Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,377.1 |
1,371.2 |
-5.9 |
-0.4% |
1,357.0 |
High |
1,381.0 |
1,374.9 |
-6.1 |
-0.4% |
1,382.9 |
Low |
1,368.7 |
1,350.1 |
-18.6 |
-1.4% |
1,347.9 |
Close |
1,373.0 |
1,362.4 |
-10.6 |
-0.8% |
1,362.4 |
Range |
12.3 |
24.8 |
12.5 |
101.6% |
35.0 |
ATR |
24.9 |
24.9 |
0.0 |
0.0% |
0.0 |
Volume |
169,844 |
131,213 |
-38,631 |
-22.7% |
681,984 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.9 |
1,424.4 |
1,376.0 |
|
R3 |
1,412.1 |
1,399.6 |
1,369.2 |
|
R2 |
1,387.3 |
1,387.3 |
1,366.9 |
|
R1 |
1,374.8 |
1,374.8 |
1,364.7 |
1,368.7 |
PP |
1,362.5 |
1,362.5 |
1,362.5 |
1,359.4 |
S1 |
1,350.0 |
1,350.0 |
1,360.1 |
1,343.9 |
S2 |
1,337.7 |
1,337.7 |
1,357.9 |
|
S3 |
1,312.9 |
1,325.2 |
1,355.6 |
|
S4 |
1,288.1 |
1,300.4 |
1,348.8 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.4 |
1,450.9 |
1,381.7 |
|
R3 |
1,434.4 |
1,415.9 |
1,372.0 |
|
R2 |
1,399.4 |
1,399.4 |
1,368.8 |
|
R1 |
1,380.9 |
1,380.9 |
1,365.6 |
1,390.2 |
PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,369.0 |
S1 |
1,345.9 |
1,345.9 |
1,359.2 |
1,355.2 |
S2 |
1,329.4 |
1,329.4 |
1,356.0 |
|
S3 |
1,294.4 |
1,310.9 |
1,352.8 |
|
S4 |
1,259.4 |
1,275.9 |
1,343.2 |
|
|
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 |
1,341.0 |
41.9 |
3.1% |
21.2 |
1.6% |
51% |
False |
False |
167,886 |
10 |
1,410.0 |
1,329.0 |
81.0 |
5.9% |
25.3 |
1.9% |
41% |
False |
False |
192,111 |
20 |
1,424.3 |
1,325.5 |
98.8 |
7.3% |
26.6 |
1.9% |
37% |
False |
False |
193,787 |
40 |
1,424.3 |
1,307.3 |
117.0 |
8.6% |
24.2 |
1.8% |
47% |
False |
False |
173,085 |
60 |
1,424.3 |
1,237.9 |
186.4 |
13.7% |
20.9 |
1.5% |
67% |
False |
False |
150,816 |
80 |
1,424.3 |
1,192.0 |
232.3 |
17.1% |
19.0 |
1.4% |
73% |
False |
False |
133,620 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.5% |
18.7 |
1.4% |
77% |
False |
False |
118,549 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.5% |
18.9 |
1.4% |
77% |
False |
False |
100,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,480.3 |
2.618 |
1,439.8 |
1.618 |
1,415.0 |
1.000 |
1,399.7 |
0.618 |
1,390.2 |
HIGH |
1,374.9 |
0.618 |
1,365.4 |
0.500 |
1,362.5 |
0.382 |
1,359.6 |
LOW |
1,350.1 |
0.618 |
1,334.8 |
1.000 |
1,325.3 |
1.618 |
1,310.0 |
2.618 |
1,285.2 |
4.250 |
1,244.7 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,362.5 |
1,366.5 |
PP |
1,362.5 |
1,365.1 |
S1 |
1,362.4 |
1,363.8 |
|