Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,138.5 |
1,145.0 |
6.5 |
0.6% |
1,119.6 |
High |
1,146.5 |
1,151.5 |
5.0 |
0.4% |
1,153.4 |
Low |
1,130.0 |
1,132.5 |
2.5 |
0.2% |
1,119.5 |
Close |
1,141.9 |
1,146.8 |
4.9 |
0.4% |
1,146.8 |
Range |
16.5 |
19.0 |
2.5 |
15.2% |
33.9 |
ATR |
17.7 |
17.8 |
0.1 |
0.5% |
0.0 |
Volume |
180,277 |
194,975 |
14,698 |
8.2% |
856,685 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.6 |
1,192.7 |
1,157.3 |
|
R3 |
1,181.6 |
1,173.7 |
1,152.0 |
|
R2 |
1,162.6 |
1,162.6 |
1,150.3 |
|
R1 |
1,154.7 |
1,154.7 |
1,148.5 |
1,158.7 |
PP |
1,143.6 |
1,143.6 |
1,143.6 |
1,145.6 |
S1 |
1,135.7 |
1,135.7 |
1,145.1 |
1,139.7 |
S2 |
1,124.6 |
1,124.6 |
1,143.3 |
|
S3 |
1,105.6 |
1,116.7 |
1,141.6 |
|
S4 |
1,086.6 |
1,097.7 |
1,136.4 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.6 |
1,228.1 |
1,165.4 |
|
R3 |
1,207.7 |
1,194.2 |
1,156.1 |
|
R2 |
1,173.8 |
1,173.8 |
1,153.0 |
|
R1 |
1,160.3 |
1,160.3 |
1,149.9 |
1,167.1 |
PP |
1,139.9 |
1,139.9 |
1,139.9 |
1,143.3 |
S1 |
1,126.4 |
1,126.4 |
1,143.7 |
1,133.2 |
S2 |
1,106.0 |
1,106.0 |
1,140.6 |
|
S3 |
1,072.1 |
1,092.5 |
1,137.5 |
|
S4 |
1,038.2 |
1,058.6 |
1,128.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,153.4 |
1,119.5 |
33.9 |
3.0% |
18.4 |
1.6% |
81% |
False |
False |
171,337 |
10 |
1,153.4 |
1,096.0 |
57.4 |
5.0% |
17.3 |
1.5% |
89% |
False |
False |
146,407 |
20 |
1,153.4 |
1,026.9 |
126.5 |
11.0% |
17.1 |
1.5% |
95% |
False |
False |
149,456 |
40 |
1,153.4 |
986.1 |
167.3 |
14.6% |
16.6 |
1.5% |
96% |
False |
False |
135,923 |
60 |
1,153.4 |
944.3 |
209.1 |
18.2% |
16.8 |
1.5% |
97% |
False |
False |
128,945 |
80 |
1,153.4 |
931.3 |
222.1 |
19.4% |
16.2 |
1.4% |
97% |
False |
False |
116,145 |
100 |
1,153.4 |
907.6 |
245.8 |
21.4% |
15.4 |
1.3% |
97% |
False |
False |
97,908 |
120 |
1,153.4 |
907.6 |
245.8 |
21.4% |
15.6 |
1.4% |
97% |
False |
False |
82,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,232.3 |
2.618 |
1,201.2 |
1.618 |
1,182.2 |
1.000 |
1,170.5 |
0.618 |
1,163.2 |
HIGH |
1,151.5 |
0.618 |
1,144.2 |
0.500 |
1,142.0 |
0.382 |
1,139.8 |
LOW |
1,132.5 |
0.618 |
1,120.8 |
1.000 |
1,113.5 |
1.618 |
1,101.8 |
2.618 |
1,082.8 |
4.250 |
1,051.8 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,145.2 |
1,145.1 |
PP |
1,143.6 |
1,143.4 |
S1 |
1,142.0 |
1,141.7 |
|