Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,017.83 |
11,010.49 |
-7.34 |
-0.1% |
11,439.54 |
High |
11,042.16 |
11,199.69 |
157.53 |
1.4% |
11,439.61 |
Low |
10,990.81 |
11,010.34 |
19.53 |
0.2% |
11,143.84 |
Close |
11,007.88 |
11,181.23 |
173.35 |
1.6% |
11,192.58 |
Range |
51.35 |
189.35 |
138.00 |
268.7% |
295.77 |
ATR |
122.24 |
127.21 |
4.97 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,698.47 |
11,629.20 |
11,285.37 |
|
R3 |
11,509.12 |
11,439.85 |
11,233.30 |
|
R2 |
11,319.77 |
11,319.77 |
11,215.94 |
|
R1 |
11,250.50 |
11,250.50 |
11,198.59 |
11,285.14 |
PP |
11,130.42 |
11,130.42 |
11,130.42 |
11,147.74 |
S1 |
11,061.15 |
11,061.15 |
11,163.87 |
11,095.79 |
S2 |
10,941.07 |
10,941.07 |
11,146.52 |
|
S3 |
10,751.72 |
10,871.80 |
11,129.16 |
|
S4 |
10,562.37 |
10,682.45 |
11,077.09 |
|
|
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 |
11,283.70 |
10,978.93 |
304.77 |
2.7% |
137.63 |
1.2% |
66% |
False |
False |
|
10 |
11,451.53 |
10,978.93 |
472.60 |
4.2% |
114.79 |
1.0% |
43% |
False |
False |
|
20 |
11,451.53 |
10,978.93 |
472.60 |
4.2% |
118.48 |
1.1% |
43% |
False |
False |
|
40 |
11,451.53 |
10,664.31 |
787.22 |
7.0% |
124.29 |
1.1% |
66% |
False |
False |
|
60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
123.28 |
1.1% |
82% |
False |
False |
|
80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.5% |
127.99 |
1.1% |
82% |
False |
False |
|
100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
134.14 |
1.2% |
85% |
False |
False |
|
120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.4% |
141.88 |
1.3% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,004.43 |
2.618 |
11,695.41 |
1.618 |
11,506.06 |
1.000 |
11,389.04 |
0.618 |
11,316.71 |
HIGH |
11,199.69 |
0.618 |
11,127.36 |
0.500 |
11,105.02 |
0.382 |
11,082.67 |
LOW |
11,010.34 |
0.618 |
10,893.32 |
1.000 |
10,820.99 |
1.618 |
10,703.97 |
2.618 |
10,514.62 |
4.250 |
10,205.60 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,155.83 |
11,150.59 |
PP |
11,130.42 |
11,119.95 |
S1 |
11,105.02 |
11,089.31 |
|