Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,164.4 |
1,169.6 |
5.2 |
0.4% |
1,119.6 |
High |
1,171.7 |
1,192.8 |
21.1 |
1.8% |
1,153.4 |
Low |
1,157.7 |
1,166.8 |
9.1 |
0.8% |
1,119.5 |
Close |
1,165.8 |
1,187.0 |
21.2 |
1.8% |
1,146.8 |
Range |
14.0 |
26.0 |
12.0 |
85.7% |
33.9 |
ATR |
18.1 |
18.8 |
0.6 |
3.5% |
0.0 |
Volume |
227,820 |
254,522 |
26,702 |
11.7% |
856,685 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.2 |
1,249.6 |
1,201.3 |
|
R3 |
1,234.2 |
1,223.6 |
1,194.2 |
|
R2 |
1,208.2 |
1,208.2 |
1,191.8 |
|
R1 |
1,197.6 |
1,197.6 |
1,189.4 |
1,202.9 |
PP |
1,182.2 |
1,182.2 |
1,182.2 |
1,184.9 |
S1 |
1,171.6 |
1,171.6 |
1,184.6 |
1,176.9 |
S2 |
1,156.2 |
1,156.2 |
1,182.2 |
|
S3 |
1,130.2 |
1,145.6 |
1,179.9 |
|
S4 |
1,104.2 |
1,119.6 |
1,172.7 |
|
|
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 |
1,192.8 |
1,130.0 |
62.8 |
5.3% |
19.6 |
1.6% |
91% |
True |
False |
206,266 |
10 |
1,192.8 |
1,101.2 |
91.6 |
7.7% |
19.3 |
1.6% |
94% |
True |
False |
183,491 |
20 |
1,192.8 |
1,026.9 |
165.9 |
14.0% |
17.7 |
1.5% |
97% |
True |
False |
158,791 |
40 |
1,192.8 |
987.0 |
205.8 |
17.3% |
17.2 |
1.4% |
97% |
True |
False |
144,250 |
60 |
1,192.8 |
952.5 |
240.3 |
20.2% |
17.1 |
1.4% |
98% |
True |
False |
136,200 |
80 |
1,192.8 |
931.3 |
261.5 |
22.0% |
16.2 |
1.4% |
98% |
True |
False |
121,145 |
100 |
1,192.8 |
907.6 |
285.2 |
24.0% |
15.7 |
1.3% |
98% |
True |
False |
104,271 |
120 |
1,192.8 |
907.6 |
285.2 |
24.0% |
15.5 |
1.3% |
98% |
True |
False |
87,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.3 |
2.618 |
1,260.9 |
1.618 |
1,234.9 |
1.000 |
1,218.8 |
0.618 |
1,208.9 |
HIGH |
1,192.8 |
0.618 |
1,182.9 |
0.500 |
1,179.8 |
0.382 |
1,176.7 |
LOW |
1,166.8 |
0.618 |
1,150.7 |
1.000 |
1,140.8 |
1.618 |
1,124.7 |
2.618 |
1,098.7 |
4.250 |
1,056.3 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,184.6 |
1,182.1 |
PP |
1,182.2 |
1,177.1 |
S1 |
1,179.8 |
1,172.2 |
|