Trading Metrics calculated at close of trading on 27-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,169.6 |
1,192.6 |
23.0 |
2.0% |
1,152.0 |
High |
1,192.8 |
1,195.0 |
2.2 |
0.2% |
1,195.0 |
Low |
1,166.8 |
1,130.1 |
-36.7 |
-3.1% |
1,130.1 |
Close |
1,187.0 |
1,174.2 |
-12.8 |
-1.1% |
1,174.2 |
Range |
26.0 |
64.9 |
38.9 |
149.6% |
64.9 |
ATR |
18.8 |
22.1 |
3.3 |
17.6% |
0.0 |
Volume |
254,522 |
205,512 |
-49,010 |
-19.3% |
861,592 |
|
Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.1 |
1,332.6 |
1,209.9 |
|
R3 |
1,296.2 |
1,267.7 |
1,192.0 |
|
R2 |
1,231.3 |
1,231.3 |
1,186.1 |
|
R1 |
1,202.8 |
1,202.8 |
1,180.1 |
1,184.6 |
PP |
1,166.4 |
1,166.4 |
1,166.4 |
1,157.4 |
S1 |
1,137.9 |
1,137.9 |
1,168.3 |
1,119.7 |
S2 |
1,101.5 |
1,101.5 |
1,162.3 |
|
S3 |
1,036.6 |
1,073.0 |
1,156.4 |
|
S4 |
971.7 |
1,008.1 |
1,138.5 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.1 |
1,332.6 |
1,209.9 |
|
R3 |
1,296.2 |
1,267.7 |
1,192.0 |
|
R2 |
1,231.3 |
1,231.3 |
1,186.1 |
|
R1 |
1,202.8 |
1,202.8 |
1,180.1 |
1,217.1 |
PP |
1,166.4 |
1,166.4 |
1,166.4 |
1,173.6 |
S1 |
1,137.9 |
1,137.9 |
1,168.3 |
1,152.2 |
S2 |
1,101.5 |
1,101.5 |
1,162.3 |
|
S3 |
1,036.6 |
1,073.0 |
1,156.4 |
|
S4 |
971.7 |
1,008.1 |
1,138.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,195.0 |
1,130.1 |
64.9 |
5.5% |
29.3 |
2.5% |
68% |
True |
True |
211,313 |
10 |
1,195.0 |
1,101.2 |
93.8 |
8.0% |
23.8 |
2.0% |
78% |
True |
False |
188,680 |
20 |
1,195.0 |
1,035.4 |
159.6 |
13.6% |
19.9 |
1.7% |
87% |
True |
False |
161,421 |
40 |
1,195.0 |
987.0 |
208.0 |
17.7% |
18.5 |
1.6% |
90% |
True |
False |
145,834 |
60 |
1,195.0 |
976.1 |
218.9 |
18.6% |
17.7 |
1.5% |
90% |
True |
False |
138,071 |
80 |
1,195.0 |
931.3 |
263.7 |
22.5% |
16.9 |
1.4% |
92% |
True |
False |
122,531 |
100 |
1,195.0 |
909.7 |
285.3 |
24.3% |
16.1 |
1.4% |
93% |
True |
False |
106,253 |
120 |
1,195.0 |
907.6 |
287.4 |
24.5% |
15.9 |
1.4% |
93% |
True |
False |
89,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.8 |
2.618 |
1,364.9 |
1.618 |
1,300.0 |
1.000 |
1,259.9 |
0.618 |
1,235.1 |
HIGH |
1,195.0 |
0.618 |
1,170.2 |
0.500 |
1,162.6 |
0.382 |
1,154.9 |
LOW |
1,130.1 |
0.618 |
1,090.0 |
1.000 |
1,065.2 |
1.618 |
1,025.1 |
2.618 |
960.2 |
4.250 |
854.3 |
|
|
Fisher Pivots for day following 27-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,170.3 |
1,170.3 |
PP |
1,166.4 |
1,166.4 |
S1 |
1,162.6 |
1,162.6 |
|