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 |
1,374.0 |
1,365.0 |
-9.0 |
-0.7% |
1,359.9 |
High |
1,376.8 |
1,370.7 |
-6.1 |
-0.4% |
1,385.0 |
Low |
1,352.0 |
1,354.5 |
2.5 |
0.2% |
1,350.0 |
Close |
1,364.3 |
1,367.5 |
3.2 |
0.2% |
1,364.3 |
Range |
24.8 |
16.2 |
-8.6 |
-34.7% |
35.0 |
ATR |
24.3 |
23.7 |
-0.6 |
-2.4% |
0.0 |
Volume |
106,226 |
107,801 |
1,575 |
1.5% |
268,333 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.8 |
1,406.4 |
1,376.4 |
|
R3 |
1,396.6 |
1,390.2 |
1,372.0 |
|
R2 |
1,380.4 |
1,380.4 |
1,370.5 |
|
R1 |
1,374.0 |
1,374.0 |
1,369.0 |
1,377.2 |
PP |
1,364.2 |
1,364.2 |
1,364.2 |
1,365.9 |
S1 |
1,357.8 |
1,357.8 |
1,366.0 |
1,361.0 |
S2 |
1,348.0 |
1,348.0 |
1,364.5 |
|
S3 |
1,331.8 |
1,341.6 |
1,363.0 |
|
S4 |
1,315.6 |
1,325.4 |
1,358.6 |
|
|
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 |
1,350.0 |
35.0 |
2.6% |
20.0 |
1.5% |
50% |
False |
False |
75,226 |
10 |
1,385.0 |
1,331.1 |
53.9 |
3.9% |
21.4 |
1.6% |
68% |
False |
False |
53,129 |
20 |
1,426.0 |
1,327.8 |
98.2 |
7.2% |
25.6 |
1.9% |
40% |
False |
False |
35,910 |
40 |
1,426.0 |
1,315.5 |
110.5 |
8.1% |
23.5 |
1.7% |
47% |
False |
False |
20,368 |
60 |
1,426.0 |
1,240.0 |
186.0 |
13.6% |
19.8 |
1.4% |
69% |
False |
False |
14,194 |
80 |
1,426.0 |
1,194.2 |
231.8 |
17.0% |
17.6 |
1.3% |
75% |
False |
False |
10,946 |
100 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
15.8 |
1.2% |
78% |
False |
False |
8,921 |
120 |
1,426.0 |
1,162.5 |
263.5 |
19.3% |
15.4 |
1.1% |
78% |
False |
False |
7,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.6 |
2.618 |
1,413.1 |
1.618 |
1,396.9 |
1.000 |
1,386.9 |
0.618 |
1,380.7 |
HIGH |
1,370.7 |
0.618 |
1,364.5 |
0.500 |
1,362.6 |
0.382 |
1,360.7 |
LOW |
1,354.5 |
0.618 |
1,344.5 |
1.000 |
1,338.3 |
1.618 |
1,328.3 |
2.618 |
1,312.1 |
4.250 |
1,285.7 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,365.9 |
1,367.5 |
PP |
1,364.2 |
1,367.5 |
S1 |
1,362.6 |
1,367.5 |
|