Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,178.00 |
1,194.00 |
16.00 |
1.4% |
1,202.75 |
High |
1,197.50 |
1,200.50 |
3.00 |
0.3% |
1,206.00 |
Low |
1,175.50 |
1,182.50 |
7.00 |
0.6% |
1,174.75 |
Close |
1,196.50 |
1,183.25 |
-13.25 |
-1.1% |
1,183.25 |
Range |
22.00 |
18.00 |
-4.00 |
-18.2% |
31.25 |
ATR |
17.29 |
17.34 |
0.05 |
0.3% |
0.00 |
Volume |
1,818,843 |
963,332 |
-855,511 |
-47.0% |
7,445,383 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,242.75 |
1,231.00 |
1,193.25 |
|
R3 |
1,224.75 |
1,213.00 |
1,188.25 |
|
R2 |
1,206.75 |
1,206.75 |
1,186.50 |
|
R1 |
1,195.00 |
1,195.00 |
1,185.00 |
1,192.00 |
PP |
1,188.75 |
1,188.75 |
1,188.75 |
1,187.25 |
S1 |
1,177.00 |
1,177.00 |
1,181.50 |
1,174.00 |
S2 |
1,170.75 |
1,170.75 |
1,180.00 |
|
S3 |
1,152.75 |
1,159.00 |
1,178.25 |
|
S4 |
1,134.75 |
1,141.00 |
1,173.25 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.75 |
1,263.75 |
1,200.50 |
|
R3 |
1,250.50 |
1,232.50 |
1,191.75 |
|
R2 |
1,219.25 |
1,219.25 |
1,189.00 |
|
R1 |
1,201.25 |
1,201.25 |
1,186.00 |
1,194.50 |
PP |
1,188.00 |
1,188.00 |
1,188.00 |
1,184.75 |
S1 |
1,170.00 |
1,170.00 |
1,180.50 |
1,163.50 |
S2 |
1,156.75 |
1,156.75 |
1,177.50 |
|
S3 |
1,125.50 |
1,138.75 |
1,174.75 |
|
S4 |
1,094.25 |
1,107.50 |
1,166.00 |
|
|
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% |
19.75 |
1.7% |
27% |
False |
False |
1,835,528 |
10 |
1,211.75 |
1,171.00 |
40.75 |
3.4% |
18.75 |
1.6% |
30% |
False |
False |
2,126,826 |
20 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
16.75 |
1.4% |
23% |
False |
False |
2,073,516 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.3% |
16.50 |
1.4% |
58% |
False |
False |
2,038,355 |
60 |
1,224.75 |
1,071.50 |
153.25 |
13.0% |
16.25 |
1.4% |
73% |
False |
False |
1,881,721 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.2% |
17.00 |
1.4% |
78% |
False |
False |
1,412,908 |
100 |
1,224.75 |
1,032.50 |
192.25 |
16.2% |
17.50 |
1.5% |
78% |
False |
False |
1,130,929 |
120 |
1,224.75 |
998.75 |
226.00 |
19.1% |
18.50 |
1.6% |
82% |
False |
False |
942,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.00 |
2.618 |
1,247.50 |
1.618 |
1,229.50 |
1.000 |
1,218.50 |
0.618 |
1,211.50 |
HIGH |
1,200.50 |
0.618 |
1,193.50 |
0.500 |
1,191.50 |
0.382 |
1,189.50 |
LOW |
1,182.50 |
0.618 |
1,171.50 |
1.000 |
1,164.50 |
1.618 |
1,153.50 |
2.618 |
1,135.50 |
4.250 |
1,106.00 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,191.50 |
1,187.50 |
PP |
1,188.75 |
1,186.25 |
S1 |
1,186.00 |
1,184.75 |
|