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 |
1,172.50 |
1,190.00 |
17.50 |
1.5% |
1,194.50 |
High |
1,192.00 |
1,195.00 |
3.00 |
0.3% |
1,201.00 |
Low |
1,170.50 |
1,178.00 |
7.50 |
0.6% |
1,169.75 |
Close |
1,191.50 |
1,178.00 |
-13.50 |
-1.1% |
1,178.00 |
Range |
21.50 |
17.00 |
-4.50 |
-20.9% |
31.25 |
ATR |
16.78 |
16.80 |
0.02 |
0.1% |
0.00 |
Volume |
7,389 |
14,561 |
7,172 |
97.1% |
40,166 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.75 |
1,223.25 |
1,187.25 |
|
R3 |
1,217.75 |
1,206.25 |
1,182.75 |
|
R2 |
1,200.75 |
1,200.75 |
1,181.00 |
|
R1 |
1,189.25 |
1,189.25 |
1,179.50 |
1,186.50 |
PP |
1,183.75 |
1,183.75 |
1,183.75 |
1,182.25 |
S1 |
1,172.25 |
1,172.25 |
1,176.50 |
1,169.50 |
S2 |
1,166.75 |
1,166.75 |
1,175.00 |
|
S3 |
1,149.75 |
1,155.25 |
1,173.25 |
|
S4 |
1,132.75 |
1,138.25 |
1,168.75 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,276.75 |
1,258.50 |
1,195.25 |
|
R3 |
1,245.50 |
1,227.25 |
1,186.50 |
|
R2 |
1,214.25 |
1,214.25 |
1,183.75 |
|
R1 |
1,196.00 |
1,196.00 |
1,180.75 |
1,189.50 |
PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,179.50 |
S1 |
1,164.75 |
1,164.75 |
1,175.25 |
1,158.25 |
S2 |
1,151.75 |
1,151.75 |
1,172.25 |
|
S3 |
1,120.50 |
1,133.50 |
1,169.50 |
|
S4 |
1,089.25 |
1,102.25 |
1,160.75 |
|
|
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 |
2.7% |
19.25 |
1.6% |
26% |
False |
False |
9,793 |
10 |
1,206.25 |
1,165.75 |
40.50 |
3.4% |
18.25 |
1.5% |
30% |
False |
False |
6,483 |
20 |
1,219.25 |
1,165.75 |
53.50 |
4.5% |
16.25 |
1.4% |
23% |
False |
False |
4,596 |
40 |
1,219.25 |
1,122.00 |
97.25 |
8.3% |
15.75 |
1.3% |
58% |
False |
False |
2,868 |
60 |
1,219.25 |
1,066.75 |
152.50 |
12.9% |
15.50 |
1.3% |
73% |
False |
False |
2,071 |
80 |
1,219.25 |
1,028.25 |
191.00 |
16.2% |
15.75 |
1.3% |
78% |
False |
False |
1,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.25 |
2.618 |
1,239.50 |
1.618 |
1,222.50 |
1.000 |
1,212.00 |
0.618 |
1,205.50 |
HIGH |
1,195.00 |
0.618 |
1,188.50 |
0.500 |
1,186.50 |
0.382 |
1,184.50 |
LOW |
1,178.00 |
0.618 |
1,167.50 |
1.000 |
1,161.00 |
1.618 |
1,150.50 |
2.618 |
1,133.50 |
4.250 |
1,105.75 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,186.50 |
1,182.50 |
PP |
1,183.75 |
1,181.00 |
S1 |
1,180.75 |
1,179.50 |
|