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 |
4,610.0 |
4,586.0 |
-24.0 |
-0.5% |
4,668.0 |
High |
4,627.0 |
4,637.0 |
10.0 |
0.2% |
4,688.0 |
Low |
4,592.0 |
4,565.0 |
-27.0 |
-0.6% |
4,550.0 |
Close |
4,596.0 |
4,619.0 |
23.0 |
0.5% |
4,596.0 |
Range |
35.0 |
72.0 |
37.0 |
105.7% |
138.0 |
ATR |
51.9 |
53.4 |
1.4 |
2.8% |
0.0 |
Volume |
21,834 |
35,324 |
13,490 |
61.8% |
110,560 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,823.0 |
4,793.0 |
4,658.6 |
|
R3 |
4,751.0 |
4,721.0 |
4,638.8 |
|
R2 |
4,679.0 |
4,679.0 |
4,632.2 |
|
R1 |
4,649.0 |
4,649.0 |
4,625.6 |
4,664.0 |
PP |
4,607.0 |
4,607.0 |
4,607.0 |
4,614.5 |
S1 |
4,577.0 |
4,577.0 |
4,612.4 |
4,592.0 |
S2 |
4,535.0 |
4,535.0 |
4,605.8 |
|
S3 |
4,463.0 |
4,505.0 |
4,599.2 |
|
S4 |
4,391.0 |
4,433.0 |
4,579.4 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.3 |
4,948.7 |
4,671.9 |
|
R3 |
4,887.3 |
4,810.7 |
4,634.0 |
|
R2 |
4,749.3 |
4,749.3 |
4,621.3 |
|
R1 |
4,672.7 |
4,672.7 |
4,608.7 |
4,642.0 |
PP |
4,611.3 |
4,611.3 |
4,611.3 |
4,596.0 |
S1 |
4,534.7 |
4,534.7 |
4,583.4 |
4,504.0 |
S2 |
4,473.3 |
4,473.3 |
4,570.7 |
|
S3 |
4,335.3 |
4,396.7 |
4,558.1 |
|
S4 |
4,197.3 |
4,258.7 |
4,520.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,688.0 |
4,550.0 |
138.0 |
3.0% |
48.8 |
1.1% |
50% |
False |
False |
29,176 |
10 |
4,736.0 |
4,550.0 |
186.0 |
4.0% |
44.3 |
1.0% |
37% |
False |
False |
30,502 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
43.6 |
0.9% |
25% |
False |
False |
29,596 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
46.2 |
1.0% |
25% |
False |
False |
28,160 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
44.8 |
1.0% |
25% |
False |
False |
27,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,943.0 |
2.618 |
4,825.5 |
1.618 |
4,753.5 |
1.000 |
4,709.0 |
0.618 |
4,681.5 |
HIGH |
4,637.0 |
0.618 |
4,609.5 |
0.500 |
4,601.0 |
0.382 |
4,592.5 |
LOW |
4,565.0 |
0.618 |
4,520.5 |
1.000 |
4,493.0 |
1.618 |
4,448.5 |
2.618 |
4,376.5 |
4.250 |
4,259.0 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,613.0 |
4,610.5 |
PP |
4,607.0 |
4,602.0 |
S1 |
4,601.0 |
4,593.5 |
|