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 |
1,188.50 |
1,186.50 |
-2.00 |
-0.2% |
1,202.75 |
High |
1,193.75 |
1,188.25 |
-5.50 |
-0.5% |
1,206.00 |
Low |
1,172.25 |
1,173.00 |
0.75 |
0.1% |
1,174.75 |
Close |
1,186.50 |
1,179.50 |
-7.00 |
-0.6% |
1,183.25 |
Range |
21.50 |
15.25 |
-6.25 |
-29.1% |
31.25 |
ATR |
17.64 |
17.47 |
-0.17 |
-1.0% |
0.00 |
Volume |
2,491,942 |
3,086,086 |
594,144 |
23.8% |
7,445,383 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.00 |
1,218.00 |
1,188.00 |
|
R3 |
1,210.75 |
1,202.75 |
1,183.75 |
|
R2 |
1,195.50 |
1,195.50 |
1,182.25 |
|
R1 |
1,187.50 |
1,187.50 |
1,181.00 |
1,184.00 |
PP |
1,180.25 |
1,180.25 |
1,180.25 |
1,178.50 |
S1 |
1,172.25 |
1,172.25 |
1,178.00 |
1,168.50 |
S2 |
1,165.00 |
1,165.00 |
1,176.75 |
|
S3 |
1,149.75 |
1,157.00 |
1,175.25 |
|
S4 |
1,134.50 |
1,141.75 |
1,171.00 |
|
|
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 |
1,200.50 |
1,172.25 |
28.25 |
2.4% |
20.00 |
1.7% |
26% |
False |
False |
2,162,702 |
10 |
1,206.00 |
1,171.00 |
35.00 |
3.0% |
19.00 |
1.6% |
24% |
False |
False |
2,200,918 |
20 |
1,224.75 |
1,171.00 |
53.75 |
4.6% |
17.25 |
1.5% |
16% |
False |
False |
2,163,481 |
40 |
1,224.75 |
1,132.75 |
92.00 |
7.8% |
16.50 |
1.4% |
51% |
False |
False |
2,079,974 |
60 |
1,224.75 |
1,081.75 |
143.00 |
12.1% |
16.25 |
1.4% |
68% |
False |
False |
1,974,239 |
80 |
1,224.75 |
1,032.50 |
192.25 |
16.3% |
17.00 |
1.5% |
76% |
False |
False |
1,482,542 |
100 |
1,224.75 |
1,032.50 |
192.25 |
16.3% |
17.50 |
1.5% |
76% |
False |
False |
1,186,673 |
120 |
1,224.75 |
998.75 |
226.00 |
19.2% |
18.25 |
1.5% |
80% |
False |
False |
989,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,253.00 |
2.618 |
1,228.25 |
1.618 |
1,213.00 |
1.000 |
1,203.50 |
0.618 |
1,197.75 |
HIGH |
1,188.25 |
0.618 |
1,182.50 |
0.500 |
1,180.50 |
0.382 |
1,178.75 |
LOW |
1,173.00 |
0.618 |
1,163.50 |
1.000 |
1,157.75 |
1.618 |
1,148.25 |
2.618 |
1,133.00 |
4.250 |
1,108.25 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,180.50 |
1,186.50 |
PP |
1,180.25 |
1,184.00 |
S1 |
1,180.00 |
1,181.75 |
|