Trading Metrics calculated at close of trading on 23-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,145.0 |
1,152.0 |
7.0 |
0.6% |
1,119.6 |
High |
1,151.5 |
1,174.0 |
22.5 |
2.0% |
1,153.4 |
Low |
1,132.5 |
1,151.6 |
19.1 |
1.7% |
1,119.5 |
Close |
1,146.8 |
1,164.7 |
17.9 |
1.6% |
1,146.8 |
Range |
19.0 |
22.4 |
3.4 |
17.9% |
33.9 |
ATR |
17.8 |
18.5 |
0.7 |
3.8% |
0.0 |
Volume |
194,975 |
173,738 |
-21,237 |
-10.9% |
856,685 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.6 |
1,220.1 |
1,177.0 |
|
R3 |
1,208.2 |
1,197.7 |
1,170.9 |
|
R2 |
1,185.8 |
1,185.8 |
1,168.8 |
|
R1 |
1,175.3 |
1,175.3 |
1,166.8 |
1,180.6 |
PP |
1,163.4 |
1,163.4 |
1,163.4 |
1,166.1 |
S1 |
1,152.9 |
1,152.9 |
1,162.6 |
1,158.2 |
S2 |
1,141.0 |
1,141.0 |
1,160.6 |
|
S3 |
1,118.6 |
1,130.5 |
1,158.5 |
|
S4 |
1,096.2 |
1,108.1 |
1,152.4 |
|
|
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 |
1,174.0 |
1,127.8 |
46.2 |
4.0% |
17.9 |
1.5% |
80% |
True |
False |
176,258 |
10 |
1,174.0 |
1,097.2 |
76.8 |
6.6% |
17.9 |
1.5% |
88% |
True |
False |
163,676 |
20 |
1,174.0 |
1,026.9 |
147.1 |
12.6% |
17.1 |
1.5% |
94% |
True |
False |
150,450 |
40 |
1,174.0 |
986.1 |
187.9 |
16.1% |
16.9 |
1.5% |
95% |
True |
False |
137,040 |
60 |
1,174.0 |
944.3 |
229.7 |
19.7% |
16.9 |
1.5% |
96% |
True |
False |
130,833 |
80 |
1,174.0 |
931.3 |
242.7 |
20.8% |
16.1 |
1.4% |
96% |
True |
False |
117,541 |
100 |
1,174.0 |
907.6 |
266.4 |
22.9% |
15.5 |
1.3% |
97% |
True |
False |
99,601 |
120 |
1,174.0 |
907.6 |
266.4 |
22.9% |
15.6 |
1.3% |
97% |
True |
False |
83,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.2 |
2.618 |
1,232.6 |
1.618 |
1,210.2 |
1.000 |
1,196.4 |
0.618 |
1,187.8 |
HIGH |
1,174.0 |
0.618 |
1,165.4 |
0.500 |
1,162.8 |
0.382 |
1,160.2 |
LOW |
1,151.6 |
0.618 |
1,137.8 |
1.000 |
1,129.2 |
1.618 |
1,115.4 |
2.618 |
1,093.0 |
4.250 |
1,056.4 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,164.1 |
1,160.5 |
PP |
1,163.4 |
1,156.2 |
S1 |
1,162.8 |
1,152.0 |
|