Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,379.6 |
1,374.0 |
-5.6 |
-0.4% |
1,359.9 |
High |
1,383.0 |
1,376.8 |
-6.2 |
-0.4% |
1,385.0 |
Low |
1,370.8 |
1,352.0 |
-18.8 |
-1.4% |
1,350.0 |
Close |
1,375.0 |
1,364.3 |
-10.7 |
-0.8% |
1,364.3 |
Range |
12.2 |
24.8 |
12.6 |
103.3% |
35.0 |
ATR |
24.2 |
24.3 |
0.0 |
0.2% |
0.0 |
Volume |
93,038 |
106,226 |
13,188 |
14.2% |
268,333 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.8 |
1,426.3 |
1,377.9 |
|
R3 |
1,414.0 |
1,401.5 |
1,371.1 |
|
R2 |
1,389.2 |
1,389.2 |
1,368.8 |
|
R1 |
1,376.7 |
1,376.7 |
1,366.6 |
1,370.6 |
PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,361.3 |
S1 |
1,351.9 |
1,351.9 |
1,362.0 |
1,345.8 |
S2 |
1,339.6 |
1,339.6 |
1,359.8 |
|
S3 |
1,314.8 |
1,327.1 |
1,357.5 |
|
S4 |
1,290.0 |
1,302.3 |
1,350.7 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.4 |
1,452.9 |
1,383.6 |
|
R3 |
1,436.4 |
1,417.9 |
1,373.9 |
|
R2 |
1,401.4 |
1,401.4 |
1,370.7 |
|
R1 |
1,382.9 |
1,382.9 |
1,367.5 |
1,392.2 |
PP |
1,366.4 |
1,366.4 |
1,366.4 |
1,371.1 |
S1 |
1,347.9 |
1,347.9 |
1,361.1 |
1,357.2 |
S2 |
1,331.4 |
1,331.4 |
1,357.9 |
|
S3 |
1,296.4 |
1,312.9 |
1,354.7 |
|
S4 |
1,261.4 |
1,277.9 |
1,345.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,385.0 |
1,343.1 |
41.9 |
3.1% |
21.1 |
1.5% |
51% |
False |
False |
60,317 |
10 |
1,411.7 |
1,331.1 |
80.6 |
5.9% |
24.9 |
1.8% |
41% |
False |
False |
44,103 |
20 |
1,426.0 |
1,327.8 |
98.2 |
7.2% |
26.0 |
1.9% |
37% |
False |
False |
30,653 |
40 |
1,426.0 |
1,309.8 |
116.2 |
8.5% |
23.5 |
1.7% |
47% |
False |
False |
17,715 |
60 |
1,426.0 |
1,240.0 |
186.0 |
13.6% |
19.6 |
1.4% |
67% |
False |
False |
12,426 |
80 |
1,426.0 |
1,194.2 |
231.8 |
17.0% |
17.5 |
1.3% |
73% |
False |
False |
9,602 |
100 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
15.8 |
1.2% |
77% |
False |
False |
7,850 |
120 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
15.2 |
1.1% |
77% |
False |
False |
6,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,482.2 |
2.618 |
1,441.7 |
1.618 |
1,416.9 |
1.000 |
1,401.6 |
0.618 |
1,392.1 |
HIGH |
1,376.8 |
0.618 |
1,367.3 |
0.500 |
1,364.4 |
0.382 |
1,361.5 |
LOW |
1,352.0 |
0.618 |
1,336.7 |
1.000 |
1,327.2 |
1.618 |
1,311.9 |
2.618 |
1,287.1 |
4.250 |
1,246.6 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,364.4 |
1,368.5 |
PP |
1,364.4 |
1,367.1 |
S1 |
1,364.3 |
1,365.7 |
|