Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,152.0 |
1,164.4 |
12.4 |
1.1% |
1,119.6 |
High |
1,174.0 |
1,171.7 |
-2.3 |
-0.2% |
1,153.4 |
Low |
1,151.6 |
1,157.7 |
6.1 |
0.5% |
1,119.5 |
Close |
1,164.7 |
1,165.8 |
1.1 |
0.1% |
1,146.8 |
Range |
22.4 |
14.0 |
-8.4 |
-37.5% |
33.9 |
ATR |
18.5 |
18.1 |
-0.3 |
-1.7% |
0.0 |
Volume |
173,738 |
227,820 |
54,082 |
31.1% |
856,685 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.1 |
1,200.4 |
1,173.5 |
|
R3 |
1,193.1 |
1,186.4 |
1,169.7 |
|
R2 |
1,179.1 |
1,179.1 |
1,168.4 |
|
R1 |
1,172.4 |
1,172.4 |
1,167.1 |
1,175.8 |
PP |
1,165.1 |
1,165.1 |
1,165.1 |
1,166.7 |
S1 |
1,158.4 |
1,158.4 |
1,164.5 |
1,161.8 |
S2 |
1,151.1 |
1,151.1 |
1,163.2 |
|
S3 |
1,137.1 |
1,144.4 |
1,162.0 |
|
S4 |
1,123.1 |
1,130.4 |
1,158.1 |
|
|
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 |
1,130.0 |
44.0 |
3.8% |
17.9 |
1.5% |
81% |
False |
False |
184,104 |
10 |
1,174.0 |
1,101.2 |
72.8 |
6.2% |
18.1 |
1.6% |
89% |
False |
False |
172,704 |
20 |
1,174.0 |
1,026.9 |
147.1 |
12.6% |
17.2 |
1.5% |
94% |
False |
False |
153,725 |
40 |
1,174.0 |
987.0 |
187.0 |
16.0% |
17.0 |
1.5% |
96% |
False |
False |
140,517 |
60 |
1,174.0 |
947.5 |
226.5 |
19.4% |
16.8 |
1.4% |
96% |
False |
False |
133,177 |
80 |
1,174.0 |
931.3 |
242.7 |
20.8% |
16.2 |
1.4% |
97% |
False |
False |
119,157 |
100 |
1,174.0 |
907.6 |
266.4 |
22.9% |
15.5 |
1.3% |
97% |
False |
False |
101,775 |
120 |
1,174.0 |
907.6 |
266.4 |
22.9% |
15.4 |
1.3% |
97% |
False |
False |
85,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,231.2 |
2.618 |
1,208.4 |
1.618 |
1,194.4 |
1.000 |
1,185.7 |
0.618 |
1,180.4 |
HIGH |
1,171.7 |
0.618 |
1,166.4 |
0.500 |
1,164.7 |
0.382 |
1,163.0 |
LOW |
1,157.7 |
0.618 |
1,149.0 |
1.000 |
1,143.7 |
1.618 |
1,135.0 |
2.618 |
1,121.0 |
4.250 |
1,098.2 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,165.4 |
1,161.6 |
PP |
1,165.1 |
1,157.4 |
S1 |
1,164.7 |
1,153.3 |
|