Trading Metrics calculated at close of trading on 24-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,365.8 |
1,377.1 |
11.3 |
0.8% |
1,371.0 |
High |
1,382.9 |
1,381.0 |
-1.9 |
-0.1% |
1,376.6 |
Low |
1,355.6 |
1,368.7 |
13.1 |
1.0% |
1,329.0 |
Close |
1,377.6 |
1,373.0 |
-4.6 |
-0.3% |
1,352.3 |
Range |
27.3 |
12.3 |
-15.0 |
-54.9% |
47.6 |
ATR |
25.8 |
24.9 |
-1.0 |
-3.7% |
0.0 |
Volume |
220,943 |
169,844 |
-51,099 |
-23.1% |
958,270 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.1 |
1,404.4 |
1,379.8 |
|
R3 |
1,398.8 |
1,392.1 |
1,376.4 |
|
R2 |
1,386.5 |
1,386.5 |
1,375.3 |
|
R1 |
1,379.8 |
1,379.8 |
1,374.1 |
1,377.0 |
PP |
1,374.2 |
1,374.2 |
1,374.2 |
1,372.9 |
S1 |
1,367.5 |
1,367.5 |
1,371.9 |
1,364.7 |
S2 |
1,361.9 |
1,361.9 |
1,370.7 |
|
S3 |
1,349.6 |
1,355.2 |
1,369.6 |
|
S4 |
1,337.3 |
1,342.9 |
1,366.2 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.4 |
1,471.5 |
1,378.5 |
|
R3 |
1,447.8 |
1,423.9 |
1,365.4 |
|
R2 |
1,400.2 |
1,400.2 |
1,361.0 |
|
R1 |
1,376.3 |
1,376.3 |
1,356.7 |
1,364.5 |
PP |
1,352.6 |
1,352.6 |
1,352.6 |
1,346.7 |
S1 |
1,328.7 |
1,328.7 |
1,347.9 |
1,316.9 |
S2 |
1,305.0 |
1,305.0 |
1,343.6 |
|
S3 |
1,257.4 |
1,281.1 |
1,339.2 |
|
S4 |
1,209.8 |
1,233.5 |
1,326.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,382.9 |
1,334.0 |
48.9 |
3.6% |
21.2 |
1.5% |
80% |
False |
False |
177,322 |
10 |
1,417.6 |
1,329.0 |
88.6 |
6.5% |
24.9 |
1.8% |
50% |
False |
False |
195,343 |
20 |
1,424.3 |
1,322.9 |
101.4 |
7.4% |
26.5 |
1.9% |
49% |
False |
False |
194,206 |
40 |
1,424.3 |
1,297.0 |
127.3 |
9.3% |
24.1 |
1.8% |
60% |
False |
False |
173,563 |
60 |
1,424.3 |
1,237.9 |
186.4 |
13.6% |
20.7 |
1.5% |
72% |
False |
False |
150,240 |
80 |
1,424.3 |
1,187.0 |
237.3 |
17.3% |
18.9 |
1.4% |
78% |
False |
False |
133,236 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.3% |
18.6 |
1.4% |
81% |
False |
False |
117,331 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.3% |
18.9 |
1.4% |
81% |
False |
False |
99,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.3 |
2.618 |
1,413.2 |
1.618 |
1,400.9 |
1.000 |
1,393.3 |
0.618 |
1,388.6 |
HIGH |
1,381.0 |
0.618 |
1,376.3 |
0.500 |
1,374.9 |
0.382 |
1,373.4 |
LOW |
1,368.7 |
0.618 |
1,361.1 |
1.000 |
1,356.4 |
1.618 |
1,348.8 |
2.618 |
1,336.5 |
4.250 |
1,316.4 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,374.9 |
1,370.5 |
PP |
1,374.2 |
1,367.9 |
S1 |
1,373.6 |
1,365.4 |
|