.618 |
2,088.50 |
2.618 |
2,055.25 |
4.250 |
2,001.00 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
2,168.00 |
2,171.75 |
PP |
2,163.50 |
2,171.00 |
S1 |
2,159.00 |
2,170.00 |
|