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 |
1,197.00 |
1,178.00 |
-19.00 |
-1.6% |
1,195.50 |
High |
1,197.75 |
1,197.50 |
-0.25 |
0.0% |
1,205.75 |
Low |
1,174.75 |
1,175.50 |
0.75 |
0.1% |
1,171.00 |
Close |
1,178.25 |
1,196.50 |
18.25 |
1.5% |
1,198.25 |
Range |
23.00 |
22.00 |
-1.00 |
-4.3% |
34.75 |
ATR |
16.93 |
17.29 |
0.36 |
2.1% |
0.00 |
Volume |
2,453,310 |
1,818,843 |
-634,467 |
-25.9% |
11,056,767 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.75 |
1,248.25 |
1,208.50 |
|
R3 |
1,233.75 |
1,226.25 |
1,202.50 |
|
R2 |
1,211.75 |
1,211.75 |
1,200.50 |
|
R1 |
1,204.25 |
1,204.25 |
1,198.50 |
1,208.00 |
PP |
1,189.75 |
1,189.75 |
1,189.75 |
1,191.75 |
S1 |
1,182.25 |
1,182.25 |
1,194.50 |
1,186.00 |
S2 |
1,167.75 |
1,167.75 |
1,192.50 |
|
S3 |
1,145.75 |
1,160.25 |
1,190.50 |
|
S4 |
1,123.75 |
1,138.25 |
1,184.50 |
|
|
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 |
1,174.75 |
31.25 |
2.6% |
20.50 |
1.7% |
70% |
False |
False |
2,056,298 |
10 |
1,213.75 |
1,171.00 |
42.75 |
3.6% |
18.00 |
1.5% |
60% |
False |
False |
2,208,059 |
20 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
16.75 |
1.4% |
47% |
False |
False |
2,126,098 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.2% |
16.50 |
1.4% |
71% |
False |
False |
2,084,840 |
60 |
1,224.75 |
1,045.75 |
179.00 |
15.0% |
16.25 |
1.4% |
84% |
False |
False |
1,865,985 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.1% |
17.00 |
1.4% |
85% |
False |
False |
1,400,918 |
100 |
1,224.75 |
1,011.75 |
213.00 |
17.8% |
17.75 |
1.5% |
87% |
False |
False |
1,121,316 |
120 |
1,224.75 |
998.75 |
226.00 |
18.9% |
18.50 |
1.5% |
88% |
False |
False |
934,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.00 |
2.618 |
1,255.00 |
1.618 |
1,233.00 |
1.000 |
1,219.50 |
0.618 |
1,211.00 |
HIGH |
1,197.50 |
0.618 |
1,189.00 |
0.500 |
1,186.50 |
0.382 |
1,184.00 |
LOW |
1,175.50 |
0.618 |
1,162.00 |
1.000 |
1,153.50 |
1.618 |
1,140.00 |
2.618 |
1,118.00 |
4.250 |
1,082.00 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,193.25 |
1,194.50 |
PP |
1,189.75 |
1,192.50 |
S1 |
1,186.50 |
1,190.50 |
|