Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,670.0 |
4,668.0 |
-2.0 |
0.0% |
4,700.0 |
High |
4,689.0 |
4,688.0 |
-1.0 |
0.0% |
4,736.0 |
Low |
4,629.0 |
4,650.0 |
21.0 |
0.5% |
4,626.0 |
Close |
4,648.0 |
4,664.0 |
16.0 |
0.3% |
4,648.0 |
Range |
60.0 |
38.0 |
-22.0 |
-36.7% |
110.0 |
ATR |
52.5 |
51.6 |
-0.9 |
-1.7% |
0.0 |
Volume |
27,777 |
23,601 |
-4,176 |
-15.0% |
159,145 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,781.3 |
4,760.7 |
4,684.9 |
|
R3 |
4,743.3 |
4,722.7 |
4,674.5 |
|
R2 |
4,705.3 |
4,705.3 |
4,671.0 |
|
R1 |
4,684.7 |
4,684.7 |
4,667.5 |
4,676.0 |
PP |
4,667.3 |
4,667.3 |
4,667.3 |
4,663.0 |
S1 |
4,646.7 |
4,646.7 |
4,660.5 |
4,638.0 |
S2 |
4,629.3 |
4,629.3 |
4,657.0 |
|
S3 |
4,591.3 |
4,608.7 |
4,653.6 |
|
S4 |
4,553.3 |
4,570.7 |
4,643.1 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.0 |
4,934.0 |
4,708.5 |
|
R3 |
4,890.0 |
4,824.0 |
4,678.3 |
|
R2 |
4,780.0 |
4,780.0 |
4,668.2 |
|
R1 |
4,714.0 |
4,714.0 |
4,658.1 |
4,692.0 |
PP |
4,670.0 |
4,670.0 |
4,670.0 |
4,659.0 |
S1 |
4,604.0 |
4,604.0 |
4,637.9 |
4,582.0 |
S2 |
4,560.0 |
4,560.0 |
4,627.8 |
|
S3 |
4,450.0 |
4,494.0 |
4,617.8 |
|
S4 |
4,340.0 |
4,384.0 |
4,587.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,728.0 |
4,626.0 |
102.0 |
2.2% |
39.8 |
0.9% |
37% |
False |
False |
31,612 |
10 |
4,801.0 |
4,626.0 |
175.0 |
3.8% |
45.4 |
1.0% |
22% |
False |
False |
32,207 |
20 |
4,831.0 |
4,626.0 |
205.0 |
4.4% |
43.3 |
0.9% |
19% |
False |
False |
28,754 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.5% |
46.8 |
1.0% |
35% |
False |
False |
28,028 |
60 |
4,831.0 |
4,419.0 |
412.0 |
8.8% |
43.5 |
0.9% |
59% |
False |
False |
25,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,849.5 |
2.618 |
4,787.5 |
1.618 |
4,749.5 |
1.000 |
4,726.0 |
0.618 |
4,711.5 |
HIGH |
4,688.0 |
0.618 |
4,673.5 |
0.500 |
4,669.0 |
0.382 |
4,664.5 |
LOW |
4,650.0 |
0.618 |
4,626.5 |
1.000 |
4,612.0 |
1.618 |
4,588.5 |
2.618 |
4,550.5 |
4.250 |
4,488.5 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,669.0 |
4,661.8 |
PP |
4,667.3 |
4,659.7 |
S1 |
4,665.7 |
4,657.5 |
|