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 |
10,050 |
10,135 |
85 |
0.8% |
10,130 |
High |
10,165 |
10,135 |
-30 |
-0.3% |
10,205 |
Low |
9,990 |
9,860 |
-130 |
-1.3% |
9,805 |
Close |
10,095 |
9,945 |
-150 |
-1.5% |
10,020 |
Range |
175 |
275 |
100 |
57.1% |
400 |
ATR |
196 |
201 |
6 |
2.9% |
0 |
Volume |
15,203 |
13,429 |
-1,774 |
-11.7% |
44,946 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,805 |
10,650 |
10,096 |
|
R3 |
10,530 |
10,375 |
10,021 |
|
R2 |
10,255 |
10,255 |
9,996 |
|
R1 |
10,100 |
10,100 |
9,970 |
10,040 |
PP |
9,980 |
9,980 |
9,980 |
9,950 |
S1 |
9,825 |
9,825 |
9,920 |
9,765 |
S2 |
9,705 |
9,705 |
9,895 |
|
S3 |
9,430 |
9,550 |
9,870 |
|
S4 |
9,155 |
9,275 |
9,794 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,210 |
11,015 |
10,240 |
|
R3 |
10,810 |
10,615 |
10,130 |
|
R2 |
10,410 |
10,410 |
10,093 |
|
R1 |
10,215 |
10,215 |
10,057 |
10,113 |
PP |
10,010 |
10,010 |
10,010 |
9,959 |
S1 |
9,815 |
9,815 |
9,983 |
9,713 |
S2 |
9,610 |
9,610 |
9,947 |
|
S3 |
9,210 |
9,415 |
9,910 |
|
S4 |
8,810 |
9,015 |
9,800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,205 |
9,805 |
400 |
4.0% |
260 |
2.6% |
35% |
False |
False |
11,556 |
10 |
10,205 |
9,675 |
530 |
5.3% |
239 |
2.4% |
51% |
False |
False |
12,191 |
20 |
10,205 |
9,075 |
1,130 |
11.4% |
198 |
2.0% |
77% |
False |
False |
11,653 |
40 |
10,205 |
9,075 |
1,130 |
11.4% |
178 |
1.8% |
77% |
False |
False |
10,197 |
60 |
10,205 |
8,990 |
1,215 |
12.2% |
181 |
1.8% |
79% |
False |
False |
9,857 |
80 |
10,205 |
8,775 |
1,430 |
14.4% |
160 |
1.6% |
82% |
False |
False |
7,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,304 |
2.618 |
10,855 |
1.618 |
10,580 |
1.000 |
10,410 |
0.618 |
10,305 |
HIGH |
10,135 |
0.618 |
10,030 |
0.500 |
9,998 |
0.382 |
9,965 |
LOW |
9,860 |
0.618 |
9,690 |
1.000 |
9,585 |
1.618 |
9,415 |
2.618 |
9,140 |
4.250 |
8,691 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,998 |
10,033 |
PP |
9,980 |
10,003 |
S1 |
9,963 |
9,974 |
|