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 |
4,638.0 |
4,553.0 |
-85.0 |
-1.8% |
4,700.0 |
High |
4,648.0 |
4,599.0 |
-49.0 |
-1.1% |
4,736.0 |
Low |
4,598.0 |
4,550.0 |
-48.0 |
-1.0% |
4,626.0 |
Close |
4,605.0 |
4,586.0 |
-19.0 |
-0.4% |
4,648.0 |
Range |
50.0 |
49.0 |
-1.0 |
-2.0% |
110.0 |
ATR |
52.6 |
52.8 |
0.2 |
0.3% |
0.0 |
Volume |
28,522 |
36,603 |
8,081 |
28.3% |
159,145 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,725.3 |
4,704.7 |
4,613.0 |
|
R3 |
4,676.3 |
4,655.7 |
4,599.5 |
|
R2 |
4,627.3 |
4,627.3 |
4,595.0 |
|
R1 |
4,606.7 |
4,606.7 |
4,590.5 |
4,617.0 |
PP |
4,578.3 |
4,578.3 |
4,578.3 |
4,583.5 |
S1 |
4,557.7 |
4,557.7 |
4,581.5 |
4,568.0 |
S2 |
4,529.3 |
4,529.3 |
4,577.0 |
|
S3 |
4,480.3 |
4,508.7 |
4,572.5 |
|
S4 |
4,431.3 |
4,459.7 |
4,559.1 |
|
|
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 |
4,689.0 |
4,550.0 |
139.0 |
3.0% |
46.0 |
1.0% |
26% |
False |
True |
29,778 |
10 |
4,756.0 |
4,550.0 |
206.0 |
4.5% |
42.8 |
0.9% |
17% |
False |
True |
31,601 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
43.5 |
0.9% |
13% |
False |
True |
29,678 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
47.1 |
1.0% |
13% |
False |
True |
28,583 |
60 |
4,831.0 |
4,540.0 |
291.0 |
6.3% |
44.1 |
1.0% |
16% |
False |
False |
26,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,807.3 |
2.618 |
4,727.3 |
1.618 |
4,678.3 |
1.000 |
4,648.0 |
0.618 |
4,629.3 |
HIGH |
4,599.0 |
0.618 |
4,580.3 |
0.500 |
4,574.5 |
0.382 |
4,568.7 |
LOW |
4,550.0 |
0.618 |
4,519.7 |
1.000 |
4,501.0 |
1.618 |
4,470.7 |
2.618 |
4,421.7 |
4.250 |
4,341.8 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,582.2 |
4,619.0 |
PP |
4,578.3 |
4,608.0 |
S1 |
4,574.5 |
4,597.0 |
|