Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,371.2 |
1,364.0 |
-7.2 |
-0.5% |
1,357.0 |
High |
1,374.9 |
1,369.3 |
-5.6 |
-0.4% |
1,382.9 |
Low |
1,350.1 |
1,352.6 |
2.5 |
0.2% |
1,347.9 |
Close |
1,362.4 |
1,366.0 |
3.6 |
0.3% |
1,362.4 |
Range |
24.8 |
16.7 |
-8.1 |
-32.7% |
35.0 |
ATR |
24.9 |
24.3 |
-0.6 |
-2.3% |
0.0 |
Volume |
131,213 |
90,519 |
-40,694 |
-31.0% |
681,984 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.7 |
1,406.1 |
1,375.2 |
|
R3 |
1,396.0 |
1,389.4 |
1,370.6 |
|
R2 |
1,379.3 |
1,379.3 |
1,369.1 |
|
R1 |
1,372.7 |
1,372.7 |
1,367.5 |
1,376.0 |
PP |
1,362.6 |
1,362.6 |
1,362.6 |
1,364.3 |
S1 |
1,356.0 |
1,356.0 |
1,364.5 |
1,359.3 |
S2 |
1,345.9 |
1,345.9 |
1,362.9 |
|
S3 |
1,329.2 |
1,339.3 |
1,361.4 |
|
S4 |
1,312.5 |
1,322.6 |
1,356.8 |
|
|
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 |
1,347.9 |
35.0 |
2.6% |
20.1 |
1.5% |
52% |
False |
False |
154,500 |
10 |
1,382.9 |
1,329.0 |
53.9 |
3.9% |
21.9 |
1.6% |
69% |
False |
False |
173,077 |
20 |
1,424.3 |
1,325.5 |
98.8 |
7.2% |
26.2 |
1.9% |
41% |
False |
False |
190,613 |
40 |
1,424.3 |
1,313.3 |
111.0 |
8.1% |
24.2 |
1.8% |
47% |
False |
False |
172,834 |
60 |
1,424.3 |
1,237.9 |
186.4 |
13.6% |
21.0 |
1.5% |
69% |
False |
False |
151,283 |
80 |
1,424.3 |
1,192.5 |
231.8 |
17.0% |
19.1 |
1.4% |
75% |
False |
False |
133,857 |
100 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.7 |
1.4% |
78% |
False |
False |
119,258 |
120 |
1,424.3 |
1,159.3 |
265.0 |
19.4% |
18.9 |
1.4% |
78% |
False |
False |
100,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.3 |
2.618 |
1,413.0 |
1.618 |
1,396.3 |
1.000 |
1,386.0 |
0.618 |
1,379.6 |
HIGH |
1,369.3 |
0.618 |
1,362.9 |
0.500 |
1,361.0 |
0.382 |
1,359.0 |
LOW |
1,352.6 |
0.618 |
1,342.3 |
1.000 |
1,335.9 |
1.618 |
1,325.6 |
2.618 |
1,308.9 |
4.250 |
1,281.6 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,364.3 |
1,365.9 |
PP |
1,362.6 |
1,365.7 |
S1 |
1,361.0 |
1,365.6 |
|