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 |
1,194.00 |
1,188.50 |
-5.50 |
-0.5% |
1,202.75 |
High |
1,200.50 |
1,193.75 |
-6.75 |
-0.6% |
1,206.00 |
Low |
1,182.50 |
1,172.25 |
-10.25 |
-0.9% |
1,174.75 |
Close |
1,183.25 |
1,186.50 |
3.25 |
0.3% |
1,183.25 |
Range |
18.00 |
21.50 |
3.50 |
19.4% |
31.25 |
ATR |
17.34 |
17.64 |
0.30 |
1.7% |
0.00 |
Volume |
963,332 |
2,491,942 |
1,528,610 |
158.7% |
7,445,383 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.75 |
1,239.00 |
1,198.25 |
|
R3 |
1,227.25 |
1,217.50 |
1,192.50 |
|
R2 |
1,205.75 |
1,205.75 |
1,190.50 |
|
R1 |
1,196.00 |
1,196.00 |
1,188.50 |
1,190.00 |
PP |
1,184.25 |
1,184.25 |
1,184.25 |
1,181.25 |
S1 |
1,174.50 |
1,174.50 |
1,184.50 |
1,168.50 |
S2 |
1,162.75 |
1,162.75 |
1,182.50 |
|
S3 |
1,141.25 |
1,153.00 |
1,180.50 |
|
S4 |
1,119.75 |
1,131.50 |
1,174.75 |
|
|
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 |
1,172.25 |
33.75 |
2.8% |
21.50 |
1.8% |
42% |
False |
True |
1,987,465 |
10 |
1,206.00 |
1,171.00 |
35.00 |
2.9% |
19.00 |
1.6% |
44% |
False |
False |
2,099,409 |
20 |
1,224.75 |
1,171.00 |
53.75 |
4.5% |
17.50 |
1.5% |
29% |
False |
False |
2,110,536 |
40 |
1,224.75 |
1,127.00 |
97.75 |
8.2% |
16.75 |
1.4% |
61% |
False |
False |
2,049,005 |
60 |
1,224.75 |
1,081.25 |
143.50 |
12.1% |
16.25 |
1.4% |
73% |
False |
False |
1,923,026 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.2% |
17.25 |
1.4% |
80% |
False |
False |
1,444,012 |
100 |
1,224.75 |
1,032.50 |
192.25 |
16.2% |
17.50 |
1.5% |
80% |
False |
False |
1,155,825 |
120 |
1,224.75 |
998.75 |
226.00 |
19.0% |
18.50 |
1.6% |
83% |
False |
False |
963,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.00 |
2.618 |
1,250.00 |
1.618 |
1,228.50 |
1.000 |
1,215.25 |
0.618 |
1,207.00 |
HIGH |
1,193.75 |
0.618 |
1,185.50 |
0.500 |
1,183.00 |
0.382 |
1,180.50 |
LOW |
1,172.25 |
0.618 |
1,159.00 |
1.000 |
1,150.75 |
1.618 |
1,137.50 |
2.618 |
1,116.00 |
4.250 |
1,081.00 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,185.25 |
1,186.50 |
PP |
1,184.25 |
1,186.50 |
S1 |
1,183.00 |
1,186.50 |
|