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 |
6,881.0 |
6,749.0 |
-132.0 |
-1.9% |
6,889.0 |
High |
6,921.0 |
6,780.0 |
-141.0 |
-2.0% |
6,919.5 |
Low |
6,711.5 |
6,679.0 |
-32.5 |
-0.5% |
6,723.0 |
Close |
6,737.0 |
6,718.5 |
-18.5 |
-0.3% |
6,873.0 |
Range |
209.5 |
101.0 |
-108.5 |
-51.8% |
196.5 |
ATR |
101.2 |
101.2 |
0.0 |
0.0% |
0.0 |
Volume |
1,255 |
498 |
-757 |
-60.3% |
2,566 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,028.8 |
6,974.7 |
6,774.1 |
|
R3 |
6,927.8 |
6,873.7 |
6,746.3 |
|
R2 |
6,826.8 |
6,826.8 |
6,737.0 |
|
R1 |
6,772.7 |
6,772.7 |
6,727.8 |
6,749.3 |
PP |
6,725.8 |
6,725.8 |
6,725.8 |
6,714.1 |
S1 |
6,671.7 |
6,671.7 |
6,709.2 |
6,648.3 |
S2 |
6,624.8 |
6,624.8 |
6,700.0 |
|
S3 |
6,523.8 |
6,570.7 |
6,690.7 |
|
S4 |
6,422.8 |
6,469.7 |
6,663.0 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,428.0 |
7,347.0 |
6,981.1 |
|
R3 |
7,231.5 |
7,150.5 |
6,927.0 |
|
R2 |
7,035.0 |
7,035.0 |
6,909.0 |
|
R1 |
6,954.0 |
6,954.0 |
6,891.0 |
6,896.3 |
PP |
6,838.5 |
6,838.5 |
6,838.5 |
6,809.6 |
S1 |
6,757.5 |
6,757.5 |
6,855.0 |
6,699.8 |
S2 |
6,642.0 |
6,642.0 |
6,837.0 |
|
S3 |
6,445.5 |
6,561.0 |
6,819.0 |
|
S4 |
6,249.0 |
6,364.5 |
6,764.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,921.0 |
6,679.0 |
242.0 |
3.6% |
121.3 |
1.8% |
16% |
False |
True |
658 |
10 |
6,921.0 |
6,679.0 |
242.0 |
3.6% |
100.2 |
1.5% |
16% |
False |
True |
968 |
20 |
6,921.0 |
6,630.0 |
291.0 |
4.3% |
93.6 |
1.4% |
30% |
False |
False |
786 |
40 |
6,921.0 |
6,250.0 |
671.0 |
10.0% |
82.0 |
1.2% |
70% |
False |
False |
707 |
60 |
6,921.0 |
6,085.0 |
836.0 |
12.4% |
86.0 |
1.3% |
76% |
False |
False |
1,261 |
80 |
6,921.0 |
5,863.5 |
1,057.5 |
15.7% |
83.6 |
1.2% |
81% |
False |
False |
1,006 |
100 |
6,921.0 |
5,863.5 |
1,057.5 |
15.7% |
82.1 |
1.2% |
81% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,209.3 |
2.618 |
7,044.4 |
1.618 |
6,943.4 |
1.000 |
6,881.0 |
0.618 |
6,842.4 |
HIGH |
6,780.0 |
0.618 |
6,741.4 |
0.500 |
6,729.5 |
0.382 |
6,717.6 |
LOW |
6,679.0 |
0.618 |
6,616.6 |
1.000 |
6,578.0 |
1.618 |
6,515.6 |
2.618 |
6,414.6 |
4.250 |
6,249.8 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,729.5 |
6,800.0 |
PP |
6,725.8 |
6,772.8 |
S1 |
6,722.2 |
6,745.7 |
|