Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
5,697.0 |
5,774.5 |
77.5 |
1.4% |
5,790.5 |
High |
5,800.0 |
5,780.5 |
-19.5 |
-0.3% |
5,829.0 |
Low |
5,697.0 |
5,681.5 |
-15.5 |
-0.3% |
5,648.0 |
Close |
5,761.5 |
5,725.0 |
-36.5 |
-0.6% |
5,725.0 |
Range |
103.0 |
99.0 |
-4.0 |
-3.9% |
181.0 |
ATR |
83.7 |
84.8 |
1.1 |
1.3% |
0.0 |
Volume |
94,806 |
111,538 |
16,732 |
17.6% |
519,274 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,026.0 |
5,974.5 |
5,779.5 |
|
R3 |
5,927.0 |
5,875.5 |
5,752.0 |
|
R2 |
5,828.0 |
5,828.0 |
5,743.0 |
|
R1 |
5,776.5 |
5,776.5 |
5,734.0 |
5,753.0 |
PP |
5,729.0 |
5,729.0 |
5,729.0 |
5,717.0 |
S1 |
5,677.5 |
5,677.5 |
5,716.0 |
5,654.0 |
S2 |
5,630.0 |
5,630.0 |
5,707.0 |
|
S3 |
5,531.0 |
5,578.5 |
5,698.0 |
|
S4 |
5,432.0 |
5,479.5 |
5,670.5 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,277.0 |
6,182.0 |
5,824.5 |
|
R3 |
6,096.0 |
6,001.0 |
5,775.0 |
|
R2 |
5,915.0 |
5,915.0 |
5,758.0 |
|
R1 |
5,820.0 |
5,820.0 |
5,741.5 |
5,777.0 |
PP |
5,734.0 |
5,734.0 |
5,734.0 |
5,712.5 |
S1 |
5,639.0 |
5,639.0 |
5,708.5 |
5,596.0 |
S2 |
5,553.0 |
5,553.0 |
5,692.0 |
|
S3 |
5,372.0 |
5,458.0 |
5,675.0 |
|
S4 |
5,191.0 |
5,277.0 |
5,625.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,829.0 |
5,648.0 |
181.0 |
3.2% |
98.0 |
1.7% |
43% |
False |
False |
103,854 |
10 |
5,892.5 |
5,648.0 |
244.5 |
4.3% |
85.5 |
1.5% |
31% |
False |
False |
101,324 |
20 |
5,892.5 |
5,612.5 |
280.0 |
4.9% |
78.5 |
1.4% |
40% |
False |
False |
99,074 |
40 |
5,892.5 |
5,482.0 |
410.5 |
7.2% |
78.5 |
1.4% |
59% |
False |
False |
98,997 |
60 |
5,892.5 |
5,096.0 |
796.5 |
13.9% |
78.0 |
1.4% |
79% |
False |
False |
90,474 |
80 |
5,892.5 |
5,050.0 |
842.5 |
14.7% |
70.0 |
1.2% |
80% |
False |
False |
67,907 |
100 |
5,892.5 |
4,747.0 |
1,145.5 |
20.0% |
69.0 |
1.2% |
85% |
False |
False |
54,340 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
20.1% |
70.0 |
1.2% |
85% |
False |
False |
45,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,201.0 |
2.618 |
6,039.5 |
1.618 |
5,940.5 |
1.000 |
5,879.5 |
0.618 |
5,841.5 |
HIGH |
5,780.5 |
0.618 |
5,742.5 |
0.500 |
5,731.0 |
0.382 |
5,719.5 |
LOW |
5,681.5 |
0.618 |
5,620.5 |
1.000 |
5,582.5 |
1.618 |
5,521.5 |
2.618 |
5,422.5 |
4.250 |
5,261.0 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,731.0 |
5,726.0 |
PP |
5,729.0 |
5,725.5 |
S1 |
5,727.0 |
5,725.0 |
|