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 |
1,094.00 |
1,089.75 |
-4.25 |
-0.4% |
1,092.00 |
High |
1,095.00 |
1,111.50 |
16.50 |
1.5% |
1,112.25 |
Low |
1,083.50 |
1,089.00 |
5.50 |
0.5% |
1,083.50 |
Close |
1,090.00 |
1,103.75 |
13.75 |
1.3% |
1,090.00 |
Range |
11.50 |
22.50 |
11.00 |
95.7% |
28.75 |
ATR |
17.58 |
17.93 |
0.35 |
2.0% |
0.00 |
Volume |
2,047,058 |
1,451,811 |
-595,247 |
-29.1% |
8,514,500 |
|
Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.00 |
1,158.75 |
1,116.00 |
|
R3 |
1,146.50 |
1,136.25 |
1,110.00 |
|
R2 |
1,124.00 |
1,124.00 |
1,108.00 |
|
R1 |
1,113.75 |
1,113.75 |
1,105.75 |
1,119.00 |
PP |
1,101.50 |
1,101.50 |
1,101.50 |
1,104.00 |
S1 |
1,091.25 |
1,091.25 |
1,101.75 |
1,096.50 |
S2 |
1,079.00 |
1,079.00 |
1,099.50 |
|
S3 |
1,056.50 |
1,068.75 |
1,097.50 |
|
S4 |
1,034.00 |
1,046.25 |
1,091.50 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.50 |
1,164.50 |
1,105.75 |
|
R3 |
1,152.75 |
1,135.75 |
1,098.00 |
|
R2 |
1,124.00 |
1,124.00 |
1,095.25 |
|
R1 |
1,107.00 |
1,107.00 |
1,092.75 |
1,101.00 |
PP |
1,095.25 |
1,095.25 |
1,095.25 |
1,092.25 |
S1 |
1,078.25 |
1,078.25 |
1,087.25 |
1,072.50 |
S2 |
1,066.50 |
1,066.50 |
1,084.75 |
|
S3 |
1,037.75 |
1,049.50 |
1,082.00 |
|
S4 |
1,009.00 |
1,020.75 |
1,074.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.50 |
1,083.50 |
28.00 |
2.5% |
15.25 |
1.4% |
72% |
True |
False |
1,697,611 |
10 |
1,112.25 |
1,082.50 |
29.75 |
2.7% |
15.00 |
1.4% |
71% |
False |
False |
1,743,121 |
20 |
1,112.25 |
1,026.00 |
86.25 |
7.8% |
18.75 |
1.7% |
90% |
False |
False |
2,112,032 |
40 |
1,112.25 |
1,012.00 |
100.25 |
9.1% |
18.50 |
1.7% |
92% |
False |
False |
2,030,459 |
60 |
1,112.25 |
986.50 |
125.75 |
11.4% |
17.75 |
1.6% |
93% |
False |
False |
1,766,176 |
80 |
1,112.25 |
971.25 |
141.00 |
12.8% |
18.00 |
1.6% |
94% |
False |
False |
1,325,764 |
100 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.75 |
1.6% |
97% |
False |
False |
1,060,995 |
120 |
1,112.25 |
861.25 |
251.00 |
22.7% |
17.50 |
1.6% |
97% |
False |
False |
884,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,207.00 |
2.618 |
1,170.50 |
1.618 |
1,148.00 |
1.000 |
1,134.00 |
0.618 |
1,125.50 |
HIGH |
1,111.50 |
0.618 |
1,103.00 |
0.500 |
1,100.25 |
0.382 |
1,097.50 |
LOW |
1,089.00 |
0.618 |
1,075.00 |
1.000 |
1,066.50 |
1.618 |
1,052.50 |
2.618 |
1,030.00 |
4.250 |
993.50 |
|
|
Fisher Pivots for day following 23-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1,102.50 |
1,101.75 |
PP |
1,101.50 |
1,099.50 |
S1 |
1,100.25 |
1,097.50 |
|