Trading Metrics calculated at close of trading on 30-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1,192.6 |
1,179.9 |
-12.7 |
-1.1% |
1,152.0 |
High |
1,195.0 |
1,183.7 |
-11.3 |
-0.9% |
1,195.0 |
Low |
1,130.1 |
1,163.7 |
33.6 |
3.0% |
1,130.1 |
Close |
1,174.2 |
1,181.1 |
6.9 |
0.6% |
1,174.2 |
Range |
64.9 |
20.0 |
-44.9 |
-69.2% |
64.9 |
ATR |
22.1 |
21.9 |
-0.1 |
-0.7% |
0.0 |
Volume |
205,512 |
112,015 |
-93,497 |
-45.5% |
861,592 |
|
Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,236.2 |
1,228.6 |
1,192.1 |
|
R3 |
1,216.2 |
1,208.6 |
1,186.6 |
|
R2 |
1,196.2 |
1,196.2 |
1,184.8 |
|
R1 |
1,188.6 |
1,188.6 |
1,182.9 |
1,192.4 |
PP |
1,176.2 |
1,176.2 |
1,176.2 |
1,178.1 |
S1 |
1,168.6 |
1,168.6 |
1,179.3 |
1,172.4 |
S2 |
1,156.2 |
1,156.2 |
1,177.4 |
|
S3 |
1,136.2 |
1,148.6 |
1,175.6 |
|
S4 |
1,116.2 |
1,128.6 |
1,170.1 |
|
|
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% |
29.5 |
2.5% |
79% |
False |
False |
194,721 |
10 |
1,195.0 |
1,119.5 |
75.5 |
6.4% |
23.9 |
2.0% |
82% |
False |
False |
183,029 |
20 |
1,195.0 |
1,053.3 |
141.7 |
12.0% |
20.2 |
1.7% |
90% |
False |
False |
160,518 |
40 |
1,195.0 |
1,001.6 |
193.4 |
16.4% |
18.5 |
1.6% |
93% |
False |
False |
145,801 |
60 |
1,195.0 |
983.2 |
211.8 |
17.9% |
17.6 |
1.5% |
93% |
False |
False |
137,339 |
80 |
1,195.0 |
931.3 |
263.7 |
22.3% |
17.0 |
1.4% |
95% |
False |
False |
122,922 |
100 |
1,195.0 |
909.7 |
285.3 |
24.2% |
16.2 |
1.4% |
95% |
False |
False |
107,263 |
120 |
1,195.0 |
907.6 |
287.4 |
24.3% |
16.0 |
1.4% |
95% |
False |
False |
90,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,268.7 |
2.618 |
1,236.1 |
1.618 |
1,216.1 |
1.000 |
1,203.7 |
0.618 |
1,196.1 |
HIGH |
1,183.7 |
0.618 |
1,176.1 |
0.500 |
1,173.7 |
0.382 |
1,171.3 |
LOW |
1,163.7 |
0.618 |
1,151.3 |
1.000 |
1,143.7 |
1.618 |
1,131.3 |
2.618 |
1,111.3 |
4.250 |
1,078.7 |
|
|
Fisher Pivots for day following 30-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,178.6 |
1,174.9 |
PP |
1,176.2 |
1,168.7 |
S1 |
1,173.7 |
1,162.6 |
|