Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
5,768.0 |
5,678.0 |
-90.0 |
-1.6% |
5,790.5 |
High |
5,793.0 |
5,678.0 |
-115.0 |
-2.0% |
5,829.0 |
Low |
5,644.0 |
5,575.5 |
-68.5 |
-1.2% |
5,648.0 |
Close |
5,685.0 |
5,594.0 |
-91.0 |
-1.6% |
5,725.0 |
Range |
149.0 |
102.5 |
-46.5 |
-31.2% |
181.0 |
ATR |
89.4 |
90.8 |
1.4 |
1.6% |
0.0 |
Volume |
115,983 |
100,417 |
-15,566 |
-13.4% |
519,274 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,923.5 |
5,861.0 |
5,650.5 |
|
R3 |
5,821.0 |
5,758.5 |
5,622.0 |
|
R2 |
5,718.5 |
5,718.5 |
5,613.0 |
|
R1 |
5,656.0 |
5,656.0 |
5,603.5 |
5,636.0 |
PP |
5,616.0 |
5,616.0 |
5,616.0 |
5,606.0 |
S1 |
5,553.5 |
5,553.5 |
5,584.5 |
5,533.5 |
S2 |
5,513.5 |
5,513.5 |
5,575.0 |
|
S3 |
5,411.0 |
5,451.0 |
5,566.0 |
|
S4 |
5,308.5 |
5,348.5 |
5,537.5 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,277.0 |
6,182.0 |
5,824.5 |
|
R3 |
6,096.0 |
6,001.0 |
5,775.0 |
|
R2 |
5,915.0 |
5,915.0 |
5,758.0 |
|
R1 |
5,820.0 |
5,820.0 |
5,741.5 |
5,777.0 |
PP |
5,734.0 |
5,734.0 |
5,734.0 |
5,712.5 |
S1 |
5,639.0 |
5,639.0 |
5,708.5 |
5,596.0 |
S2 |
5,553.0 |
5,553.0 |
5,692.0 |
|
S3 |
5,372.0 |
5,458.0 |
5,675.0 |
|
S4 |
5,191.0 |
5,277.0 |
5,625.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,800.0 |
5,575.5 |
224.5 |
4.0% |
101.0 |
1.8% |
8% |
False |
True |
101,578 |
10 |
5,863.0 |
5,575.5 |
287.5 |
5.1% |
99.5 |
1.8% |
6% |
False |
True |
104,031 |
20 |
5,892.5 |
5,575.5 |
317.0 |
5.7% |
84.5 |
1.5% |
6% |
False |
True |
101,310 |
40 |
5,892.5 |
5,506.0 |
386.5 |
6.9% |
81.5 |
1.5% |
23% |
False |
False |
99,102 |
60 |
5,892.5 |
5,199.5 |
693.0 |
12.4% |
79.0 |
1.4% |
57% |
False |
False |
94,071 |
80 |
5,892.5 |
5,050.0 |
842.5 |
15.1% |
72.0 |
1.3% |
65% |
False |
False |
70,611 |
100 |
5,892.5 |
4,792.0 |
1,100.5 |
19.7% |
70.5 |
1.3% |
73% |
False |
False |
56,504 |
120 |
5,892.5 |
4,744.0 |
1,148.5 |
20.5% |
70.0 |
1.2% |
74% |
False |
False |
47,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,113.5 |
2.618 |
5,946.5 |
1.618 |
5,844.0 |
1.000 |
5,780.5 |
0.618 |
5,741.5 |
HIGH |
5,678.0 |
0.618 |
5,639.0 |
0.500 |
5,627.0 |
0.382 |
5,614.5 |
LOW |
5,575.5 |
0.618 |
5,512.0 |
1.000 |
5,473.0 |
1.618 |
5,409.5 |
2.618 |
5,307.0 |
4.250 |
5,140.0 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,627.0 |
5,684.0 |
PP |
5,616.0 |
5,654.0 |
S1 |
5,605.0 |
5,624.0 |
|