Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,202.75 |
1,197.00 |
-5.75 |
-0.5% |
1,195.50 |
High |
1,206.00 |
1,197.75 |
-8.25 |
-0.7% |
1,205.75 |
Low |
1,182.50 |
1,174.75 |
-7.75 |
-0.7% |
1,171.00 |
Close |
1,198.00 |
1,178.25 |
-19.75 |
-1.6% |
1,198.25 |
Range |
23.50 |
23.00 |
-0.50 |
-2.1% |
34.75 |
ATR |
16.44 |
16.93 |
0.49 |
3.0% |
0.00 |
Volume |
2,209,898 |
2,453,310 |
243,412 |
11.0% |
11,056,767 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.50 |
1,238.50 |
1,191.00 |
|
R3 |
1,229.50 |
1,215.50 |
1,184.50 |
|
R2 |
1,206.50 |
1,206.50 |
1,182.50 |
|
R1 |
1,192.50 |
1,192.50 |
1,180.25 |
1,188.00 |
PP |
1,183.50 |
1,183.50 |
1,183.50 |
1,181.50 |
S1 |
1,169.50 |
1,169.50 |
1,176.25 |
1,165.00 |
S2 |
1,160.50 |
1,160.50 |
1,174.00 |
|
S3 |
1,137.50 |
1,146.50 |
1,172.00 |
|
S4 |
1,114.50 |
1,123.50 |
1,165.50 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.00 |
1,281.75 |
1,217.25 |
|
R3 |
1,261.25 |
1,247.00 |
1,207.75 |
|
R2 |
1,226.50 |
1,226.50 |
1,204.50 |
|
R1 |
1,212.25 |
1,212.25 |
1,201.50 |
1,219.50 |
PP |
1,191.75 |
1,191.75 |
1,191.75 |
1,195.25 |
S1 |
1,177.50 |
1,177.50 |
1,195.00 |
1,184.50 |
S2 |
1,157.00 |
1,157.00 |
1,192.00 |
|
S3 |
1,122.25 |
1,142.75 |
1,188.75 |
|
S4 |
1,087.50 |
1,108.00 |
1,179.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,206.00 |
1,173.25 |
32.75 |
2.8% |
18.00 |
1.5% |
15% |
False |
False |
2,096,019 |
10 |
1,217.00 |
1,171.00 |
46.00 |
3.9% |
17.50 |
1.5% |
16% |
False |
False |
2,274,308 |
20 |
1,224.75 |
1,167.75 |
57.00 |
4.8% |
16.50 |
1.4% |
18% |
False |
False |
2,147,213 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.3% |
16.25 |
1.4% |
52% |
False |
False |
2,085,741 |
60 |
1,224.75 |
1,032.75 |
192.00 |
16.3% |
16.25 |
1.4% |
76% |
False |
False |
1,835,864 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.3% |
16.75 |
1.4% |
76% |
False |
False |
1,378,223 |
100 |
1,224.75 |
998.75 |
226.00 |
19.2% |
17.75 |
1.5% |
79% |
False |
False |
1,103,140 |
120 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.50 |
1.6% |
79% |
False |
False |
919,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,295.50 |
2.618 |
1,258.00 |
1.618 |
1,235.00 |
1.000 |
1,220.75 |
0.618 |
1,212.00 |
HIGH |
1,197.75 |
0.618 |
1,189.00 |
0.500 |
1,186.25 |
0.382 |
1,183.50 |
LOW |
1,174.75 |
0.618 |
1,160.50 |
1.000 |
1,151.75 |
1.618 |
1,137.50 |
2.618 |
1,114.50 |
4.250 |
1,077.00 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,186.25 |
1,190.50 |
PP |
1,183.50 |
1,186.25 |
S1 |
1,181.00 |
1,182.25 |
|