Trading Metrics calculated at close of trading on 24-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,190.75 |
1,172.50 |
-18.25 |
-1.5% |
1,189.50 |
High |
1,192.25 |
1,192.00 |
-0.25 |
0.0% |
1,200.25 |
Low |
1,169.75 |
1,170.50 |
0.75 |
0.1% |
1,165.75 |
Close |
1,173.00 |
1,191.50 |
18.50 |
1.6% |
1,193.00 |
Range |
22.50 |
21.50 |
-1.00 |
-4.4% |
34.50 |
ATR |
16.42 |
16.78 |
0.36 |
2.2% |
0.00 |
Volume |
11,795 |
7,389 |
-4,406 |
-37.4% |
21,406 |
|
Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.25 |
1,241.75 |
1,203.25 |
|
R3 |
1,227.75 |
1,220.25 |
1,197.50 |
|
R2 |
1,206.25 |
1,206.25 |
1,195.50 |
|
R1 |
1,198.75 |
1,198.75 |
1,193.50 |
1,202.50 |
PP |
1,184.75 |
1,184.75 |
1,184.75 |
1,186.50 |
S1 |
1,177.25 |
1,177.25 |
1,189.50 |
1,181.00 |
S2 |
1,163.25 |
1,163.25 |
1,187.50 |
|
S3 |
1,141.75 |
1,155.75 |
1,185.50 |
|
S4 |
1,120.25 |
1,134.25 |
1,179.75 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.75 |
1,276.00 |
1,212.00 |
|
R3 |
1,255.25 |
1,241.50 |
1,202.50 |
|
R2 |
1,220.75 |
1,220.75 |
1,199.25 |
|
R1 |
1,207.00 |
1,207.00 |
1,196.25 |
1,214.00 |
PP |
1,186.25 |
1,186.25 |
1,186.25 |
1,189.75 |
S1 |
1,172.50 |
1,172.50 |
1,189.75 |
1,179.50 |
S2 |
1,151.75 |
1,151.75 |
1,186.75 |
|
S3 |
1,117.25 |
1,138.00 |
1,183.50 |
|
S4 |
1,082.75 |
1,103.50 |
1,174.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,201.00 |
1,169.75 |
31.25 |
2.6% |
20.25 |
1.7% |
70% |
False |
False |
7,769 |
10 |
1,208.00 |
1,165.75 |
42.25 |
3.5% |
17.50 |
1.5% |
61% |
False |
False |
5,367 |
20 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
16.00 |
1.3% |
48% |
False |
False |
3,903 |
40 |
1,219.25 |
1,122.00 |
97.25 |
8.2% |
16.00 |
1.3% |
71% |
False |
False |
2,514 |
60 |
1,219.25 |
1,041.00 |
178.25 |
15.0% |
15.75 |
1.3% |
84% |
False |
False |
1,828 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.0% |
15.75 |
1.3% |
85% |
False |
False |
1,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.50 |
2.618 |
1,248.25 |
1.618 |
1,226.75 |
1.000 |
1,213.50 |
0.618 |
1,205.25 |
HIGH |
1,192.00 |
0.618 |
1,183.75 |
0.500 |
1,181.25 |
0.382 |
1,178.75 |
LOW |
1,170.50 |
0.618 |
1,157.25 |
1.000 |
1,149.00 |
1.618 |
1,135.75 |
2.618 |
1,114.25 |
4.250 |
1,079.00 |
|
|
Fisher Pivots for day following 24-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,188.00 |
1,189.50 |
PP |
1,184.75 |
1,187.50 |
S1 |
1,181.25 |
1,185.50 |
|