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 |
11,135 |
11,055 |
-80 |
-0.7% |
11,229 |
High |
11,189 |
11,115 |
-74 |
-0.7% |
11,244 |
Low |
11,029 |
10,916 |
-113 |
-1.0% |
10,968 |
Close |
11,030 |
11,039 |
9 |
0.1% |
11,030 |
Range |
160 |
199 |
39 |
24.4% |
276 |
ATR |
148 |
152 |
4 |
2.5% |
0 |
Volume |
60,610 |
138,527 |
77,917 |
128.6% |
418,021 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,620 |
11,529 |
11,149 |
|
R3 |
11,421 |
11,330 |
11,094 |
|
R2 |
11,222 |
11,222 |
11,076 |
|
R1 |
11,131 |
11,131 |
11,057 |
11,077 |
PP |
11,023 |
11,023 |
11,023 |
10,997 |
S1 |
10,932 |
10,932 |
11,021 |
10,878 |
S2 |
10,824 |
10,824 |
11,003 |
|
S3 |
10,625 |
10,733 |
10,984 |
|
S4 |
10,426 |
10,534 |
10,930 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,909 |
11,745 |
11,182 |
|
R3 |
11,633 |
11,469 |
11,106 |
|
R2 |
11,357 |
11,357 |
11,081 |
|
R1 |
11,193 |
11,193 |
11,055 |
11,137 |
PP |
11,081 |
11,081 |
11,081 |
11,053 |
S1 |
10,917 |
10,917 |
11,005 |
10,861 |
S2 |
10,805 |
10,805 |
10,980 |
|
S3 |
10,529 |
10,641 |
10,954 |
|
S4 |
10,253 |
10,365 |
10,878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,244 |
10,916 |
328 |
3.0% |
192 |
1.7% |
38% |
False |
True |
111,309 |
10 |
11,246 |
10,916 |
330 |
3.0% |
165 |
1.5% |
37% |
False |
True |
113,380 |
20 |
11,431 |
10,916 |
515 |
4.7% |
148 |
1.3% |
24% |
False |
True |
117,385 |
40 |
11,431 |
10,638 |
793 |
7.2% |
143 |
1.3% |
51% |
False |
False |
121,808 |
60 |
11,431 |
10,222 |
1,209 |
11.0% |
138 |
1.3% |
68% |
False |
False |
117,978 |
80 |
11,431 |
9,844 |
1,587 |
14.4% |
146 |
1.3% |
75% |
False |
False |
88,545 |
100 |
11,431 |
9,844 |
1,587 |
14.4% |
148 |
1.3% |
75% |
False |
False |
70,851 |
120 |
11,431 |
9,452 |
1,979 |
17.9% |
148 |
1.3% |
80% |
False |
False |
59,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,961 |
2.618 |
11,636 |
1.618 |
11,437 |
1.000 |
11,314 |
0.618 |
11,238 |
HIGH |
11,115 |
0.618 |
11,039 |
0.500 |
11,016 |
0.382 |
10,992 |
LOW |
10,916 |
0.618 |
10,793 |
1.000 |
10,717 |
1.618 |
10,594 |
2.618 |
10,395 |
4.250 |
10,070 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,031 |
11,053 |
PP |
11,023 |
11,048 |
S1 |
11,016 |
11,044 |
|