Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,586.0 |
4,614.0 |
28.0 |
0.6% |
4,668.0 |
High |
4,637.0 |
4,626.0 |
-11.0 |
-0.2% |
4,688.0 |
Low |
4,565.0 |
4,585.0 |
20.0 |
0.4% |
4,550.0 |
Close |
4,619.0 |
4,592.0 |
-27.0 |
-0.6% |
4,596.0 |
Range |
72.0 |
41.0 |
-31.0 |
-43.1% |
138.0 |
ATR |
53.4 |
52.5 |
-0.9 |
-1.7% |
0.0 |
Volume |
35,324 |
31,090 |
-4,234 |
-12.0% |
110,560 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.0 |
4,699.0 |
4,614.6 |
|
R3 |
4,683.0 |
4,658.0 |
4,603.3 |
|
R2 |
4,642.0 |
4,642.0 |
4,599.5 |
|
R1 |
4,617.0 |
4,617.0 |
4,595.8 |
4,609.0 |
PP |
4,601.0 |
4,601.0 |
4,601.0 |
4,597.0 |
S1 |
4,576.0 |
4,576.0 |
4,588.2 |
4,568.0 |
S2 |
4,560.0 |
4,560.0 |
4,584.5 |
|
S3 |
4,519.0 |
4,535.0 |
4,580.7 |
|
S4 |
4,478.0 |
4,494.0 |
4,569.5 |
|
|
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 |
4,648.0 |
4,550.0 |
98.0 |
2.1% |
49.4 |
1.1% |
43% |
False |
False |
30,674 |
10 |
4,728.0 |
4,550.0 |
178.0 |
3.9% |
44.6 |
1.0% |
24% |
False |
False |
31,143 |
20 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
43.7 |
1.0% |
15% |
False |
False |
30,006 |
40 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
46.2 |
1.0% |
15% |
False |
False |
28,457 |
60 |
4,831.0 |
4,550.0 |
281.0 |
6.1% |
44.8 |
1.0% |
15% |
False |
False |
27,972 |
80 |
4,831.0 |
4,320.0 |
511.0 |
11.1% |
41.3 |
0.9% |
53% |
False |
False |
21,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,800.3 |
2.618 |
4,733.3 |
1.618 |
4,692.3 |
1.000 |
4,667.0 |
0.618 |
4,651.3 |
HIGH |
4,626.0 |
0.618 |
4,610.3 |
0.500 |
4,605.5 |
0.382 |
4,600.7 |
LOW |
4,585.0 |
0.618 |
4,559.7 |
1.000 |
4,544.0 |
1.618 |
4,518.7 |
2.618 |
4,477.7 |
4.250 |
4,410.8 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,605.5 |
4,601.0 |
PP |
4,601.0 |
4,598.0 |
S1 |
4,596.5 |
4,595.0 |
|