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 |
10,165 |
9,865 |
-300 |
-3.0% |
9,745 |
High |
10,165 |
10,155 |
-10 |
-0.1% |
10,165 |
Low |
9,805 |
9,865 |
60 |
0.6% |
9,675 |
Close |
9,875 |
10,145 |
270 |
2.7% |
10,105 |
Range |
360 |
290 |
-70 |
-19.4% |
490 |
ATR |
190 |
197 |
7 |
3.8% |
0 |
Volume |
11,551 |
10,120 |
-1,431 |
-12.4% |
60,106 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,925 |
10,825 |
10,305 |
|
R3 |
10,635 |
10,535 |
10,225 |
|
R2 |
10,345 |
10,345 |
10,198 |
|
R1 |
10,245 |
10,245 |
10,172 |
10,295 |
PP |
10,055 |
10,055 |
10,055 |
10,080 |
S1 |
9,955 |
9,955 |
10,119 |
10,005 |
S2 |
9,765 |
9,765 |
10,092 |
|
S3 |
9,475 |
9,665 |
10,065 |
|
S4 |
9,185 |
9,375 |
9,986 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,452 |
11,268 |
10,375 |
|
R3 |
10,962 |
10,778 |
10,240 |
|
R2 |
10,472 |
10,472 |
10,195 |
|
R1 |
10,288 |
10,288 |
10,150 |
10,380 |
PP |
9,982 |
9,982 |
9,982 |
10,028 |
S1 |
9,798 |
9,798 |
10,060 |
9,890 |
S2 |
9,492 |
9,492 |
10,015 |
|
S3 |
9,002 |
9,308 |
9,970 |
|
S4 |
8,512 |
8,818 |
9,836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,180 |
9,805 |
375 |
3.7% |
264 |
2.6% |
91% |
False |
False |
12,530 |
10 |
10,180 |
9,660 |
520 |
5.1% |
221 |
2.2% |
93% |
False |
False |
11,476 |
20 |
10,180 |
9,075 |
1,105 |
10.9% |
191 |
1.9% |
97% |
False |
False |
11,054 |
40 |
10,180 |
9,075 |
1,105 |
10.9% |
180 |
1.8% |
97% |
False |
False |
10,091 |
60 |
10,180 |
8,960 |
1,220 |
12.0% |
178 |
1.8% |
97% |
False |
False |
9,350 |
80 |
10,180 |
8,775 |
1,405 |
13.8% |
152 |
1.5% |
98% |
False |
False |
7,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,388 |
2.618 |
10,914 |
1.618 |
10,624 |
1.000 |
10,445 |
0.618 |
10,334 |
HIGH |
10,155 |
0.618 |
10,044 |
0.500 |
10,010 |
0.382 |
9,976 |
LOW |
9,865 |
0.618 |
9,686 |
1.000 |
9,575 |
1.618 |
9,396 |
2.618 |
9,106 |
4.250 |
8,633 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
10,100 |
10,094 |
PP |
10,055 |
10,043 |
S1 |
10,010 |
9,993 |
|